Market Replay basic questions

[billr]

I prefer the market replay for testing tick based strategies. I appears you can only download one date (day) at a time. Is this correct?

If you download multilple days (one day at time?), can you replay multiple days in one stream?

Can you set it to only replay regular market hours for each day?

How many days back does the Ninja server have of market replay data?

If I record six months of market replay data, could I conceivably test the full six months using market replay on high speed?

Other than very small tick differences*, are there any major differences in market replay and live trading? (ignoring live market issues like brokerage, fills etc.) Just the mechanics of how the market data streams into ninja and the strategy or ATM treats the data. (e.g. time stamp of each tick etc.)

*I recognize a 'small' tick difference can create a significant chart/performance difference.

Thanks.

[NinjaTrader_RyanM1]

Hi billr,

Yes, can only download one day at a time.

Yes, it's one connection and if you have multiple days it can stream to the next one. There are some nice options available in the Right Click menu that allow you to check for available data and go to a specific date / time.

You can set the session template to an RTH one from the chart's Right Click > Data Series screen.

Market replay files are available starting about December 2009.

Yes, can playback six months at once.

Market replay is a simulated real time feed, so is a good place to evaluate your strategies mechanics.

[Jaffels]

Is there a list of the available instruments for downloadable market replay data?

[birdog]

Is it possible to replay strategies that use ATM strategies as well in REPLAY mode?

[NinjaTrader_RyanM1]

Hi Jaffels,

Welcome to the NinjaTrader forums. Unfortunately a list is not available for which instruments are available with market replay.

Birdog - Yes, you can run strategies with ATM functionality in market replay mode.

[Jaffels]

Replay Data for stocks

Is there any stocks that have market replay data?

[NinjaTrader_RyanM1]

Jaffels,

Unfortunately NinjaTrader does not provide market replay files for stocks, but you can record your own from an incoming real time stream. You need a chart or market analyzer window running with the stock and the recorder option turned on through tools > options > data.

http://www.ninjatrader.com/support/helpGuides/nt7/market_replay.htm