Replay Question

[tiger45]

I'd like to replay CL from April. Can I use the current contract CL 08-12, or do I have to download the data for the contract that was in force at the time?

Thanks

[NinjaTrader_Cameron]

Hello tiger45,

Thank you for your post.

To Download Market Replay data from our servers you would need to select the proper contract front month for the month you wish to replay.

For April, this would be 05-12, until April 19th, then switch to the 06-12 contract.

You can view all dates that NinjaTrader uses for roll over under the Tools --> Instrument Manager --> Search and Select the instrument --> Edit --> Misc --> Scroll to the bottom and select Contract Months.

[anachronist]

I was about to ask the same question. Thanks Tiger45 for asking it first.

That's good, I didn't think to look there for rollover dates. It seems oil typically rolls over on day 19 or 20, with occasional 21 and one 14, that I can see.

Related question: I want to download Level I and Level II data for CL for the last six months of history. Is there an easier way to do that than by wasting a couple days of drudgery downloading one single day's worth of replay data at a time?

-Alex

[NinjaTrader_Cameron]

Alex,

Thank you for your post.

Unfortunately you can only download one instrument per one day with the NinjaTrader Market Replay.

[anachronist]

Unfortunately you can only download one instrument per one day with the NinjaTrader Market Replay.

Ugh, OK, better get to work.

I hope a better data management interface is in the works.
-Alex

[NinjaTrader_Cameron]

Alex,

Our development team is working on an update to this feature, unfortunately I do not have a time frame of when it will be implemented.

However I'll pass your suggestion along to them as well.

[marcow]

Ugh, OK, better get to work.

I hope a better data management interface is in the works.
-Alex

Why is it designed so that you can only download one day at a time ? Is it to minimalize server load by discouraging customers to download a large number a days or what ?
I'm asking because I'd be more than happy to pay a few dollars per month "market replay data fee" to be able to download multiple days at once, if that's the problem...

Marco

[sledge]

Why is it designed so that you can only download one day at a time ? Is it to minimalize server load by discouraging customers to download a large number a days or what ?
I'm asking because I'd be more than happy to pay a few dollars per month "market replay data fee" to be able to download multiple days at once, if that's the problem...

Marco

I've been recording data for a couple years

[marcow]

I've been recording data for a couple years

Of course it is possible to record from a live connection, but if I'm in the process of testing a strategy on marketreplay -which typically takes a few days at max speed- it's not possible to connect to a live connection at the same time.

[sledge]

Of course it is possible to record from a live connection, but if I'm in the process of testing a strategy on marketreplay -which typically takes a few days at max speed- it's not possible to connect to a live connection at the same time.

Get another computer

[NinjaTrader_Cameron]

Marco,

It is related to minimizing server load, unfortunately we do not have a service that allows for users to receive more data than it's current rate.

I will pass your suggestion for a 'pay-for-service' to our Development Team to receive more days to download market replay.

[anachronist]

It is related to minimizing server load, unfortunately we do not have a service that allows for users to receive more data than it's current rate.

I will pass your suggestion for a 'pay-for-service' to our Development Team to receive more days to download market replay.

Or you could sell DVDs with the replay data on them, each DVD containing one market and however much level 1 and level 2 data will fit on it for current and past contracts. The DVD would need to include an an installation script to put that data into the NinjaTrader database. Or, have an option in NinjaTrader to open a connection directly to a "Replay DVD".

That reminds me, is there any way to avoid having NinjaTrader use my C partition for everything? I like to keep that partition available just for installed programs, not dynamically changing data. I prefer to use other partitions for data, workspaces, backups, and files for ongoing projects.

-A