Save Tickddata from MarketAnalyser

[Henrik]

Why NT7beta10 don't save the realtimedata from the marketanalyser (bid/ask/last)?

Or is there another way to save Tickdata in realtime from a list of instruments?

I thought he saves all the instruments (example all FX and all german futures) in marketanalyser. I do not have 50 chart open to save from chart.

thank you!

PS: save chartdata as historical and save replaydata is activate in options/data.

[NinjaTrader_ChristopherJ]

Hello Henrik,

Thank you for your post.

Yes, all instruments within the Market Analyzer when connected will record Level I data. When connected to your Market Replay file are you able to view the Bid, Ask and Last price within the Orders tab of the Control Center?

[Henrik]

MarketReply, he has recorded only my FX-pair, which supply a in my active strategy.

All other instruments (FX and futures) he don't record, not in MarketReplay and not in Historymanager (see on edit historical tick data, ONLY on 5. march you can see all recordet ticks for FX und futures).

But my marketanalyser was open since Beta 7 with all FX and all german futures...

[NinjaTrader_ChristopherJ]

Hi Henrik,

Can you please right mouse click within your Market Replay controller, choose Available Data and let me know if your FX and Futures instruments are available?

Also can you please tell me what data provider you are connecting to within NinjaTrader.

[Henrik]

There are listen all instrument (FX and german futures) and every one go from 01.March - 06:00:00 (GMT+1) to 05.March - 06:00:00 (why not till 22:00:00??).


Data Provider: IB
NT7beta10 (but I saved the data with marketrecorder since beta 7)64 bit and windows ultimate 64 bit.

On the picture you will see on a sample AUDUSD:
there are no tickdata except 05.march but replay since 01.march.

[NinjaTrader_ChristopherJ]

Please attach your Market Replay file for this day so I may attempt to test on my end.

Market Replay files can be found by going to Documents-->NinjaTrader 7-->db folder-->Data folder.

[Henrik]

OK.
You see on the Attachement 2 Days, last Thursday and Friday.

PS: NT run 24 hours a day from sunday evening to saturday morning without restart (because to record the ticks and run the strategy).

PPS:
Market Replay is not high priority for me. I need especially the ticks im data-history-manager, for backtests and optimizing strategys. But NT save not one tick last 2 months, exept last friday (see on picture on my last posting). => I know its d beta.
MarketAnalyser is in this time always open and I can see the ticks. But NT dont want to save the ticks in data history.

Thank you for watch this problem

[NinjaTrader_ChristopherJ]

Hello Henrik,

Please connect to your data provider and redownload your Market Replay data by going to File-->Utilities-->Download Market Replay Data.

Please let me know if the issue persists after this procedure.

[Henrik]

After downloading replay-data the file in NinjaTrader 7-->db folder-->Data folder is new and "big".

But I want to save ticks...in data history - for backtest etc.
Today the same problem:

Markey Analyzer run since yesterday, but there are no ticks saved in history (see attachment)

[NinjaTrader_JoshP]

Henrik,

You cannot use a Market Analyzer to store data for backtesting unless you add an indicator column to it to grab data. Otherwise, the Market Analyzer will be used to create Replay files for the Market Replay, but not store historical data. If you want to actually store the data for charting and backtesting you could also use a chart.

Make sure in Tools>Options>Data you have "Store chart data as historical" checked.

[Henrik]

Oh, OK. Thanks for this info.
Why NT don't save? I don't wanna open 80 Charts to create a tickdata-history-portfolio...(for portfolio-backtests...).
Can you set it on the wish-list (save ticks to history-data)
Is there another way to save easy the ticks without open 80 Charts? Run 80 Fake-Strategys is also not a good way...

However,
NT don't record all ticks for replay from Market Analyser - there is a bug.

Thanks for you patience.

[NinjaTrader_JoshP]

Henrik,

The NT recorder records anything that comes in through real-time. If you miss anything due to internet latency, dropped packets, etc. then unfortunately that won't be recorded.

You can try loading a multi-series chart. Just add all the various instruments you want onto the same chart and then throw it into a background workspace so you don't have to look at the chart.

[Henrik]

OK thank you. I will try multichart.

[Light]

Guys, I'm sure this has been discussed, but why not allow users to input a list of symbols in the Historical Data Manager which would automatically record tick data for historical charts? Keeping an unwanted window open for this purpose is problematic. (Also, not infrequently, I have heard confused users claim that NinjaTrader's inability to record data is one of its drawbacks.)

The seemingly-simple approach would be to just record a symbol's data tick by tick in one file, then load it for *either* historical or replay use. That is, record only "historical data," then convert it to replay data on demand (or vice versa). Recording data in two formats seems redundant at best. Is the NT team considering any such simplification for future development?

Thanks for the help,

Light

[Henrik]

"

YES!
I think also!

In every Mail from NT: "Got Data? Save on NinjaTrader!"

But ist very difficult to save live tickdata to history:

Open a Chart with 50 Instruments (to record ticks) - NT make sometimes Problems and is not a really solution.
Alternate: Write a fake-Strategy and enable: 50 strategy and 50 popups click away for "lost connection" 3 times a day?

Why not record ticks to history from marketanalyser?
Only make a new button unter Options/Data => "Save Chart Data as historical", for example: "save market analyse data as historical".


And PLEASE make a option to stop open the popups for every single strategy "connection lost". 2 times a day rollovertimes, this popups are VERY stupid and I don't want to click away every day 90 popups.
Thank you.