Market replay data

[Curly68]

Hi Foxthorn,

I don't know if we're understanding each other but I have a Tradestation account and that allows me to record data on a daily basis when hooked up to NT. I've done this for a week or so (when I started using NT) and will continue to do so from now on. That data that has been recorded can be replayed.

TradeStation also gives me historical data for months and months on a tick basis. The problem is that this historical data can not be replayed by NT (it's not in the right format).

Are you saying that Opentick provides historical tick data going back 6 months in a format that NT will be able to use in "Market Replay" ??

[foxthorn]

I'm using opentick now and replaying what I recorded the past few days. Time and Sales seems to show every tick....

[Curly68]

No, as I understand it the Opentick Data will allow you to backtest strategies but you can't replay it tick by tick which is what you need if you want to test more discretionary strategies.

I'm happy to be corrected but I think that's right.

[foxthorn]

Yeah... I'd be interested in this too... not even the whole year - just a month or two would work...

Wouldn't the opentick data be ok to share -- as it was free to begin with??

Anyone know?

[Curly68]

Thanks for that reply Josh.

All the same, if there is anyone willing to share thier collected data for this year I'd be grateful. Also, I have collected Esignal data on YM, ES and ER2 for 9 months from May 06. I'm more than willing to swap. I'm sure you're probably aware that you can test discretionary trading strategies that way as well by combining the Esignal software (free if not using datafeed) and Bracket Trader (Shareware).


Regards

Curly68

[NinjaTrader_JoshP]

There is no centralized location for replay files and there might also be some rights issues in redistributing the data like that.

[Curly68]

Hi,

Does anyone know where to get previously collected market replay data on the eminis from ?? I've collected the last weeks worth of data as that's how long I've been evaluating NT but I'd like to have the whole year in order to practise discretionary trading and get a real feel for NT.

I'd appreciate any help.

Thanks

Curly68