Market Replay Data Download

[billr]

Are there any plans to enhance the data download process for Market Replay?
( Ability to download more than one day at a time, for instance. )
Thanks.

[NinjaTrader_Kyle]

Hi billr,

Thanks for your post.

This is something which development is looking in to implementing in the future.

[rcampbell]

What is the best source for downloading bulk data?
For example if I wanted to download a few years worth of tick data for any particular contract?

[NinjaTrader_Brett]

Hello,

Thanks for the forum post

The main source I know of that is not a data connection in NinjaTrader is below:

http://www.cqg.com/Market-Data.aspx

[rcampbell]

Thanks Brett, that's what I'm looking for but it would be too expensive for me to get all the data I want.

I was looking in NT and there is a 'Historical Data Manager' under Tools. How does this differ from the 'Download Replay Data' function?

[NinjaTrader_RyanM1]

Hi rcampbell,

Market replay is a special type of data that is meant to playback prior real time data. It records all updating events as they occur and then it's played back the same way it would when it's live.

The historical data manager is used to store only historical data, which is the OHLCV data marked with a timestamp. There's currently no "playback" feature for this style of data.

[mgabriel01]

Ryan, how many days of data are available on the market replay server?
I tried to download market replay data from May 23, 2011 and recieved the error:
"There is no L1 replay data available for the instrument/date."
I got the same error trying to download market replay data from May 24, 2011 and May 25, 2011
Contract was ES 06-11

[NinjaTrader_Kyle]

Hi mgabriel01,

Thanks for your post.

Generally speaking, NinjaTrader servers would provide up to 366 days worth of Market Replay data. However, as with any server, there are outages from time to time which may effect the recording of data - unfortunately, we're not able to recreate data which was not recorded in real-time.

While I run in to the same message when attempting to download data from 5/23/2011-5/29/2011, I do see that data is available starting on the 30th.

[mgabriel01]

Thanks Kyle
Thats what I thought
Any plans to keep more than 366 days worth of replay data out there?
It would be helpful

[NinjaTrader_Kyle]

Hi mgabriel01,

Any data which has been downloaded would remain on your local PC unless specifically deleted. The 366 day limit would apply only to the NinjaTrader servers themselves.

[mgabriel01]

Right,
any plans to keep more than 366 days worth of data on the Ninja servers?

[NinjaTrader_Kyle]

Hi mgabriel01,

Not at this time, though I will forward the suggestion on to my superiors.