level 2 playback market data

[levikNT]

Hello,

were can I buy a level 2 playback data for NT8. I am interesting in the Nasdaq and nyse stocks

Sincerely,kobi

[NinjaTrader_RyanL]

Hello kobi,

Thank you for your support forum post and for your interest in NinjaTrader!

I am unaware of any 3rd party vendors that sell level 2 replay data for NinjaTrader 8.

With that being said, you can look through the vendors on the Ecosystem website by using the filters on the left hand side to narrow down your selection.

• https://ninjatraderecosystem.com/search-results/

You can locate the contact information for the vendors on their direct websites for any additional questions you may have. Since these vendors are third party add-ons for NinjaTrader all pricing and support information will need to be obtained through the vendor.

This NinjaTrader Ecosystem website is for educational and informational purposes only and should not be considered a solicitation to buy or sell a futures contract or make any other type of investment decision. The companies and services listed on this website are not to be considered a recommendation and it is the reader's responsibility to evaluate any product, service, or company. NinjaTrader Ecosystem LLC is not responsible for the accuracy or content of any product, service or company linked to on this website.

Please let me know if you have any questions, concerns or if I can provide any further assistance by responding to this thread at your convenience.

[levikNT]

Hello RyanL,

Thank you for your response.
I understand that you unaware of any 3rd party vendors that sell level 2 replay data for NinjaTrader 8.
Is there a way to test my strategy logic that based on level 2 market data?

Sincerely,Kobi

[NinjaTrader_Micah]

Hello levikNT,

Thank you for your reply. Yes, it is possible to test your system historically on Level 2 data.

Since backtesting and Tick Replay do not offer this functionality, it would require Playback/Replay data to do so.

I have provided a link below to our YouTube video that provides a brief overview of downloading Market Replay data, connecting to the Playback Connection, and replaying data:

https://www.youtube.com/watch?v=wvoc16oJhk8

To use the Playback Connection you will first need to have data for Market Replay.

There are 2 ways of getting market data for Market Replay:

Record live market data To do this you will need to enable the Market Replay Recorder by going to Tools> Options> Market Data > check 'Enable market recording for playback' > OK. Now data will be recorded for any instrument in any NinjaTrader window that is receiving live market data. Level II (market depth) data is only recorded if a Level II, SuperDOM, or FX Pro window is open and receiving data for the instrument. The Market Analyzer window is the recommended recording window as multiple instruments can be added to one Market Analyzer window and all recorded at the same time. Please see the following help guide page for more information: http://ninjatrader.com/support/helpG...ReplayRecorder

Download replay data from the NinjaTrader server.

NinjaTrader offers a limited amount of replay data free to download. Only the most common instruments are currently available.

To download replay data:

Select the Tools menu in the Control Center, select the menu item Historical Data and select "Load" tab. Here the section "Get Market Replay data" can be expanded.
Select the instrument and date of the desired replay data and press the OK button to begin the download.
Please see the following help guide page for more information:

http://ninjatrader.com/support/helpGuides/nt8/en-us/index.html?set_up12.htm#HowToDownloadPlaybackDataFromTheNinjaTraderServer

Notes:

Record for market replay must be disabled from the Data tab of the Options menu before downloading replay data.
NOT available when connected to the Playback connection.
To start playback, first disconnect from any other connections. Connect to the Playback Connection by going to Connections > Playback Connection.

Select the time frame for the Market Replay Data you would like to view. NinjaTrader windows will only display data for instruments and times you have data available.

You can check what data you have available by right clicking on the Playback Connect controls and selecting 'Available data'. Data will only be displayed within the selected time frame.

I have provided a link below to our Help Guide that goes over Market Replay.

http://ninjatrader.com/support/helpGuides/nt8/en-us/playback_connection.htm

Please let us know if we may be of further assistance.

[levikNT]

Hello,

Does the replay data from the NinjaTrader server contains a Level II (market depth) of the Nasdaq 100 and SP 500 stocks as well?

Sincerely,kobi

[NinjaTrader_Micah]

Hello levikNT,

Thank you for your reply.

Replay data from the NinjaTrader servers only supports data for popular Futures and Forex instruments. No replay data for equities are provided by the NT servers.

Please let us know if we may assist further.

[levikNT]

Hello,

Thank you for your response,
Sorry but I repeat my previous question
since you unaware of any 3rd party vendors that sell level 2 replay data for NinjaTrader 8 for Nasdaq and nyse stocks

Is there a way to test my strategy logic that based on playback level 2 market data for Nasdaq and nyse stocks?

Sincerely,Kobi

[NinjaTrader_Micah]

Hello levikNT,

Thanks for your reply.

Yes, it is possible to test your system historically on Level 2 data for Nasdaq and NYSE stocks. As long as you have the playback data, you can replay it back (including the level II data).

Since there is no means to do this using historical data, you would need playback data specifically to accomplish this. As outlined in my previous reply, NT's servers do not provide this playback data for download. However, you have the option to record the data for playback.

Record live market data - To do this you will need to enable the Market Replay Recorder by going to Tools> Options> Market Data > check 'Enable market recording for playback' > OK. Now data will be recorded for any instrument in any NinjaTrader window that is receiving live market data. Level II (market depth) data is only recorded if a Level II, SuperDOM, or FX Pro window is open and receiving data for the instrument.

The Market Analyzer window is the recommended recording window as multiple instruments can be added to one Market Analyzer window and all recorded at the same time. Please see the following help guide page for more information: http://ninjatrader.com/support/helpG...ReplayRecorder

Please let us know if you have any other questions.

[levikNT]

hello,

Can I record level 2 data by using the Market Analyzer window for multiple instruments.
or only by the SuperDOM?

if only by the SuperDOM How can I record level 2 of a list of 100 instruments simultaneously


Sincerely,kobi

[NinjaTrader_Micah]

Hello Kobi,

Correct, you may use the Market Analyzer to record level II data for Market Replay, for several instruments simultaneously. The Market Analyzer is recommended to use as it requires level II data and you can add multiple instruments to record at the same time.

If 'Record for market replay' is enabled then any instrument added to the Market Analyzer will be recorded, given you are subscribed to level II data with your data feed provider.

You may enable recording in NT8 within the Control Center >Tools >Options >Market Data >check 'Enable market recording for playback' >OK.

Please let us know if we may be of further assistance to you.