Market replay with EOD data?

[Toquebiol]

Hi! I'm a new Ninjatrader 7 user and I have a few questions about Market replay:
1) Can I use this NT7 function to test trading (trade sim) on EOD stock/equities data that I already have in my database (extension is *.ntd)?
2) If yes, how?
3) If not, can I record this type of data or convert it (*.ntd to *.ntm)?

I was looking around on the forum and in the user's guide, can't find anything about it. Guess it's impossible?...

Thank you for your time!

[NinjaTrader_ChristopherJ]

Hello Toquebiol,

Thank you for your post.

1. Unfortunately this is not supported. In order to record Market Replay data you must be connect to a real time data provider.

2 & 3. Unfortunately converting .ntd files to be used within Market Replay is not supported. This data would need to be recorded real time within NinjaTrader or downloaded. You can download Market Replay data by going to File-->Utilities-->Download Replay Data. However only Futures and Forex data may be downloaded from our servers at this time.

Market Replay works if you have recorded market replay data. You can enable the recorded by following the instructions below.

• From the NinjaTrader Control Center window select the menu Tools > Options
• Go to the "Data" tab
• Enable "Run market replay recorder"
• Press the "OK" button
• With the recorder enabled, NinjaTrader will record all level I and level II data while you are connected. This data will then be available to replay at a later date via the menu File > Connect > Market Replay Connection.

More information on Market Replay can be found at the link provided below:

http://www.ninjatrader.com/support/helpGuides/nt7/market_replay.htm

Please let me know if I may be of further assistance.

[michelm]

Hi,

I've seen at least one review(http://www.movethemarkets.com/blog/2...st-impressions) that indicates Ninjatrader 7 supports historical market replay tick data downloads from esignal.

Just to be clear, Is this true ? ( I don't think it is )

If it is true, what other data providers support market replay data downloads besides the Ninjatrader download server and esignal ?

Thanks

[NinjaTrader_ChristopherJ]

Yes, you may download Market Replay data from any of our supported data provider that has historical data available such as eSignal, IQFeed, PFG, etc.

[michelm]

Thats good to know, thanks.

I forgot exactly where I saw this, but I was watching a video from ninjatrader( I think it was from somebody named Ray?? and I forgot where the video is hosted) discussing the new Kinetick tick feed service.

Ray(?) was taking questions and someone asked if Kinetick would support market replay downloads, and Ray said it would not.

So that makes me wonder if DTN.IQfeed supports it since in the same video mentioned that Kinetick is based on DTN.

Anyway, thanks again for that info

[NinjaTrader_VinceB]

Hi,

It's not supported, if you want to download. you can do per the instructions in the link below:

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?set_up12.htm

[michelm]

Hi,

Vincent, thanks for your reply.

I'm getting a little confused

"It's not supported"

Could you please tell me exactly what "it" is referring to ? Kinetick market replay downloads are not supported, DTN market replay downloads are not supported or are you disputing the idea that market replay downloads are supported with any of the ninjatrader supported data providers.

The document you are referring me to specifically only discusses that market replay downloads for ninjatrader are available from ninjatrader for free for "common instruments". I really appreciate that Ninjatrader is making this data available for free, it just does not cover all the instruments I personally use.

Other then ChristopherJ's reply( post #4 on this thread) and the review I linked in( post #3 on this thread ) I have never seen any information that explicitly states that ninjatrader 7 supports 3rd party data providers market replay downloads.

I'm currently looking for a ninjatrader supported data provider and I just want to make sure the one I go with supports market replay downloads if at all possible so thanks for helping understand this Vincent and Christopher.

[NinjaTrader_JoshP]

michelm,

Seems there may be some confusion here. Market Replay downloads is a courtesy service provided by NinjaTrader independent of your data provider. The service allows you to download replay data from instruments saved on the NinjaTrader servers. This is not coming from your data provider.

When it says "not supported" it means the instrument you are trying simply is not recorded by NinjaTrader and thus is unavailable.

[michelm]

Hi Josh,

When I use the term "not supported" I'm not referring to any specific error message from ninja trader.

I'm just trying to figure out if I can download market replay data from any of the ninjatrader supported 3rd party data providers. I totally understand that ninjatrader offers a free limited market replay download service.

In post #4 chris says that "Yes, you may download Market Replay data from any of our supported data provider that has historical data available such as eSignal, IQFeed, PFG, etc."

Then Vincent comes along and says "It's not supported", and I really don't know what the "it" he is referring to is.

Now it sounds like to me that you are implying that the only way to download market replay data is with the limited, but totally free, ninjatrader provided service.

So I am kind of confused now.......

[NinjaTrader_JoshP]

michelm,

No, what I am saying is you can download replay data anywhere at any time in NinjaTrader 7. Starting from B18 and above you don't even need to be connected to any provider to download replay data. All download requests go to our servers and you can make this request regardless of who you are connected to or even if you aren't connected at all.

I suggest you just try it. Please try downloading replay data for ES 09-10. You will be able to download it no matter what connections you have/have not made.

[michelm]

OK, I understand now, thanks for your help everyone

[nt2010]

Hello,

i understand that i can download the future and forex from the ninjatrader servers.
however, the open question is, can i use a third party vendor e.g. esignal to download market replay data for stocks ?
i tryed it while beeing connected to esginal and i get the message,
"there is no l1 replay data aviailable for instrument/date".
so i asume, that i can not download replay data for stocks ?

(i tryed file / utilities / download replay data).

Thank You !

[NinjaTrader_VinceB]

Hi,

That is correct, it's not possible to download Market Replay data from eSignal.