Market Replay File Format

jorel

Junior Member

Join Date: Oct 2007

Posts: 20
#1

Market Replay File Format

09-08-2008, 02:51 PM

Can someone please publish the market replay file format? I'd like to be able to scan through this file for the Level II data in order to construct information for an indicator to use for historical bars (like however many days back are requested by user when chart is configured).

thanks in advance,
Jorel
Tags: None
NinjaTrader_Ray

Founder

Join Date: Nov 2004

Posts: 11160
#2

09-08-2008, 03:49 PM

Hi Jorel,

These files are binary and are not exposed.

RayNinjaTrader Customer Service
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jorel

Junior Member

Join Date: Oct 2007

Posts: 20
#3

09-08-2008, 04:12 PM

yes. I deduced their binary nature with my keen observational skills and a good programming text editor. In fact, since you are not going to show me the format, I will easily reverse engineer it and publish it on this forum.
thanks.
Comment
NinjaTrader_Ray

Founder

Join Date: Nov 2004

Posts: 11160
#4

09-09-2008, 06:58 AM

We do not sanction this and it likely violates our license agreement.

RayNinjaTrader Customer Service
Comment
jorel

Junior Member

Join Date: Oct 2007

Posts: 20
#5

09-09-2008, 07:11 AM

in that case, I won't do that.
Comment

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