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Creating market replay data manually

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    Creating market replay data manually

    Hello,

    I am able to import historical data for backtest, however, I would like to create/import market replay data so that I could simulate real environment.

    Is this possible with NT8?

    I know I can "Download" market replay data for supported instruments, however, this is custom data for unsupported instrument so I cannot download data for this instrument automatically. Is there some workaround steps to import as Market Replay data?

    Thanks

    #2
    Hello music_p13,

    Thanks for opening the thread.

    If you are trying to view Market Replay data for an instrument that is not available on our servers, you can record the data as Replay data on your end. Once the data is recorded, you can drop it into another NinjaTrader platform's documents folder under "\Documents\NinjaTrader 8\db\replay" The data file should reside in a folder of the full instrument name and the replay data file should be named "YYYYMMDD.nrd" within that folder.

    I've included a link to our openly available documentation on recording Market Replay data.

    Playback Connection (Set Up) - https://ninjatrader.com/support/help...s/set_up12.htm

    If you have any additional questions, please don't hesitate to ask.
    JimNinjaTrader Customer Service

    Comment


      #3
      Thanks Jim,

      However, is there possibility to manually update that database file (or through some APIs or something) in order to import custom data that is not available from providers?

      I could of course record data beginning now, however, would like to back test some historical data (I have historical tick data in csv). Any way to import and use it as market replay playback?

      Thanks

      Comment


        #4
        Hello music_p13,

        Thanks for your additional questions.

        It would not be possible to create Market Replay data with a single tick historical data series. You can, however, playback historical data the same way as replay data in NinjaTrader 8.

        As for modifying the NinjaTrader database, this would not be supported. You may add and configure additional instruments if your provider offers data on those instruments, but you would not be able to modify the database to import data that is not available from our supported providers. We do not offer a means to manipulate the database through NinjaScript either.

        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

        Managing Instruments - https://ninjatrader.com/support/help...e_database.htm

        Please let us know if we may be of further help.
        JimNinjaTrader Customer Service

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