How to get Market Replay Stock Tick Data

[dhhstock]

At the end of the day, I would like to record the stock real time tick data for the stocks in my instrument list and playback to test various strategy and indicator scenarios.

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I have reviewed many forum entries on this topic and I must admit, I am still confused.

How can I obtain and replay market tick STOCK data?

I have seen examples of market recording an instrument list by displaying it in market analyzer. But can I do that with STOCKS?

I have heard that market recording stores data on the Ninja server or my local PC. Which one is it?

I have heard that it may be possible to record STOCK tick data on my local PC, but as far as I can tell, market download only obtains data from the Ninja server as far as I know.

Thanks in advance.

[NinjaTrader_PatrickH]

Hello dhhstock,

Thank you for your post and welcome to the NinjaTrader Support Forum!

If you enable the option to record data for Market Replay in NinjaTrader (Tools > Options > Record for market replay > OK), then any data viewed in NinjaTrader from your real-time data feed provider will be recorded as Market Replay Data regardless of the instrument type. So stocks can be recorded for Market Replay. Unfortunately, NinjaTrader does not record the data for stocks to our servers. This means the data you record is stored on your PC.

For information on Market Replay please visit the following link: http://www.ninjatrader.com/support/h...ket_replay.htm

Please let me know if I may be of further assistance.

[dhhstock]

Thanks so much for the response. I have read that section, but I am left with a couple of questions.

SCENARIO:
1. Enable market replay data
2. Open market analyzer and display stocks in my instrument list for an entire trading day on 1/16/2014.

Now all of the market data for each of the stocks in my instrument list have been recorded on my PC. Right?

Now, how do I replay the data that was recorded on my PC?

I cannot use utilities->download because that just obtains data from the Ninja server.

How long is the data stored on my pc? 1 day, week month?

In other words, when can I access my recorded data? Next day? that evening?

Thanks.

[NinjaTrader_PatrickH]

Hello dhhstock,

Thank you for your response.

The data that is recorded remains on your PC until you remove it by deleting the data in the folder in the following directory on your PC: (My) Documents\NinjaTrader 7\db\data

To replay the data you will need to connect to the Market Replay connection (File > Connect > Market Replay).

Please visit the following links for videos detailing working with Market Replay: https://www.youtube.com/watch?v=cgB1...b2yJaKfCNxyLzf

[peterevanson]

How to get Market Replay Stock Tick Data

Thank you so much PatrickH. I am new here and learning the trading.

[aaaa1982]

Ability to get last,bid,ask market data upon chart load

Is there a way to get bid,ask,last tick data upon a chart load of historical data (let's say a look back of 6 months) from the data provider?

[NinjaTrader_Jesse]

Hello,

Thank you for the question.

If there is data available on the server and you have that period of time selected, NinjaTrader would request bars for that time period and download the data. If there is no data on the server for this time there would be no bars generated.

For example, if you create a 100 tick chart and have a days to load as 10, it would try to request 10 days of tick data. Depending on the provider, there may or may not be historical tick data, also some providers offer more or less data than others, this could range anywhere from a few days up to 90 possibly.

There are also providers that do not offer historical tick data, in that case you could record the chart data using the Tools -> Options -> Data -> Save chart data as historical.

I look forward to being of further assistance.

[ahastings]

Cannot replay recorded data

Hello,
I'm unable to replay some of recorded data.
It seems that the data were recorded all right since the file (db - data ) has over 1000 kb but when open the available data window there is same time and date for L1 begin and L1 end.
I have recorded simultaneously 6 stocks and only 3 are available for replay.
Do you know where can be a problem?
Thank you!

[NinjaTrader_Jesse]

Hello,

Thank you for the post.

For this you would likely need to look in the Replay data manager by Right clicking the Replay Controller and select "Available data".

Do you see the instrument / time period you are trying to access listed?

The size of the file would only indicate that "some" data was recorded but would not indicate that all instruments were being watched. To know what specific data you have you could use this menu to see if they had been recorded.

I look forward to being of further assistance.

[ahastings]

Hello,
thank you for your quick reply.
Even though I have all stocks listed in Available Data and I had active chart windows for all of them during recording only some are re-playable.
Those stocks which are listed in Available Data but can not be replayed have always begin and end date and time the same, i.e. L1 begin : 5 Aug 22:00; L1 end: 5 Aug 22:00.
Is there a limit how many stock can be recorded simultaneously?
Thank you.

[NinjaTrader_Jesse]

Hello,

Thank you for the reply.

It would appear by the dates that no data was recorded as there is no span of time.

As far as I am aware there is no hard limit on the number of instruments being recorded at once, did you have many instruments recording at once when this occurred?

If so what data provider were you using at that time?

Was there activity for this instrument during the recording time? ( can you view the time period as historical data in a chart?)

Additionally did you have the instrument open in a chart or market analyzer window so you could see the live data?

I look forward to being of further assistance.