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Data source for backtest

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    Data source for backtest

    Hello,
    I didn't find my doubt in the documentation, if it's there, point me please.

    I'm backtesting a simple strategy, and I've found a big difference between the size in Documents\NinjaTrader 8\db\tick VS Documents\NinjaTrader 8\db\replay
    With backtest, it uses db\tick, and when you run market replay uses db\replay.
    The size between folder is very big, and the files are differents, db\tick contains .ncd, and db\replays contains .nrd

    Could you tell me what is the purpose of each format and why the size is ten times greather? I want to understand how it can affect when I run a backtest.

    Thank you.



    #2
    Hello ruina,

    The db\tick folder contains historical tick data (generally last data).

    The db\replay folder contains Market Replay recordings of the entire market including all ask, bid, and last market updates that can be played back in real-time on the Playback connection.

    https://ninjatrader.com/support/foru...nce#post100192
    Chelsea B.NinjaTrader Customer Service

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