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LI & LII replay data Question

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    LI & LII replay data Question

    1) How far back is level I & level II replay data available? For some reason seem to think it is only ~90days for Level II for ES.

    Reason for my question is approximately 3 weeks ago I was replaying data in the november time frame and the data was missing or messed up. I skipped into Jan and it was working fine. It looks like from other threads that a replay data issue in November has been fixed and I would like to go back and replay november days.

    2) Once I download replay data, where is the data stored? Can I go back to previous downloaded replay days without repeating the download process? Are the files named in some type of date format so i can tell what days I have data for?

    Thanks in advance

    #2
    Hello yngtrader,

    1) Market Replay data is available for the past 90 days for instruments that have Market Replay.

    For some of the more popular instruments there may be additional days back.

    You may be able to get more data from a partner of ours that has a Market Replay download assistant addon.
    http://marketreplaydata.com/download

    2) Once the data has been downloaded the actual files will be in:
    • (My) Documents\NinjaTrader 7\db\data


    You will only need to download each date once.

    You can view the data you have available in the Market Replay Controller.
    Choose a From: date before the data you want to view, choose a To: date that is after the data you want to view
    Right-click the Market Replay Controller -> select Available Data...

    Below is a link to the help guide on the Market Replay.
    http://www.ninjatrader.com/support/h...nt7/replay.htm
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Few follow up questions

      thank you,
      Used the assistant site to fill in missing replay data for ES. It worked great. Used it for Nov. The site said LII data was only available for Jan & Feb and indeed only one file downloaded instead of two files. However when I opened the charts along with the Jigsaw dom, the depth of market (LII) values where all there. Which is great but why?

      2 minor questions:
      1) anyway to set default start date for replay when 1st opened. looks like it defaults to date of 1st file in data dir.
      2) Is the data coming from the assistant site the exact same as from ninja. Specifically is it in the same bundle increments? (think it is 1sec increments, will be happy to see smaller increments in ninja 8)

      thank you

      Comment


        #4
        Hello,

        1.) Unfortunately this date cannot be changed in NinjaTrader's current version - the oldest available replay data's date would always be used/

        2.) You would need to contact the vendor to confirm this however I believe that the data is identical.
        KyleNinjaTrader Customer Service

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