Market Replay data source

[JoshDance]

I need to test two different data feeds from the same day. I need to use market replay to do this for both data streams. When I use NT to download the market replay data, will the source of that data be the same as that which I'm currently connected to? For example, if I connect to IQFeed and download market replay data for today, will that data be the exact same data that came from IQFeed earlier today even when I was not connected?

[JoshDance]

Any info guys?

[koganam]

Any info guys?

To do that you may have to use different symbol names for your separate data feeds. In the instrument manager, you would copy the symbol, and change its name while keeping the symbol to data feed mapping.

Typically you would then, for each symbol remove the mapping to the other provider, essentially forcing each data provider to be able to provide only one data stream mapped to your desired symbol.

Naturally, you would have to use Market Replay relative to the correct symbol.

[NinjaTrader_Kyle]

Hi JoshDance and koganam,

Sorry about the delay in posting here - I'd replied to this yesterday and closed the tab in my browser but it seems that my reply didn't post.

Market Replay data which is downloaded is data which was recorded either from the Zen-Fire or the GAIN feeds. If you require market replay data to specifically match another provider, that data will need to be recorded manually in real-time.

To enable Market Replay recording:
Open the Options menu's Data tab by clicking Tools > Options > Data tab.
Next, check the box labled 'run market replay recorder', then click OK.

Data will now be recorded for the instruments which are being displayed when NinjaTrader is connected to a data provider.

What koganam has mentioned may work, but I've not specifically tested it in the past. That said, I can tell you that I've run in to issues in the past when attempting to 'clone' an instrument which prevented any data from loading for either of the symbols I duplicated.

The only way I'd know to achieve your goal would be to use two PC's to record the market replay data from your two data sources in real-time.

[JoshDance]

Thanks for the info.