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Market Replay: [ES, 6E] May 2009

Tick-level Market Replay data for NinjaTrader.

This data is not 100% perfect (in the later months, I get better at leaving Ninja up 24/7).

Installation instructions:
1. Unrar to your Documents\NinjaTrader 6.5\db\data directory.
2. NinjaTrader should now show the extra dates on the Connect -> Market Replay screen.

Category NinjaTrader Market Replay Data

Details: Market Replay: [ES, 6E] May 2009
Category: NinjaTrader Market Replay Data

June 28th, 2009
Size: 151.12 MB
Downloaded: 332 times

Keywords: 6e es market replay

mwIndOBVMCD

This indicator compares favorably to NT8 Order Flow Cumulative Delta .. without requiring tick replay or a lifetime license

The On Balance Volume indicator looks at NET volume (buyers vs sellers) for each bar and adds to the previous OBV .. so OBV goes up when there are more buyers .. OBV goes down when there are more sellers

Published in April, 2020 .. Vitali Apirine added an EMA ( [fast] smoothing line ) to the OBV indicator and called it OBVM ..

I added a second smoothing line ( [slow] smoothing line ) .. and compare the difference between the smoothing lines .. much like a MACD

Then I added a signal line, background colors, up/down arrows, and sound alerts

The alert sound file will need to be set for one of the sound files on your computer

This indicator may be a bit quick on trade alerts .. adjust the fast/slow periods accordingly .. OR .. look in the source code for two spots where OBV() is used and convert to ADL() ..

I am not a programmer .. what I've created is from what I was able to glean from indicators by other traders/programmers ..

Category The Elite Circle

Details: mwIndOBVMCD
Category: The Elite Circle

April 26th, 2023
Size: 10.38 KB
Downloaded: 913 times

Keywords: obvm

NJ 7.0 Market Replay - 6A, Feb 2013

All Feb for 6A and some days for 6C.

Enjoy.

Category NinjaTrader Market Replay Data

Details: NJ 7.0 Market Replay - 6A, Feb 2013
Category: NinjaTrader Market Replay Data

April 1st, 2013
Size: 53.99 MB
Downloaded: 47 times

NT7 Market Replay - Feb 2-7 2014 $EURUSD and $EURJPY for the week of 2/2/2014 to 2/7/2014

Recorded from MB Trading this past week. Enjoy!

Category NinjaTrader Market Replay Data

Details: NT7 Market Replay - Feb 2-7 2014 $EURUSD and $EURJPY for the week of 2/2/2014 to 2/7/2014
Category: NinjaTrader Market Replay Data

February 8th, 2014
Size: 51.12 MB
Downloaded: 31 times

NT7 Market Replay Data $EURUSD and $EURJPY for the week of 2/16/2014 to 2/21/2014

Recorded from MB Trading this past week. Enjoy!

Category NinjaTrader Market Replay Data

Details: NT7 Market Replay Data $EURUSD and $EURJPY for the week of 2/16/2014 to 2/21/2014
Category: NinjaTrader Market Replay Data

February 23rd, 2014
Size: 114.29 MB
Downloaded: 47 times

NT7 Market Replay Data $EURUSD and $EURJPY for the week of 2/9/2014 to 2/14/2014

Recorded from MB Trading this past week. Enjoy!

Category NinjaTrader Market Replay Data

Details: NT7 Market Replay Data $EURUSD and $EURJPY for the week of 2/9/2014 to 2/14/2014
Category: NinjaTrader Market Replay Data

February 23rd, 2014
Size: 133.25 MB
Downloaded: 21 times

NT7 Market Replay Data - part 1/36

***PLEASE ONLY DOWNLOAD IF YOU INTEND TO DOWNLOAD ALL 37 PARTS, AND INTEND TO ACTUALLY USE THE DATA. These large files require ample bandwidth, so please only use if necessary!

Market Replay data for:

06/2011-12-2013

Category NinjaTrader Market Replay Data

Details: NT7 Market Replay Data - part 1/36
Category: NinjaTrader Market Replay Data

January 12th, 2014
Size: 953.67 MB
Downloaded: 387 times

NT7 Market Replay Data - part 10/37

***ONLY DOWNLOAD EACH PART ONE AT AT TIME. If you download in multiples, you will be throttled to slower speeds, and you will loose all of the data. Your download will also be more efficient. In order for everyone to have broad access to this kind of data, please be mindful of the bandwidth used!

***PLEASE ONLY DOWNLOAD IF YOU INTEND TO USE THIS ONLY. These large files require ample bandwidth, so please only use if necessary!

***THIS IS MARKET REPLAY DATA ONLY, NOT HISTORICAL DATA. COMPATIBLE WITH NINJATRADER 7 ONLY.

See original post (1/ 37) or the last post (37/37) for the list of the included data.

06/2011-12-2013

Category NinjaTrader Market Replay Data

Details: NT7 Market Replay Data - part 10/37
Category: NinjaTrader Market Replay Data

January 15th, 2014
Size: 953.67 MB
Downloaded: 184 times

NT7 Market Replay Data - part 11/37

Category NinjaTrader Market Replay Data

Details: NT7 Market Replay Data - part 11/37
Category: NinjaTrader Market Replay Data

January 15th, 2014
Size: 953.67 MB
Downloaded: 165 times

NT7 Market Replay Data - part 12/37

Category NinjaTrader Market Replay Data

Details: NT7 Market Replay Data - part 12/37
Category: NinjaTrader Market Replay Data

January 15th, 2014
Size: 953.67 MB
Downloaded: 177 times

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