Market replay files

[John_Aus]

Lusitano
Do you have the ES file for Friday (20th Feb)
Thank you for your contribution
Regards John

[Lusitano]

It should actually be in on the file dated the 19th, since I start recording on the 19th and go through the 20th.

Please let me know how the file worked.

Thank you.

Lusitano

[clearpicks]

Lusitano,

Could you confirm that replaying the data you uploaded would allow me to do some analysis on market depth? For example, I would like to write an indicator or strategy to analyze the market depth at every tick and plot the result at the end of each 1min bar as an indicator. Is it possible? I just finished a testing script which is able to do such analysis in realtime. I have not tried any backtesting or replaying thing yet.

Clearpicks

[clearpicks]

Lucitano,

Could you also upload those .nt2 files? The .ntm files only contain level 1 info. Thanks in advance.


- Clearpicks

[Lusitano]

I believe you can do whatever you need with that data. I am not 100% sure, but since it is recorded data, I think it would work for what you need.

Lusitano

[Lusitano]

I can upload it, the problem is that I don't have a lot of time right now to do that. It is time consuming and my schedule is very busy right now.

I will try to do it when I can.

Lusitano

[clearpicks]

Take your time. Thank you very much. I really appreciate it.

I can upload it, the problem is that I don't have a lot of time right now to do that. It is time consuming and my schedule is very busy right now.

I will try to do it when I can.

Lusitano

[Lusitano]

What kind of system are you trading?

[paulchow2k]

What kind of system are you trading?

I'm using NinjaTrader to Record a number of different securities I trade in for the last 3 - 4 weeks. As a result, I've quote quite a few Replay files with different dates and different securities. Is it possible to find out what securities each replay file contains?

Or should I make that a request for NT7?

regards

paul

[clearpicks]

Lucitano,

Finally I downloaded all the 15 rar files. In the NT market replay data you uploaded, there are already some nt2 files, which are good enough for me. So I don't need more nt2 files. Thank you very much.

- Clearpicks

[Lusitano]

you are welcome. I hope you achieve what you want.

Lusitano

[Chepell]

Lusitano, thank you for market replay files!

And maybe someone has market replay file by ES 03-09 for March 12, 2009 and for the all January 2009?