Import Data for Replay

[Mike Winfrey]

Sure would be nice if there was a way of importing data for use in replay. Recording data requires a lot of time over many days to get enough data to backtest. Importing a full contract or more of data for use with replay would be outstanding. That would facilitate backtesting to the extent that I would be a very happy man.

Thanks for considering this suggestion.

Mike

[NinjaTrader_Ray]

We have something in the works for NT7 in this area.

[Mike Winfrey]

That is outstanding....thanks

[bryanros]

Replay Data Format?

It is wonderful that the future version of ninja will allow replay data import, but I need this functionality now. Please make the file format available. Even if it is a bit stream encoded file with a header, that would not really be a problem. Looking at the files it looks like the data is encoded to byte boundaries so it should be fairly straight forward.

I understand that you don't want to have to teach someone how to program. Just a code dump of the structure for the header, and the structure for the tick data records and a description of the encoding/compression algorithm as a resource for professional programmers would be extremely useful. The impending release of the import function will attract the people without the resources to handle a complicated format.

[NinjaTrader_Dierk]

Thanks for your suggestion. We'll add it to the list of future considerations.