Market Replay Data Downloader

[Trade From My Recliner]

Found this tool a few weeks ago and sure wish I had known about it sooner. I don't know how long its been available, but its a lifesaver for me. If you use Market Replay at all, you'll love this. No level II data yet, but I hear its in the works. Best of all, its free. Not sure why or how, but I love it and thought I'd share it in case others don't know about it either.

http://marketreplaydata.com/

[ds1111]

This is excellent! Thanks!

I'm hoping NT will add this as a feature in the next release! I struggle to understand why this important feature was so badly implemented in NT. The video shows the problems all of us have with this terribly implemented feature. It shouldn't be hard for NT developers to just put a start/end date, so let's hope they just do that in the near feature, so we don't need to rely on 3rd parties.

[NinjaTrader_JC]

Hello Trade From My Recliner, and ds1111,

Thanks for sharing Trade From My Recliner!

There is another partner of ours that you guys may also try out at the following link:

http://marketreplay.net/

ds1111: While, I do not know the exact reason why there is not a start/end date, I most likely believe this is due to keep the performance of our Server up for everyone to use. Market Replay data can get very intensive and especially if you are requesting multiple days of data it can be very large. Couple that with many users trying to download this much data and it can bog it down for everyone.

With that said, it is on our Feature request list for the next major version of NinjaTrader to be able to download multiple days of Market Replay data.

[Instamess]

JC, thanks for your reply. A couple of questions if you don't mind.

1. Re the paid service you recommend - is there any reason to use that over the free service in the original post (which free service I can confirm works smoothly for me)?

2. Where do these services download the data from; is it still from your servers?

[NinjaTrader_Matthew]

Hi,

1. This service offers the ability to download market replay data for a range of dates, whereas the free NinjaTrader Market Replay download method only allows downloads for one date as a time.

2. They host the replay data on their servers however there may be instances where they will use our servers should the requested information not be available on their servers. More details and related questions can be found below

http://marketreplay.net/support/qa/

[Instamess]

Hi,

1. This service offers the ability to download market replay data for a range of dates, whereas the free NinjaTrader Market Replay download method only allows downloads for one date as a time.

Thanks, Matthew. Perhaps you're talking about the download method built into NT.

The free service in the original post that I referred to was this one: http://marketreplaydata.com/

It does allow downloads of multiple dates. I was wondering how it differed from the paid service from the NT partner mentioned in JC's postand whether it was worth going for the paid option.

[NinjaTrader_Matthew]

Thanks, Matthew. Perhaps you're talking about the download method built into NT.

The free service in the original post that I referred to was this one: http://marketreplaydata.com/

It does allow downloads of multiple dates. I was wondering how it differed from the paid service from the NT partner mentioned in JC's postand whether it was worth going for the paid option.

Hi,

As far as I understand, the free add-on does not provide L2 (market depth) used for the DOM or other indicators that might need market depth. The paid for add-on will allow you to download L2.

If L2 is not needed, the free version should meet your needs.

[zoman]

Comments on MarketReplay.NET

MarketReplay.NET is not only a "downloader" and comes with additional features that don't exist for any other providers, such as:
- a continuous contract (like ES ##-##), so you don't need to worry and roll your contracts when eventuating a particular trade
- data management. you can direct the tool to say what should be in your replay folder. Having less data dramatically improves the performance of the market replay functionality.
- keeps all your downloaded data in compressed format to save space and for future access to reconstruct what is needed at the moment
- easy switch between a continuous and a normal contract
- support a download of a current session from NinjaTrader servers. This is necessary if you want to replay today's data when it's progressing.
- complimentary market replay data for stocks
- L2 data for futures instruments.

JC, thanks for your reply. A couple of questions if you don't mind.

1. Re the paid service you recommend - is there any reason to use that over the free service in the original post (which free service I can confirm works smoothly for me)?

2. Where do these services download the data from; is it still from your servers?

[trader_rick]

Hi guys,

Quick question. Both http://marketreplaydata.com and http://marketreplay.net seem to offer useful free products for facilitating download of market replay data. Are both of these companies recognized partners or affiliates of NinjaTraders?

I'm asking because I'm reticent to download the first product which seems to offer more features for free - I'd like to know I'm installing something legitimate as opposed to some kind of malware or spyware.

Thanks

[Trade From My Recliner]

No Malware

I've been using the free app (marketreplaydata.com) almost from the beginning. Never any malware or junk. There is a paid advertiser banner on the app and thats all. I believe they are a NinjaTrader partner in good standing. I think it was developed by the folks at The Intentional Trader to help their traders using market replay and then they just decided to make it public. The Intentional Trader is a very highly regarded company and I would be surprised if they did anything like introduce malware or spyware stuff.

Also originally it didnt have level 2 data but it does now.

I cant tell you anything about the other company. As soon as I saw I could get everything I wanted for free, I didn't pay for the other one.

[jhmax]

http://marketreplaydata.com and http://marketreplay.net seem to offer useful free products for facilitating download of market replay data...I'm asking because I'm reticent to download the first product which seems to offer more features for free...

Rick - I just downloaded the software from http://marketreplaydata.com/and ran it past 3 malware checkers without finding anything. I then installed it and ran it. The current version doesn't appear to offer any features beyond being able to set up data downloads, then running them. It's not fast (each day's Level 1 data for one spot FX pair takes maybe 3 seconds), but the wonderful thing is you can tell it what you want and for what period, push 'Download', and leave the software to do that (just like NT should?). I had to restart my PC to get rid of a script run error after I installed it. I would guess it's just running an automated version of the (very!) manual process available in NT. It's currently showing ads for trading companies Kinetic, purelogic, and Bunt Trading, suggesting it's either related to one of them, or that's its revenue source. So far so good...

Max

[trader_rick]

Thank you Trade from my Recliner and Max.

[jhmax]

Something I forgot to mention - marketreplaydata.com has a limited range of instruments available - the more common FX crosses and index and commodity futures, mostly.

[tanbyte]

Marketreplay data for NT8

/Hi,

Does any one know if replay data downloaded from marketreplay.net will work with NT8?

Also if not, are there any other sources where we can get historical replay data that would work with NT8?

Thanks in advance!

[zoman]

/Hi,

Does any one know if replay data downloaded from marketreplay.net will work with NT8?

Also if not, are there any other sources where we can get historical replay data that would work with NT8?

Thanks in advance!

Old replay data could be converted to NT8 format during the installation. For testing purposes a precision in the original NT8 data format is irrelevant in most of the cases.