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    Market Replay question

    Hi,

    I would like to if it's possible to purchase quote and trade data and run it though the NinjaTrader platform using market replay?

    Thanks in advance,
    suprsnipes

    #2
    Hello suprsnipes,


    Thank you for your post.


    Market Replay data is available directly from NinjaTrader:
    • Control Center > File > Utilities > Download replay data...






    Unfortunately historical chart data will not work with Market Replay.
    Ryan L.NinjaTrader Customer Service

    Comment


      #3
      Thanks for your response, I have been using the service regularly to download market replay data for recent futures contracts (which is great that NinjaTrader offers this by the way )

      I am after the ES 06-10 contract specifically the date of the flash crash (6th May 2010). With my current version of NinjaTrader there is no option to add this contract into the instrument list (perhaps it's too far back) but I would have liked to have replayed this day and was hoping that perhaps your servers still had this date available for download ?? But I am unable to try because of the inability to add the contract into NinjaTrader as per the above reason...

      Do you happen to have this available? Or is any other member of the community willing to share this days market replay file I would be a very happy man...

      Kind Regards,
      suprsnipes

      Comment


        #4
        Hello supersnipes,

        Unfortunately there is no Market Replay data available on our server that far back.

        You can add instruments with past expiries as follows. Shut down NinjaTrader and change your PC clock to a date back in time of the expiry. Start NinjaTrader and you should see the expiry listed in the Instrument Manager. Add the instruments you like to your instrument list. Once fnished, do not forget to change back your PC clock to the current date.
        JasonNinjaTrader Customer Service

        Comment


          #5
          Originally posted by suprsnipes View Post
          Thanks for your response, I have been using the service regularly to download market replay data for recent futures contracts (which is great that NinjaTrader offers this by the way )

          I am after the ES 06-10 contract specifically the date of the flash crash (6th May 2010). With my current version of NinjaTrader there is no option to add this contract into the instrument list (perhaps it's too far back) but I would have liked to have replayed this day and was hoping that perhaps your servers still had this date available for download ?? But I am unable to try because of the inability to add the contract into NinjaTrader as per the above reason...

          Do you happen to have this available? Or is any other member of the community willing to share this days market replay file I would be a very happy man...

          Kind Regards,
          suprsnipes

          I don't know how to export that day only for ES...

          and I have it.

          Comment


            #6
            Originally posted by suprsnipes View Post
            Thanks for your response, I have been using the service regularly to download market replay data for recent futures contracts (which is great that NinjaTrader offers this by the way )

            I am after the ES 06-10 contract specifically the date of the flash crash (6th May 2010). With my current version of NinjaTrader there is no option to add this contract into the instrument list (perhaps it's too far back) but I would have liked to have replayed this day and was hoping that perhaps your servers still had this date available for download ?? But I am unable to try because of the inability to add the contract into NinjaTrader as per the above reason...

            Do you happen to have this available? Or is any other member of the community willing to share this days market replay file I would be a very happy man...

            Kind Regards,
            suprsnipes

            I'm in bizzarro world tonight. I tried to bring it up. 1 minute is okay, but when I switch to range bars for market replay, I'm missing data from 4/28 on..... grrrrrr can't hit anything from 4/28 to 7/15/2010 on ES 06-10.
            Attached Files

            Comment


              #7
              Originally posted by suprsnipes View Post
              Thanks for your response, I have been using the service regularly to download market replay data for recent futures contracts (which is great that NinjaTrader offers this by the way )

              I am after the ES 06-10 contract specifically the date of the flash crash (6th May 2010). With my current version of NinjaTrader there is no option to add this contract into the instrument list (perhaps it's too far back) but I would have liked to have replayed this day and was hoping that perhaps your servers still had this date available for download ?? But I am unable to try because of the inability to add the contract into NinjaTrader as per the above reason...

              Do you happen to have this available? Or is any other member of the community willing to share this days market replay file I would be a very happy man...

              Kind Regards,
              suprsnipes
              I FAIL

              Looking in my historical data manager, I'm missing may, june, july, august of 2010.

              I'm not sure why I would have turned recording off.
              Attached Files

              Comment


                #8
                Hello sledge,

                Thank you for trying to help out supersnipes. However the screenshot shows the Historical Data Manager which displays regular historical data only and no Market Replay data.

                You can check what Market Replay data you have available by right clicking the Market Replay control wndow and select 'Available Data'. Make sure you use a From date beginning 2010 to include any ES 06-10 data you might have.

                Market Replay data is saved at the following location:

                C:\-->Users-->*Windows user account*-->(My) Documents--> NinjaTrader 7-->db-->data

                The "data" folder contains folders named per date which in turn contain .ntm and .nt2 files per instrument.
                JasonNinjaTrader Customer Service

                Comment


                  #9
                  Hi Support folks!

                  The Market Replay feature crashes the platform everytime i try to submit an order.What can be done about it.I`m actually freaking sick of it!!!

                  Thx

                  Comment


                    #10
                    Originally posted by SnakeEYE View Post
                    Hi Support folks!

                    The Market Replay feature crashes the platform everytime i try to submit an order.What can be done about it.I`m actually freaking sick of it!!!

                    Thx
                    Can you post screenshots?

                    Comment


                      #11
                      Haha...nice joke!

                      Comment


                        #12
                        Originally posted by SnakeEYE View Post
                        Haha...nice joke!


                        So I take it that NT completely disappears?

                        Is there anything in the log files and trace files?

                        Comment


                          #13
                          Yes,it freezes for a while and then goes down.Don`t want to get involved in all that log stuff.It wouldn`t say much to me.

                          Comment


                            #14
                            Hello SnakeEYE,

                            Thank you for posting to report this issue.

                            Please contact us via email (Support [AT] NinjaTrader [DOT] com). In your message, please include the following:

                            1.) A link to this forum thread so that we can identify you.

                            2.) A copy of today's trace file.
                            You will find this diagnostic file in the Documents > NinjaTrader 7 > Trace folder.
                            I'll need a copy of the 'trace.20121225.txt' file.
                            KyleNinjaTrader Customer Service

                            Comment

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