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Playback connection limited for stocks and IB data

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    Playback connection limited for stocks and IB data

    Hi, Can you please confirm my understanding so far of the Playback connection and if I am correct please action my request. I am very impressed with Playback for it's capabilities far beyond the usual bar replay of other platforms. Still, I am so far disappointed with the apparent lack of data available for full market replay.

    My understanding so far, please correct where I am wrong:

    1. Market Replay data (which I know includes level 1 and level 2 data) can only be downloaded for available symbols from NT Servers. There is no other source for downloading of this data?
    2. I can record my own replay data from Interactive Brokers by enabling it in options and opening both a market analyzer for the stocks I wish to record and corresponding superDOMS for each symbol whose data is desired and leaving it open all day for the day required?
    3. As IB don't provide historical tick data, If I subscribe to a paid Kinetic data feed for US Stocks, from your broker connects list as they say they provide 'Tick' historical data then the more basic 'Bar' replay functionality will work on 1-minute charts of stocks?

    My Questions:
    1. Is there a list of available instruments on the NT servers for replay data and if so can you provide a link to it or provide the list in your reply?
    2. Are there any US Stock instruments available for download from the NT Servers as I can't find any through searching?

    My Request:
    If no US Stock data is available from NT Servers can you request that a few stocks are added? maybe pick a few from the SP500 for people to use.

    Thank you​

    #2
    Hello sjmuk1,

    1. We don't provide another source to download Market Replay data ourselves. I suggest to search the internet for other sources.

    2. Yes, you can record your own Market Replay data that way.

    3. Yes, you can use historical tick data with the Playback as well. If 'Historical' is enabled in the Playback control window, it will use historical tick data to replay the market.


    1. Unfortunately there is no such list. You will get an error if data for the instrument is not available.

    2. There is no Market Replay data available to download for stocks.


    Thank you for the suggestion.

    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.​
    JasonNinjaTrader Customer Service

    Comment


      #3
      Thanks for your patience.

      The internal tracking number for your feature request is SFT-5752. 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

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