• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

market replay on continuous contract

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • NinjaTrader_AlanP
    replied
    Hello brucelevy,

    Thank you for your note.

    Yes it would be possible to run market replay on continuous contracts going many years back as long as you had the data on your machine in the form of historical tick data or historical replay data. In the control center>tools>historical data, you’ll see the historical data manager which has Historical and Market Replay data folders on the left. Here is where you can check whether you have the needed data.

    Market replay data requires level 2 order book information and may be difficult to find going many years back however you could run Market Replay/Playback connection with historical tick data, which would be easier to find for sale going years back. I would suggest doing a web search for Historical Tick Data for the instruments you’re interested in and even adding NInjaTrader to the search.

    Once you download the data you would need to import the historical tick data for the contracts, then you would run your backtest on CL ##-##, which would be the continuous symbol.

    I've included some additional resources on importing, and using historical data in the Playback connection.

    Playback (Historical and Replay differences explained here):
    https://ninjatrader.com/support/help...ePlaybackWorks

    Importing:
    https://ninjatrader.com/support/help...?importing.htm

    Please let us know if you need further assistance.

    Leave a comment:


  • brucelevy
    started a topic market replay on continuous contract

    market replay on continuous contract

    Is it possible to do a market replay going back many years on continuous contracts? Where is this data available?

    If this is not available, what if I download my own historical continuous data, how can I make it work with replay?

    My strategies need sequential tick data and level.2 and cannot be backtested.

Latest Posts

Collapse

Topics Statistics Last Post
Started by fredrikn, 05-08-2019, 04:01 AM
17 responses
668 views
1 like
Last Post emtrader  
Started by zacharydw00, Yesterday, 10:19 PM
0 responses
3 views
0 likes
Last Post zacharydw00  
Started by chafan11, Yesterday, 09:28 PM
0 responses
7 views
0 likes
Last Post chafan11  
Started by GreenspanAlec, Yesterday, 05:32 PM
0 responses
7 views
0 likes
Last Post GreenspanAlec  
Started by mrwarkhan, Yesterday, 03:45 PM
0 responses
18 views
0 likes
Last Post mrwarkhan  
Working...
X