Data provider

[Richardmm]

Hi,

I have a question, What data provider do you recommend to do backtest in playback?

Regards,

Richard Martínez

[NinjaTrader_ChelseaB]

Hello Richard,

The most popular futures and forex instruments are recorded on our NinjaTrader Market Replay servers and will usually have up to 90 days worth of data available.

If this does not provide the market replay data desired then you can workaround this by recording your chart data as Market Replay data.

You can do this by going to the NinjaTrader Control Center > Tools > Options > Market data > Real-time > enable the option for 'Enable market recording for playback'.

You can replay Market Replay data by going to Connections > Playback Connection. For information on Market Replay please visit the following publicly available link:

https://ninjatrader.com/support/helpGuides/nt8/en-us/index.html?set_up12.htm#HowToDownloadPlaybackDataFromTheNinjaTraderServer

Below is a link to a video that demonstrates the Playback connection.

https://youtu.be/CktTvESKo4w

Please let me know if you have any questions.

[Richardmm]

Yeah, but I want to do a long term backtest so I need more historical data. So what data provider do you recommend?

[NinjaTrader_ChelseaB]

Hello Richard,

This depends, are you trying to use historical tick data instead of market replay data?

What instrument are you wanting to test?

[Richardmm]

Futures like Mini ES, CL, SI, GC, etc. I need Market replay data.

[NinjaTrader_ChelseaB]

Hello Richard,

While I cannot recommend one 3rd party over another, I can provide public links below to the 3rd party market replay data providers I am aware of.

http://marketreplaydata.com/download

http://marketreplay.net/