Market replay data

[pdawg]

Hi Timmy,

Yes, a lot of requests have been made for this. What is up now is a quick and dirty setup, but gets the job done. I will tweak it over time as things evolve and requests/suggestions are made.

Philip

[timmyb]

thanks

Wow this will be agreat help to allot of people, I hope it goes well, I for one lost 2 weeks worth of datda last nite when my laptop died. having aplace to go would be great

Thanks

Tim

[pdawg]

I have uploaded a few months of YM and ER and they are available for downloading. I will add a few more things later. Feel free to upload any instrument replay files not already on the site. Feedback/suggestions welcome.

Philip

http://ninja.korthrun.net

[pdawg]

OK we can start uploading, I will get it sorted out as we go, I will populate the site over the weekend with what I have as well. When uploading the zips make sure it has the days as subfolders not just the raw replay files, so I can sort it out. Name the zips with the instruments and dates it covers and include a .txt. file in the zip with an explanation of the feed number of breaks, etc...

Also I believe the timezone of your computer will effect the replay time stamps? So I think Timezone is needed as well.

ninja.korthrun.net

Just select an instrument, then browse to the zip file on your comp to start the upload. I don't have an upload progress meter up yet so it is going to look like like nothing is happening for a while, took me about 30 seconds to upload one day of ym tick data. When it's done a confirmation message is shown. So you might want to start it and go on to something else.

Let me know your thoughts...

Philip

[koalboy]

Usually I only break the connection on Weekends, so my data is weekwise. But sometimes the programme crashes during the week and when i restart, a new folder with the current date is created...

[pdawg]

Do your days run together? Or did you break them after midnight?

[koalboy]

Suggestion

Hi philip!

Regarding the structure of the platform I'd suggest to keep it rather free regarding what the zip-files should contain. But of course we would need a description of the data for searching purposes.

For example I could provide a zip-file containing 32 instruments from 04.02.2008 to 08.02.2008 without any major breaks -> around 200 MB. To upload each of the instruments seperately in week-intervals would be very cumbersomely (5 weeks * 32 instruments = 160 seperate upload processes).

In my opinion each uploaded zipfile should get an extra description field containing:

• recorded instrument(s)
• from - to [Date, Time] (not necessarily week-based, but preferred)
• datafeed recorded
• number of trading days
• quality (1 = no major breaks, 2 = some breaks, 3 = fragmented)
• description of known breaks (from - to)

what do you think?

[pdawg]

Guys,

Sorry I haven't gotten back to this sooner, I've been real busy over the last few months. I have gotten a few private messages regarding replay files, so I will setting up a website that we can all upload to and download from, since it's in demand. It will be sorted by Instrument, year, month, week. I'm thinking that those of us that have daily data going back a while can contribute to this project. I would want data zipped in week increments, Sun. - Fri., 24 hour data if possible. I have a friend in the hosting business that will be helping me get this setup on a hosted box with good bandwidth. I would like some feed back as to who can upload what instruments so please reply to this post with what you all have, (instrument, # of months, TF, etc..). I will inspect uploads so that they are verified to be legit and virus free.

If any of you have any suggestions please respond to this post,

Thanks,

Philip

[VitaminC]

I am interested to get the replay files as well. Thanks

[cabmanage]

Try this link. The service is free up to 1 gig. I use it all the time.

http://www.yousendit.com

[LG]

Bump. . . has anyone figured out a place to which we can upload these files? I have several months of YM and ES that I'd be willing to share. Like to get some NQ.

[pdawg]

Maybe we can get a place that we can upload these files to and share. I have several months of YM and ER.

[zelli]

Foxthorn,

what instruments are you looking for? I have some YM, ES, 6E, and recently some NQ

About 75 to 90 days recorded.

I just zipped it and it's 182MB, too big to attach here.

[foxthorn]

Right! I am replaying data that I have previously recorded from the opentick feed.

I would like to get some older data that others have recorded from opentick.... I would like to 'practice' with this older data now rather than have to wait and record. Thus I can cruise through multiple days of data each night instead of waiting on just one day's recording.

If anyone would like to share - please PM or reply here..

Thanks!!

[NinjaTrader_JoshP]

Hi Curly68,

No, OpenTick does not provide tick data in a format readily available for use with the Market Replay features of NinjaTrader. What you need to do is record the live feed during the day from the OpenTick data provider and then you will have your own replay file that you can use for replaying.

Unfortunately historical tick data from any provider cannot be converted into a NinjaTrader replay file.