recording market data

[maaz1598]

just wanted to know if i leave a chart open on 1 hour time frame, recording data for market replay. can i use the data for lower time frames like 10 min

also dose the replay exactly replicate the market data (tick by tick)?

thanks

[NinjaTrader_Jason]

Hello maaz1598,

Yes, you can select a lower time frame when connected to the Market Replay. You are not bound to the time frame that is selected when data is recorded.

Yes, the Market Replay connection will replay tick by tick movements.

[maaz1598]

Ok I have downloaded the data,
How would I copy this data off my server and onto my home computer

[NinjaTrader_Jason]

Market Replay data is saved at the location below.

Documents-->NinjaTrader 7-->db-->data folder

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

Please note that if the file structure in the "data" folder is changed, it can cause issues. Make sure the "data" folder only contains folders named per date and no other folders or files.

[Assiduous]

Suppose on Monday, August 1, 2016, I only had NinjaTrader recording market data for contract CL 09-16, from 8am to noon. Then I decided to download the data for Monday, August 1, 2016, from my data provider under "download" in the Historical Data Manager. Is the CL 09-16.ntm file in the directory "Documents\NinjaTrader 7\db\data\20160801" completely overwritten?

[NinjaTrader_ZacharyG]

Hello Assiduous,

Market Replay data and historical data are two different items.

The CL 09-16.ntm file will not be overwritten as historical data is stored in the day, minute, and tick folders (depending on what data you have downloaded in the Historical Data Manager) within Documents\NinjaTrader 7\db\

Historical data is not used for Market Replay.

[Assiduous]

Hello Assiduous,

Market Replay data and historical data are two different items.

The CL 09-16.ntm file will not be overwritten as historical data is stored in the day, minute, and tick folders (depending on what data you have downloaded in the Historical Data Manager) within Documents\NinjaTrader 7\db\

Historical data is not used for Market Replay.

Hello Zachary,

So, not long after I posted my question, I realized exactly what you stated.

What if I download replay data through File > Utilities > Download Replay Data? Will that overwrite the existing file?

Also, is there anyway to convert historical tick data into market replay data?

[NinjaTrader_CodyB]

Hello,
Downloading Market Replay Data from File> Utilities > Download Replay Data would replace any data that you have recorded if you download during the period of the recorded data.
There is not a way to convert historical tick data to market replay data.

[Assiduous]

Hey Cody,

Thanks for the reply. As for the historical tick data, I ended up stumbling upon a few other threads where others have asked the same question and was bummed to learn that there was no way to convert the historical tick data to market replay data. But then I noticed that NT8 has been enhanced to allow market replay to use historical tick data. I am really excited about this. Looking forward to the stable release.