Replay Market Data from Historical Data

[waverider]

What exactly is the reason that Ninja was built with seperate storage of historical data Vs market replay data?

Why can't the replay function work from historic data? That way we don't need to 'record', nor keep duplicate data!

Seems like an enormously beneficial enhancement to me?

Cheers,

wave

[sledge]

What exactly is the reason that Ninja was built with seperate storage of historical data Vs market replay data?

Why can't the replay function work from historic data? That way we don't need to 'record', nor keep duplicate data!

Seems like an enormously beneficial enhancement to me?

Cheers,

wave

Which folders are you looking at?

From my understanding of this - Market Replay uses Tick data, while the analyzer uses Minute data.. big difference.

[NinjaTrader_Kyle]

Hello waverider,

Thanks for your post.

While historical data consists of OHLC values, market replay data is an actual tick-by-tick recording of market action - because of this, the two are treated as fully separate data types. That said, we do plan to make changes in how this feature operates in the future.

[levesque]

Hello waverider,

Thanks for your post.

While historical data consists of OHLC values, market replay data is an actual tick-by-tick recording of market action - because of this, the two are treated as fully separate data types. That said, we do plan to make changes in how this feature operates in the future.

Kyle, when is "the future?" This request dates back to 2009, if not earlier. Any updates?

[NinjaTrader_Kyle]

Hello,

Unfortunately, there are no updates at this time. This is something which I'm told we still plan to change however there is no ETA for that change.

[BelikeWater]

This should be done!!

I cant believe this is not done before... 2014 and still not done and "In project" I would no mind to pay for this.

Historical data should be able to be used in Market replay. Or market replay speed should be upgraded a lot so we can test our strategys with that.

Thank you

Luis

[NinjaTrader_Brandon]

Hello BelikeWater,

Thanks for your reply.

Development is focusing on NinjaTrader 8. Any sort of new features/enhancements are being taken into consideration for NinjaTrader 8

[TraderYoda]

Replay Market Data from Historical Data

Hello. Is there a way to Replay Market Data from Historical Data yet? Thanks

[NinjaTrader_DrewO]

Hello,

Thanks for your note.

This is not possible with NinjaTrader 7. However, this is one of the major enhancements to Market Replay with NinjaTrader 8. The full list of major enhancements can be found publicly available at the following link:

http://www.ninjatrader.com/support/forum/showthread.php?t=67238

Have a great day!