Historical Data to Market Replay Data

[Walter]

Hello,
is it possible convert Historical data (ticks by ticks) in Market Replay Data?

Thanks
Walter

[NinjaTrader_Cameron]

Hello Walter,

Thank you for your post.

Unfortunately it is not possible to convert historical data into Market Replay Data. You would need to enable the option 'Record for Market Replay' and record the live data.

However, if you are using NinjaTrader 7 you can use our free Market Replay Download service.

This can be done from the Control Center -> File -> Utilities -> Download Replay Data

How to download replay data from the NinjaTrader server - http://www.ninjatrader.com/support/helpGuides/nt7/set_up12.htm

[Walter]

Thank you for your reply..
Is it possible download some years using download Replay Data or is there a limitation?
I'm aware that for donwload some years I will take a long time..
Thank you

[NinjaTrader_Cameron]

Walter,

The data available depends on the instrument you are using.

Most instruments have at least 90 days of Market Replay Data available from our download service. More popular instruments, such as ES, have more data available.

Also, as you have noted, downloading multiple days can take some time depending on your internet connection.

[Walter]

Can you tell me the period available for 6E?
Can you also tell me where I can found rollover dates?
thank you

[NinjaTrader_Cameron]

Walter,

For the 6E I was able to download Market Replay Data from November 15th 2010 with the 6E 12-10 instrument.

That is 6 months of Market Replay Data available for this specific instrument.

Roll over dates can be viewed at http://www.cmegroup.com/

[Walter]

Exists any possibility to download others day (free of charge or buy)?
Thanks for your support...and for your patience

[NinjaTrader_Kyle]

Hello Walter,

Unfortunately, no other providers offer market replay data. What is available on the NinjaTrader servers is the extent of what is available.

[Walter]

Ok..
Another questions: Suppose that, for the day 9-lug-2009, I have Marker replay data and Historical Data ticks by ticks and we assume that data are the same (PC syncro with data feed).
Testing a strategy that use two timeframe (5 minutes and 1 tick), we must have same results using Historical back test or maket replay connection for 9-lug-2009! correct?
thank you

[NinjaTrader_Cameron]

Walter,

If you have Market Replay Data it will use the tick data and convert it to minute data when viewing a minute based chart.

Note that automated strategies results can vary from running a replay backtest versus a historical back test run from the Strategy Analyzer.

[Walter]

Sorry, let me explain..
Strategy uses 5 minutes and with Add(PeriodType.Tick, 1); command it uses also Tick period.
In the strategy we use BarsInProgress to differentiate timeframes.
Now, using a chart with 5 minutes base (BarsInProgress) and if we have same ticks memorized in market replay connection ad Hystorical data, why there are a differences?

[NinjaTrader_Bertrand]

Walter, there could still be differences in the data used - as your historical data used for the tick addition in the strategy could be having a slightly different tick formation as the recorded / downloaded Market Replay data - http://www.ninjatrader.com/support/h..._are_built.htm

[bisecom]

Good day.
Anybody faced with such problem during market reply conection:

During last 2-3 month I had no problems, but the problom apeared by the days...

[NinjaTrader_Bertrand]

bisecom, I'm not aware of any general issue in this regard - could you please contact us via Help >> Mail to Support so we could review your trace / log files?

[bisecom]

bisecom, I'm not aware of any general issue in this regard - could you please contact us via Help >> Mail to Support so we could review your trace / log files?

Thanks for your answer. But there could I find this "Help >> Mail to Support"? IS it at off web site or where?