Is it possible to convert market replay data to historical data?

[kaywai]

Alternatively do your servers that have historical data based on market replay data?

Regards

Kay Wai

[NinjaTrader_Bertrand]

Kay, unfortunately the data could not be converted to Market Replay data, you would either record it yourself or download from our servers via File > Utilities > Download Market Replay Data.

[koganam]

Alternatively do your servers that have historical data based on market replay data?

Regards

Kay Wai

See if you can find NTDataFeeder.zip, a user-created utility that I am sure I once found somewhere on these fora.

[Ducman_nl]

Market Replay data source

Bertrand,

Is it correct that NT always uses the datafeed from ZenFire to build the Market Replay data? I heared that there is quite some difference between e.g. IQFeed/Kinetick data and Zenfire data. I really would like to do a comparison to see the difference.

Thanks,

Ducman

P.S. I see NT has Kinetick as the preferred data provider, is it for that reason?

[NinjaTrader_Bertrand]

That's correct the servers record the ZenFire data for generating the replay files.

If you would like to do a comparison, you can self record Kinetick live data on your end (Tools > Options > Data > Record for Market Replay).

[Ducman_nl]

OK, thanks Bertrand. What about Kinetick being the preferred data feed supplier?

Ducman

[NinjaTrader_Matthew]

Hello,

Kinetick is the prefered data provider as it the adapter is integrated to NinjaTrader and provides support for all assets supported in NinjaTrader.

We only prefer Kinetick strictly as a data feed. We do not have any preferences on the broker feed you use (Zen-Fire, CQG, TT, etc).