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Market Replay vs. historical data - Very Severe NT design fault

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    Market Replay vs. historical data - Very Severe NT design fault

    I have MBT real tick data, full of holes. Market replay for this save was stored.
    I overwrote this data importing a high quality tick data from Dukascopy for purpose of backtesting.

    Now I have two distinct datasets: one is Market Replay set, stored only in a market replay data, another one is a historical data, stored in NT data base.

    I cannot overemphasize how faulty is this situation. Basically I see 3 options to treat this situation:

    1) Historical data import will include creation of Market Replay data files according to the imported data. It shouldn't be hard.

    2) Market Replay data will be purged.

    3) Leave the existing situation, but warn a user before importing a historical data about two distinct data sets going to be created.

    I prefer the 1-st.

    Of course an idiot proof solution is not possible. I can import a historical data and copy another market replay data set into its directory, but then I'll be a fully responsible idiot user.

    #2
    Hello xTrader1,

    Unfortunately Market Replay data is different from historical data saved in the database. It is not possible to convert one to the other.

    Please note that NinjaTrader 7 will allow you to download Market Replay data. See the link below under 'How to download replay data from the NinjaTrader server' for instructions.

    Comment


      #3
      It does not answer the issue I raised. I have a good and consistent historical data, and I want it to be consistent with my market replay. In any case, even if I'll download your Market Replay it will be not consistent with my data, as you stated by yourself.

      I emphasize again, it is a major logical flaw, which should be corrected.

      Comment


        #4
        Unfortunately you cannot synchronize Market Replay data to historical data - there is no such option. I stated that historical data is different than Market Replay data, since these are two separate entities of data. I suggest to download Market Replay data and check if it is in synch with the historical data you imported.

        NinjaTrader acts like a radio receiver and displays the data that is provided. You recorded Market Replay data while connected to MBTrading. It will record the real-time data provided by MBTrading as Market Replay data.

        Comment


          #5
          Originally posted by NinjaTrader_Jason View Post
          Unfortunately you cannot synchronize Market Replay data to historical data - there is no such option.
          So please provide such option. It is just writing to proper *.ntm files for every line of historical data read.

          Comment


            #6
            I will forward your suggestion to our Development team and ask them if they can add this to the list of future considerations of the software.

            Thank you for your feedback.

            Comment

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