External data source

[nicknamed]

Hey,
I need to test on historical tick data of eminis futures. I have plenty of historical tick data and I need to feed them through External data feed into my strategies. I have read this thread:

http://www.ninjatrader.com/support/forum/showthread.php?t=3618&page=4

and having VitaminC's source codes of his feed for NT6.5 I would like to ask you whether in NT7 there it is possible to have constant speed data feed and fixed timeframe bars (like 15min) combined with 500x or even faster replay speed. I see there is no utility which could do that so I think to program one for my needs. Any other hints/infos, warnings I might need to know before I start to program such utility?
Thanx a lot in advance
N.

[NinjaTrader_Bertrand]

Hi nicknamed, sorry I don't fully follow you - what do you refer by when you say 'constant speed datafeed'? The replay would off a maximum speed of 500X.

[nicknamed]

I mean the tick data - sometimes in a minute there are 20 records and sometimes 20 minutes of data are missing so I mean if the 500x speed is the speed how it processes each tick or every minute build from all ticks. I think it should be possible that tick data are eaten in a varying speed as the minutes that are build from thse ticks must be same lenght (under speed 1x ever minute should last one minute).
In other words if there will be few trades so the market replay would go smoothly all the time when run (e.g. on standard Market Replay Data) if it would be running the same speed also on tick data from an ascii file (approximately 8 minutes of real time in a second of testing time under 500x speed). It is not that easy to explain it but I hope now it is much clearer, if not, please write me and I will try to say it in a different way. I hope it is possible to program it the way I need as there is no other way to test my systems on high quality futures data (backtesting on OHLC data is not the perfect way to go, right).

[NinjaTrader_Bertrand]

So, to clarify - you need an option to replay a constant amount of time using tick charts? I think you could for example use a 1 min chart as primary and then drive the executions using a smaller tick based series for your intrabar testing.

[nicknamed]

˙es, if that is possible, then it is great and I can start programming this utility. It would not be 1-minute at the end, but whatever fixed timeframe (5M, 15M, 60M, daily) can do the job and be played at 500x speed right? So if I play market reply data from you (say one year of data) and with systems trading on it it last under two days to finish at present time then if I have one year of tick futures data it would take approximately (depending on number of trades) the same time under two days, am I right?

[NinjaTrader_JoshP]

nicknamed,

Provided there were no bottlenecks from your computer's resources, replaying 500x on a minute chart versus a tick chart will finish at the same time.

[nicknamed]

ok, thank you very much for good info!