Market replay data

[asmmbillah]

Hi,

I have few questions around market replay, below:

a. how far back I can download market replay data for NT8?
b. can I import market replay data from anywhere and replay it in NT8?

thanks in advance.

[NinjaTrader_SergeyS]

Hello asmmbillah,

Thank you for posting.

1) NinjaTrader 8 Historical Data servers have 90 days of Market Replay.

2) It is possible to import data into the platform, provided it follows the correct format of Market Replay Data.

Please let me know if you require any additional assistance.

[asmmbillah]

thanks for your reply.

if you could explain little bit more about "It is possible to import data into the platform, provided it follows the correct format of Market Replay Data."

What format NT8 uses?
from where or how I can collect more market replay data for NT8, any suggestion?
How to import it within in the platform?

thanks in advance.

[NinjaTrader_SergeyS]

Hello asmmbillah,

Thank you for your reply. NinjaTrader 8's Market Replay files are in the .nrd file format.

Additionally, it is possible to have your platform record live data as Market Replay data if you wish to "Collect it" To enable this, go to Tools>Options>Market Data.Check the box labeled 'Enable market recording for playback" and press OK. Please note, in order for this to function properly, you will need to have constant, uninterrupted source of data 24/7. Any disconnect from the data will provide gaps in your market replay.

If you Market replay files, to import them, you will need to go to Documents\NinjaTrader 8\db. In the Db folder you will see a folder labeled replay, with sub folders within. You will need to create a subfolder for the Instrument and expiry, then paste the files into this subfolder.

Please let me know if you require any additional assistance.

[asmmbillah]

thanks for the info.

[asmmbillah]

I just read in your support forum https://ninjatrader.com/support/foru...-data-manually that you can use historical data for market reply. How can I do that? I will appreciate, if you could explain the process please.

[NinjaTrader_SergeyS]

Hello asmmbillah,

Thank you for posting. To utilize Historical data, you will first need to download the correct Historical Data by going to Tools> Historical Data> Load.

Expand the download tab and download the necessary data.

Then go to Connections>Playback Connection. Once connected, you will see a a playback control, with options for Market Replay or Historical Data. Select Historical Data.

Please let me know if you require any additional assistance.

[ruina]

Hello NinjaTrader_SergeyS

I know, three years ago..

What file format is .nrd?
Is it public and where could we read the format?

[NinjaTrader_ChrisSch]

Hello ruina,

Thank you for your note.

The format for Market Replay data is proprietary. We would not have additional information to share on Market Replay data NRD files.

You may find helpful information external to NinjaTrader. If you look up "Convert Market Replay(NRD) to CSV and Import ticks format" you may find some external forums that look into these formats.

Please let us know if further questions come up.

[ruina]

Ok. Thank you Chris.