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Does anyone have one or more possible vendors for Market Playback data?

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    Does anyone have one or more possible vendors for Market Playback data?

    Hi,

    Does Ninja Trader have any plans or is it possible to vote for a change where Ninja would archive Playback data and develop a standard data manager tool to manage the data?

    Given that I personally have opened posts where back tested results are wildly inaccurate on standard minute data. The inaccuracy goes well beyond any possible slippage, or where within the bar the fill price is recorded . For example a strategy that over 30 days reports a loss of $22,000 and when run in playback and sim it actually +$1000.

    One would hope that given the he only reasonable back test facility is Playback Mode that NT would provide the data needed to run Playback.

    Is anyone who has been archiving the data will to help a brother out and share some of that data, looking for GC, CL, ES, NQ in particular.

    In the interim does anyone know if there are one or more vendors that forum members have used.

    thank yoou

    glen

    #2
    Hello Glen,

    You can download Market Replay data for the last 90 days at Control Center-->Tools-->Historical Data-->Load-tab-->Get Market Replay data.

    Thank you for the suggestions to provide more than 90 days of Market Replay data and a data manager tool.

    I have submitted this as a feature request to the Development Team. I will follow up with an internal tracking number for your reference as soon as it is created.

    Thanks in advance for your patience.


    I suggest to check the publicly available NinjaTrader ecosystem website for 3rd party add-ons that offer the Market Replay data you need.
    https://ninjatraderecosystem.com/

    The 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 add-ons 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.

    JasonNinjaTrader Customer Service

    Comment


      #3
      Hi Jason,

      Thank you for the response I did not know 90 days was available that is great news.

      Do these 90 days have to be one day at a time, for 20 contracts that can take a long time.

      Is not is there anyway of creating a C# program or use a keyboard macro recorder?

      thank you,

      glen

      Comment


        #4
        Unfortunately there is not a method/workaround to download multiple days/contracts at once at this time.
        Ryan S.NinjaTrader Customer Service

        Comment


          #5
          Hello demarcog, I have recently tried out a service to download market replay data older than 90 days (up to 2 years) and available to download in large batches (days/months at a time). Most of the nrd files seem to be accurate. However, once in a while I will encounter a file which is slightly different (different in size than the same nrd file which i had previously downloaded through NT8), and those types of files cause my strategy to give an error and stop running. I'm also concerned that the Add-on may be causing my NT8 to run slower, but I might be wrong about that. If you want to try it out, the link is as follows:

          https://www.marketreplaydata.com/

          It is a monthly service... like $8. Would be curious to know your impressions/experience if you do try it out.

          Comment


            #6
            Thanks for your patience.

            The internal tracking number for your feature request is SFT-1978. We added your vote. Please reference this internal tracking number when contacting Platform Support if you ever have questions regarding this feature request.

            When a feature request is implemented, you'll find a description of the new feature in the release notes:
            JasonNinjaTrader Customer Service

            Comment


              #7
              pkr75,

              Thanks very much for the information. I'm trying the 30 day free trial but concerned about what you said about the Add On slowing NT down.

              The last thing I need it to slow NT down while trading.

              I was hoping that the download manager Add On was run as a separate program active only until the data is downloaded. Is that how it works?

              One other Add On that comes with the $8month product is the Workspace manager seems interesting. Now I can see if this Add On runs and manages NT Workspaces it would have to get control often and I can see the overhead of such a feature although badly needed. I'm very reluctant and actually wouldn't chance installing anything not written by NT on my system. Not to denigrate the developers of the product at all, they may be on par with NT development (a long shot at best) but the risks of screwing things up for me as in the past isn't worth the reward.

              I would like to request Ninja Support that an enhancement be made where you have the capability for charts within a workspace to either be independent windows apps, as they are now or grouped as a single "page" which is an eSignal construct where a group of charts are linked together to form a page and can either be resized manually or automatically but that page is comprised of those charts.

              Similar to MS excel or word where your view of a group of spreadsheets can be each in it's own excel app/window or 1 or more of those spreadsheets linked, viewed and managed as a single object.

              I believe that NT is hands down the best trading tool ever developed. To not have this capability I think most users and developers of NT would agree is needed.

              Personally I frequently switch from using a laptop with no eternal monitors to connecting 1 or more and spend so much time resizing and laying out one of 15 or 20 charts on each monitor. Even when the workspace is not saved when using only the laptop, with the intent being keeping the multiple monitor layout intact. NT when restarted issues the message about there being hidden screens and should they be displayed on the primary monitor. If I respond no, they are closed and yes will require each one being moved and resized to the external monitors. It's take a lot of time get everything setup correctly.

              Thank you,

              glen

              Comment


                #8
                Hello Glen,

                Thank you for the suggestion.

                I have submitted this as a feature request to the Development Team as well. I will follow up with an internal tracking number for your reference as soon as it is created.

                Thanks in advance for your patience.
                JasonNinjaTrader Customer Service

                Comment


                  #9
                  Jason,

                  Thanks very much for picking up on that and making the request to the development team, it is appreciated.

                  Not sure if this was requested. It begs the question that the PlayBack Download Manager offered as an Add-on by another firm and something that many NT users are using now would also be a much desired feature. One major issue I have found is symbols such as PL, PA, HO, RB the playback data is not available and told those are not the traditional instruments traded by NY users. Last I checked these were in the top 25 or 30 of the most liquid highest volume futures.

                  I'm reluctant to suggest a feature that another firm is marketing but the problem is these "Add Ons" such as the Playback Download Manager "hook in" or effectively replace native NT code which is problematic for many reasons. I haven't seen the source but noticed that when the Dowmload Manager Add On is enabled. The behavior of a native NT symbol lookup is different. If the symbol being looked for is not in the Download Managers Database when one starts typing on a charts with focus it is not listed. This is a problem because that feature of NT where at several different input areas a symbol can be typed and a list of available matching symbol names and when enter is hit for the futures contract, the front month is automatically appended to the symbol name for the chart.

                  This is a brilliant fNT feature I've not seen anywhere which prior to this feature one would have t go "offline " search "google" to determine what months are traded, what's the "front" month etc.

                  I, and I'm certain NT technical staff are reluctant and discourage use of something that is not an actual, Add On but a replacement for Native Ninja code.

                  I am attaching a screen shot of the Playback Download Manager. It's such a consuming process to manually download 90 days of data for 20-25 contracts, which is 90days x 20 contracts or 1800 discrete actions using native NT and reduced to 20 discrete actions with the download manager.

                  With the strategy analyzer having well documented issues with accuracy, the only option is playback mode so serious testers are forced to spend days downloading playback data or purchase this product with hooks into NT.

                  thanks glen
                  Attached Files
                  Last edited by demarcog; 04-25-2021, 12:01 PM.

                  Comment


                    #10
                    Hello Glen,

                    SFT-1978 is the tracking number for providing more than 90 days of Market Replay data and improve Market Replay data management.

                    Post #8 refers to improving workspace functionality for which I have not received a tracking number yet.
                    JasonNinjaTrader Customer Service

                    Comment


                      #11
                      Jason,

                      Thank you. BTW did you by any chance know another Jason, I believe his last name initial may have been K?

                      He used to work at eSignal, and went to Ninja probably 10 years ago.

                      Just curious, he was a great guy and very helpful and active on the forum at the time.

                      thank you

                      glen

                      Comment


                        #12
                        Hello,

                        I'm not familiar with you are referring to as we currently have no one working here with that name.
                        Ryan S.NinjaTrader Customer Service

                        Comment

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