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Market Replay and Replay History

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    Market Replay and Replay History

    I must say that Market Replay is ingenious and very valuable tool, but the lack of support of available data, makes it hard to use.

    is there a feature that support "Replay History" with historical data?
    I mean to be able to move candles by pressing a forward button with the regular data history (not needing the whole live replay data)
    just to be able to select a specific date and fast forward from that point.

    there is such a feature in "Trade Navigator" it's called Replay History.

    It will be great if there is such a feature in Ninja Trader.

    Thanks

    #2
    Hello,

    It is not possible to replay historical data. However, you could open a chart and advance it by pressing the right arrow key on your keyboard.

    If you would like to automatically replay the chart, you must have market replay data recorded from a live connection or downloaded from our servers.
    MatthewNinjaTrader Product Management

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      #3
      Thanks for your reply

      I didn't exactly meant to use market replay with historical data.

      just an easier method to look at historical data for my analysis.

      using the arrow button to unveil the next candle doesn't quite help me as when changing time frames it does not stay on the specific date, and I can see where the price went, thus hurting my analysis to guess what will be going to happen to the price.

      the only way I can do it properly is by changing the End Date after double clicking the candles on the chart and forward it one day at a time to unveil the change slowly...

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        #4
        Thanks for the suggestion.

        I will forward this into Development and have them assign a tracking ID to it.
        BrettNinjaTrader Product Management

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          #5
          Market Replay with Historical Data

          Hello,

          I'm using the CQG data feed.

          I see that Market Replay works only on data that was collected realtime.

          Market Replay does not have access to data that is populated on the chart when I connect to CQG, in the morning.

          Is there any way to export the data from CQG, or from your data server, so that Market Replay can have access to it?

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            #6
            Hello rcsingleton,

            Unfortunetly this is not possible to download historical data from your provider for Market Replay. However, you can download historical data from NinjaTradre for use in Market Replay.

            Market Replay works if you have downloaded or recorded market replay data.

            Please click here for detailed instructions on downloading and recording market replay data
            Christopher S.NinjaTrader Customer Service

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              #7
              Would that be a big coding challenge?

              To make downloaded historical data available to Market Replay? That would be great so we would no longer have to keep the system running 24x5 to make data available to MR.

              Could you send in the request to the development team? tx

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                #8
                Hello rcsingleton,

                I have sent in to development and will let you know once I have a tracking ID.
                Christopher S.NinjaTrader Customer Service

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                  #9
                  Hello rcsingleton,

                  Your input has been entered into our tracking system and assigned ID# 328.
                  Christopher S.NinjaTrader Customer Service

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                    #10
                    In the same way, could it be possible to add this two functions:

                    OnReplayMarketData(MarketDataEventArgs e)
                    OnReplayMarketDataDepth(MarketDepthEventArgs e)

                    linked with a boolean variable use in initialize function like UseReplayDataInHistorical (default FALSE).

                    My meaning of this functionnality is when Ninjatrader reads historical data and if UseReplayDataInHistorical is TRUE, Ninjatrader will replay ntm or nt2 data files in this 2 functions without using replay.

                    This solve at least 2 issues:

                    1. In historical data, ask/bid are unknown

                    2. You don't have to replay at 500x months of data for each instrument if you want to test strategy or indicator with right ask/bid.

                    Thanks
                    Last edited by jpk67fr; 11-09-2011, 07:47 AM.

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