Market replay Data

[ojokbusbefs]

Thx Chip. To clarify a bit further then, can I replay historical data of my own (from my data feed)? Or only from Ninjatraders data replay server?

And is there a list somewhere of what securities are available on the NT replay servers? Or alternately only display instruments in the pick list that have available data.

Thx. --MC.

[NinjaTrader_Matthew]

ojokbusbefs,

As long as you have replay recorder checked, you can replay the data that is provided by your data provider for a later time. This data has to be recorded from a live data connection and it is not possible to download and import data that you have not recorded from a live connection.

We do not have a list of instruments that are available to download from our servers. I will forward this as a suggestion to add to our development team's list of future considerations.

Please let me know if you have any additional questions.

[mojojojo77]

Market Replay

I took market replay data from my old computer with Ninja Trader 6.5 and copied it to a different computer that I have 6.5 installed on in the appropriate data directory. The market replay connection shows the date to be available, and seems to laod the data, but displays nothing on the charts. I've panned through the time sequence available on the replay for several dates and get nothing. Am I doing something incorrectly?

[NinjaTrader_Matthew]

Hi mojojojo77,

Thank you for your post and welcome to our forums!

Please make sure your charts are setup to view 24 hours worth of data. To do this, right click on the chart and select "Properties". From the chart properties window, locate the properties labeled "session begin" and "session ends" and ensure these values are both set to 12:00AM.

You will also want to ensure that the expiry for the instrument you are trading is valid for the time period you are try to view data. For example, if you are connected to July 16, 2010, make sure you are on the 09-10 contract.

If neither of these are the case, can you please right click on the market replay recorder, select "available data" and tell me what days are available for data and what instruments are listed?

[mojojojo77]

Market Replay

Matthew,

Okay, I adjusted the session settings to 12:00AM for begin/end, I tried several dates from 2007, 2008, and 2009. One date I selected was 10-12-2009 for which the YM 12-09 contract is identified in the "Available Instruments" in the replay recorder dialogue box. When I go to "Format Data Series..." and select the YM 12-09 contract an error message pops up stating "You need to select an instrument". This is the same message I get for all days I ported in to the database and try to replay. The only replay I can do is for the newly recorded data I have accumulated over the past 3 days. Your assistance is greatly appreciated.

Thank you.

[NinjaTrader_Matthew]

mojojojo77,

Thank you for the update.

Please make sure that the instrument and expiry you are trying to view is setup in your instrument manager and try adding it to your default instrument list.

For example please follow the instructions below if you want to add the ES 12-09 instrument to an instrument list.

• Navigate to Tools--> Instrument Manager
• Locate and Highlight the ES instrument
• Select the Default instrument list via the "Instrument lists" drop down list in the upper left hand corner
• Select the appropriate expiration date if this is a futures instrument (12-09)
• Press the "<" button to add the instrument to the list

The ES 12-09 instrument should now be in your list. You should easily be able to add this instrument to a chart for replay.

If the expiry you are trying to load does not show up in your list, this is due to a limitation from your current time/date settings. If you'd like to add an instrument from 07 or 08 for example, you would need to set your local PC clock back to this year to be able to add it to your default instrument list.

After you have added it to your list, you can reset your date/time settings to the current date and should not have issues with these expired instruments in replay.

[mojojojo77]

Market Replay

Matthew,

Okay, I've added several expiry months for the YM from 2007 through 2009. Now there is no problem adding the instrument, thank you. I was having a problem with the data printing on the charts but when I closed the current workspace and then opened a template and new chart everything pulled up fine. Thank you very much, I sincerely appreciate it! Have a great weekend!

mojojojo77