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Market Replay Data

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    Market Replay Data

    Hello.

    I'm an eSginal client and have NT to load their data, which works fine for charts. Now I want to start practicing in Market Replay mode, so I have "Record for Market Replay" enabled.

    Now I ask: wasn't NT supposed to save any data displayed on charts to the data folder, even past data? I only have some 1Kb ntm files dating back some days on such folders. I opened a 1-Minute chart and rolled back 1 year but NT is not creating the files as it was supposed to. What can be happening?

    How can I verify the data quality I have saved for Market replay? Does NT save tick data from eSignal?

    Thank you.

    Yours
    Eduardo

    #2
    Hello Eduardo,

    Thank you for your post.

    We recommend that you use the Market Analyzer to record all the instruments you wish to record for Market Replay.

    The Market Analyzer will allow you to load a list of instruments in which the incoming data will be saved and recorded.

    As far as the historical data, this will becoming from eSignal themselves in which NinjaTrader will send the request to eSignal for the data and is then downloaded and stored locally on the machine for easier access and loading of the charts.

    Let me know if I can be of further assistance.
    Cal H.NinjaTrader Customer Service

    Comment


      #3
      Thank you for your reply.

      I opened Market Analyzer and added some instruments. Nothing happened, fields are all blank. The market is closed as I write this, but shouldn't NT backfil all past data for market replay? Or will this only work when market is opened and will only record data starting from the moment I opened it (no past data)?

      Thank you.

      Eduardo

      Comment


        #4
        Eduardo,

        The Market Analyzer only displays off of real time data. Once you get connected to the Market Replay and start playing you will see the Market Analyzer start filling in.
        Cal H.NinjaTrader Customer Service

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          #5
          Once it starts filling in, will it BACKFILL? Will I have past data as well?

          Comment


            #6
            Eduardo,

            Yes, so long as you have historical data available on the PC, it will use that in the backfill on the Market Analyzer for the indicators
            Cal H.NinjaTrader Customer Service

            Comment


              #7
              Thank you for your reply.

              Now the question is how can I make sure that I have all history data, without gaps?

              I have eSignal, which means that the data is available (but not on my computer) - so will NT use this connection to download the data it needs from all instruments on Market Anayzer? How back in time will it go?

              Thank you.

              Yours
              Eduardo

              Comment


                #8
                Eduardo,

                You can check the Historical Data Manager tool (Tools -> Historical Data Manager...) to ensure that you have the latest data.

                Additionally, since the data is coming from eSignal, it will be dependent on how far back they store data for instruments and the like.

                Let me know if I can be of further assistance.
                Cal H.NinjaTrader Customer Service

                Comment

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