Recorded market data

[Sheriff]

Is it possible to save market data in the computer and reproduce it during other day?

[NinjaTrader_Bertrand]

Yes, NinjaTrader has an inbuild Market Replay feature for this purpose - you can either selfrecord the data on your PC or download from our servers which covers several popular markets / contracts.

More info about the setup needed in your NT can be reviewed in our helpguide -

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

For a short video, please follow this link :

http://www.ninjatrader.com/support/movies/nt7/helpGuide/operations/marketReplay/replay/Replay.htm

[Sheriff]

Thank you,
i have not recorded data. How can i download data from the server?

[NinjaTrader_Bertrand]

Thank you,
i have not recorded data. How can i download data from the server?

You can do that via File > Utilities > Download Replay Data in your NT Control Center.

[Sheriff]

how can i selfrecord instrument data? I have not found in your server NYSE-TICK data.

[NinjaTrader_Bertrand]

how can i selfrecord instrument data? I have not found in your server NYSE-TICK data.

Correct, that would need to be recorded on your local PC - just check the 'record for market replay' option under Tools > Options > Data and then have a chart with the TICK opend througout the day.

[Prov1322]

Bertrand...using this method of gathering data for Market Replay...does it impact the performance of NT for trading?

In other words, is there a way to measure the extra system resources used to collect the data when live?

This may be a better option for my use of MR data but only if it does not slow down or negatively impact the live data flow for trade executions.

Thanks!

[NinjaTrader_Bertrand]

It's to generalize Prov1322 - but depending on how much data / symbols / streams you record there can be a slight impact. If you're concerned, then use a backup system with our free simulated license to run the record througout the day. Files could be easily copied over and thus relieving your live trading system performance wise. For many popular futures symbols it's not needed though as we record them on our server and make it available for download for our users.

[Sheriff]

In which path / folder is the recorded data saved?

[NinjaTrader_Bertrand]

In which path / folder is the recorded data saved?

Sheriff, that would be in the DB > Data folder (Documents\NinjaTrader 7\db\data)

[Sheriff]

Is there any place where i could download data for Market Replay of instruments different of those that you provide in the server?
I am interesting in the NYSE-TICKS.

[NinjaTrader_Bertrand]

I would unfortunately not be aware of a download location for those files, some are shared by users but I've never seen NYSE TICK index data uploaded.

[mmetry]

Bertrand, is there a way to replay market data by tick as opposed to time? For example, my setup is entirely tick-based for its bars but I suspect that Ninja is spreading the ticks evenly at 1-second increments...

So to clarify, the controls themselves are fine being time-based (play/pause/fwd, etc), but I'm not sure if the data is replaying each fulfilled trade as it actually happened vs 1-second intervals.

Thanks

[NinjaTrader_Bertrand]

mmetry, welcome to our forums here : the data is recorded in the exact event sequence seen and this also what you would get in replaying the Level 1 or Level 2 stream, however the lowest timestamp you could access would be downto the second interval - we have adding millisecond granularity on our feedback list for future consideration under # 1126.