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Market replay files
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ES replay files
I had some script files with errors, and so decided to uninstall and reinstall NT.
I THOUGHT i had backed up everything, but I missed my replay files. I lost about 6 months of replay files...
SO, does anyone have the past 2 or 3 weeks of replay files for the ES current contract and would be willing to share...I would really appreciate it..
Thanks in Advance
david
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I didn't uploaded these files. One of my collegues from the trading room I work with did, so I will make the whole posting available to you below.
It was great he did this for all of us.
I am uploading the last 3 weeks for you too. That is all I have in file. I am doing it right now, so I will send later.
Lusitano
Hi Everyone,
Ok, I made a NT backup file of just my data and have uploaded it to the net. It is 1.5 gig. This was the easiest way for me to do it. Mind you, it still took quite a few hours to get it all backed-up, split into parts and uploaded to the net. The following might sound like a bit of a challenge but it's the best I can do so I hope you all understand that.
Here's what you have to do......
1: Follow each of the links listed below and download the file. This can be done for free. You can only download one file at a time though and you must wait 15 minutes between each file download. If you want to download more than one at a time and not have to wait between downloads you must sign up for an account.
2: You must download all the parts. It will not work if you try to download 1 and use the data in one part at a time. These are 15 parts of the 1 file and must all be downloaded and unpacked in order to get the 1 full NinjaTrader backup file.
3: Once downloaded you need to use WinRar to "unpack" them. If you do not have WinRar already you can get a free trial version. Just type WinRar into google and heaps of sites with free trials will come up. Download WinRar and install it on your computer and then use it to upack the files.
4: Once upacked you will have a NT backup file with an extension type of .ntbk
5: Copy this file into you NinjaTrader Backup folder located in your "My Documents" folder. Do not copy this file into the NinjaTrader folder that is located in the program files folder on your main drive.
6: Open NT and go to File --> Utilities --> Restore
7: When the restore box comes up, choose the file you have saved and then hit open. It will then restore all the data and you should then have about 9 months worth of trading days to practice on.
8: You may or may not need to do anything about converting the time zone. I am in Australia and the time stamp may be in Australian time. I don't know if NT saves the data using my timezone or using the data suppliers timezone.. All I can suggest is maybe someone with more NT experience than I have can restore the file to their system and test it out and give a definitive answer on this one.
WARNING WARNING WARNINIG...........
This is a backup file of my market replay data only and therefore should not interfere with your settings other than to put all this data into your installation of NT. However, I can NOT GUARANTEE that it will not mess up anything else!!!
Therefore you download and restore this data at your own risk and I will not be held responsible for any mess ups.
Now, here are the links..........
Last edited by Lusitano; 02-20-2009, 07:14 PM.
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Below are the links for the files I just uploaded. I hope this helps some of you. I will post the rest of the files after a while.
Please give feed back on how this worked out.
Lusitano
[FONT='Arial','sans-serif'] http://rapidshare.com/files/200574667/ES_03-09_1.28.2009.ntm[/font]
[FONT='Arial','sans-serif']http://rapidshare.com/files/200575504/ES_03-09_1.29.2009.ntm[/font]
[FONT='Arial','sans-serif']http://rapidshare.com/files/200576200/ES_03-09_01.30.2009.ntm[/font]
[FONT='Arial','sans-serif']http://rapidshare.com/files/200577334/ES_03-09_02.01.2009.ntm[/font]
[FONT='Arial','sans-serif']http://rapidshare.com/files/200578004/ES_03-09_02.02.2009.ntm[/font]
[FONT='Arial','sans-serif']http://rapidshare.com/files/200579212/ES_03-09_02.03.2009.ntm[/font]
[FONT='Arial','sans-serif']http://rapidshare.com/files/200580335/ES_03-09_02.04.2009.ntm[/font]
[FONT='Arial','sans-serif']http://rapidshare.com/files/200581331/ES_03-09_02.06.2009.ntm[/font]Last edited by Lusitano; 02-20-2009, 07:13 PM.
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A must read!!!!
[FONT='Arial','sans-serif']A must read for all stock and futures traders.
All traders should sign this petition against Washington
Double taxation of our trades....profit or not. They want
to tax you per trade. .....They want to tax you even if
you lose. .....Sign and write your senators....figures a
bill this ignorant would start in the "Congress". These
idiots have no idea what they are doing.
http://www.rallycongress.com/no2tradertax/...ock-trader-tax/
This the change that American mistakenly voted for. While
you are at it get rid of Senators, Reid, Dodd, and Frank and
Speaker Pelosi ASAP.
[/FONT]
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Below are the rest of the uploaded files.
Enjoy.
Lusitano
[FONT='Arial','sans-serif']http://rapidshare.com/files/200583864/ES_03-09_02.08.2009.ntm[/FONT]
[FONT='Arial','sans-serif']http://rapidshare.com/files/200584561/ES_03-09_02.09.2009.ntm[/FONT]
[FONT='Arial','sans-serif']http://rapidshare.com/files/200585028/ES_03-09_02.10.2009.ntm[/FONT]
[FONT='Arial','sans-serif']http://rapidshare.com/files/200586029/ES_03-09_02.11.2009.ntm[/FONT]
[FONT='Arial','sans-serif']http://rapidshare.com/files/200586533/ES_03-09_02.12.2009.ntm[/FONT]
[FONT='Arial','sans-serif']http://rapidshare.com/files/200587248/ES_03-09_02.16.2009.ntm[/FONT]
[FONT='Arial','sans-serif']http://rapidshare.com/files/200587896/ES_03-09_02.18.2009.ntm[/FONT]
[FONT='Arial','sans-serif']http://rapidshare.com/files/200588611/ES_03-09_02.19.2009.ntm[/FONT]
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Market Replay data
Lucitano,
It is great to see you in this Forum also!
I do have a question, I see people talking about using market replay data to actually backtest as though the market was running live again with each tick in each bar in sequence, so that your back test will be the most accurate, rather than the usual chart which only knows OHLC points and not what happened inside the bar. Does the data you have uploaded actually contain all this inside the bar information?
Also is it possible to backtest at a faster speed than the actual market speed so that you can perform months of backtesting in hours?
Any guidance on how to do this would be very much appreicated.
Thanks,
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Hi,
I have downloaded one of the ntm file, put in my documents-NT6.5-db-data folder , but when i open NT i can't open this file , nothing appears in connect market replay connection.
Can someone help me ?
Thanks
It works with data from this link
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