Recording Market Replay Data

[Turtle Trader]

It seems that Market Replay Data is only automatically stored at end of day, when Options/Data/Record for Market Replay is checked.

I was expecting it to record real time whenever Ninja is running, but it appears to finalize the storage at the end of the day (i.e. Midnight), and not store the data as it is coming in.

Is this correct?

(because say for example, I shut Ninja down at End of Market on Friday, it does not store any of Friday's market data with this automatic option....)

[Turtle Trader]

more info

I have all the session templates for all instruments set to Default 24/7

(wish that was the system default...)

[NinjaTrader_Bertrand]

You can set session template defaults as you need in the Instrument Manager for each master instrument.

For Market Replay - it would record only if this option is explicitly checked, correct - in NT7 there should be way less need to record it yourself, since we supply the data on our servers (File > Utilities > Download Market Replay Data).

[Turtle Trader]

reply

Hello Bertrand,

Yes, I have this option checked...but if Ninja is shut down overnight the data is not recorded for the day session, even though Ninja was connected all day.

This seems to indicate that the recorded data is only saved when Ninja is connected 24 hours a day.

Is this correct?

Thank you.

[NinjaTrader_Bertrand]

That should not be the case, it should record also custom timespans - if you have a chart open triggering the recording and then close it down before you shutdown for the day, would the data be saved?

[Turtle Trader]

reply

I will have to test more to answer your question.

when data is not recorded, there is a data file, but it is only 1k

sometimes all of them for one day (I scan about 10 Futures) are at this size, and sometimes only one or two.

If Ninja's Download Replay Data were more powerful I would not need to have the recorder on. I can only select one instrument and one day at a time for the download. And then I can't stack the downloads in a queue. I have to wait for one download to finish before starting the next one. I'm on a slow DSL line and the downloads aren't real fast.

I would like to be able to select multiple instruments across a date range That would save me time when I need to get replay data.

[NinjaTrader_Bertrand]

Thanks for keeping an eye out on this turtletrader, I appreciate it - please let me know what you find.

A batch Market Replay download functionality / scheduler is on the list of feedback we have received, thansk for your input as well on this topic.