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Is it possible to convert market replay data to historical data?

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    Is it possible to convert market replay data to historical data?

    Alternatively do your servers that have historical data based on market replay data?

    Regards

    Kay Wai

    #2
    Kay, unfortunately the data could not be converted to Market Replay data, you would either record it yourself or download from our servers via File > Utilities > Download Market Replay Data.
    BertrandNinjaTrader Customer Service

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      #3
      Originally posted by kaywai View Post
      Alternatively do your servers that have historical data based on market replay data?

      Regards

      Kay Wai
      See if you can find NTDataFeeder.zip, a user-created utility that I am sure I once found somewhere on these fora.

      Comment


        #4
        Market Replay data source

        Bertrand,

        Is it correct that NT always uses the datafeed from ZenFire to build the Market Replay data? I heared that there is quite some difference between e.g. IQFeed/Kinetick data and Zenfire data. I really would like to do a comparison to see the difference.

        Thanks,

        Ducman

        P.S. I see NT has Kinetick as the preferred data provider, is it for that reason?

        Comment


          #5
          That's correct the servers record the ZenFire data for generating the replay files.

          If you would like to do a comparison, you can self record Kinetick live data on your end (Tools > Options > Data > Record for Market Replay).
          BertrandNinjaTrader Customer Service

          Comment


            #6
            OK, thanks Bertrand. What about Kinetick being the preferred data feed supplier?

            Ducman

            Comment


              #7
              Hello,

              Kinetick is the prefered data provider as it the adapter is integrated to NinjaTrader and provides support for all assets supported in NinjaTrader.

              We only prefer Kinetick strictly as a data feed. We do not have any preferences on the broker feed you use (Zen-Fire, CQG, TT, etc).
              MatthewNinjaTrader Product Management

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