visualise Market Reply Data?

[drolles]

Is there a way to visualise what Market Reply Data exists? In 6.5 a list of the dates available for reply showed in the connection menu. This functionality appears to have been dropped in NT7. Is there another way to visualise what Market Reply Data exists in the database? I’ve looked in the Historical data manager and have not found anything obvious.

This is important as we need to establish where a good collection of Market Reply data exists so we can test a strategy around those dates to confirm the strategy in various market situations.

Additionally, could you please tell me what instruments are available from the NT Market Reply servers? I am looking for Forex data.

Thanks and regards,

drolles

[NinjaTrader_Chip]

Hello drolles,

Thank you for your post.

To see what data is available for Market Replay on your PC simply right-click on the Replay control & select ‘Available Data…’

You will need to test for instruments that you are interested in to see what data is available on the Replay servers. We do not have a comprehensive document that details this as of yet.

Please let me know if you have any additional questions.

[drolles]

Chip,

Further to this, I’ve done some testing and I can’t seem to find any Market Reply data for Forex (major instruments – e.g. AUDUSD, EURUSD) for the last couple of days. Could you please confirm this or confirm that I’ve done something incorrectly in downloading this data?

If I am correct and there is not any Market Reply data downloadable for can we please request that there is some established?

Thanks and regards,

drolles

[NinjaTrader_Chip]

Hello drolles

Just to clarify are you attempting to download this data from the Utilities menu from the control center or are you bringing the data in via the Historical Data Manager?

I look forward to assisting you further.

[drolles]

Chip,

Thanks for the reply (on a weekend no less).

I’m trying to pull down the data from the Utilities menu (i.e. from the NT servers).

Thanks and regards,

drolles

[NinjaTrader_Jason]

Hello drolles,

You should be able to download Market Replya data for forex.

When I test the EURUSD and EURJPY on my end, Market Replay data downloaded as expected. I tested 1/6/2011.

Did you check 'Available Data' after you downloaded the data?

[drolles]

Jason,

Thanks for our help on this.

I have found some data for the date you have suggested. However, it didn’t actually align fully with the 6th but it was good enough for testing purposes. I did see some funny things happening on volume. In mkt reply mode NT was trying to interpret the volumes and I was getting minimal fills when the strategy I was testing was trading relatively small amounts in the FX market. I would expect to be able to get filled with a cross like EURUSD at any hour of the night or day during the trading week. Someone might want to check on the volumes where you are getting the data from.

Can I suggest that we get a policy statement from you guys on what data is kept there, what the rolling window is, and what we can expect from the data (e.g. if it is the 6th Jan, then what does that mean i.e. 00:00 – 11:59, etc)? This would probably help your support team and ourselves with have a solid baseline of data we can test from.

Kind regards,

drolles

[NinjaTrader_Kyle]

Hello drolles,

Generally speaking, data would be recorded from 00:00 – 11:59 EST baring any unforeseen issues or outages.