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Market Replay Data


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  #41 (permalink)
 David 
UK
 
Experience: Intermediate
Platform: NinjaTrader
Trading: Futures
Posts: 88 since Jun 2009
Thanks Given: 35
Thanks Received: 85

Thanks, Sam.

This works very well, but I found a couple of gotchas

1/ There is a typo in your run command. You put a space between ./bck and .sh

It should be this (note no space):

 
Code
for i in ES YM TF
do
   ./bck.sh $i 200908
done  
2/ I think you are using Windows Vista as the path to the NT data is different for XP users. if you are using XP this is the code for your bck.sh script:

 
Code
#!/usr/bin/bash
CONTRACT=$1
YEARMONTH=$2
DESTINATION=/cygdrive/c/temp
if [ $# -ne 2 ]
then
        echo "Usage:   $0 <contract> <yearmonth>"
        echo "Example: $0 ES 200907"
        exit -1
fi
mkdir -p $DESTINATION
cd /cygdrive/c/"Documents and Settings/***Your username**/My Documents/NinjaTrader 6.5/db/data"
tar cvzf $DESTINATION/$CONTRACT-$YEARMONTH.gz ./$YEARMONTH??/$CONTRACT*
Change ** Your username ** in the path to your username!

Otherwise it works really well and is a great way of separating out individual instrument data. Thanks very much

David


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  #42 (permalink)
 
sam028's Avatar
 sam028 
Site Moderator
 
Posts: 3,756 since Jun 2009
Thanks Given: 3,825
Thanks Received: 4,632

You're right for the typo, I'll edit previous posts.
I cannot test it now, but:
"cd ~"
is equal to
"cd /cygdrive/c/"Documents and Settings/***Your username**/"
and smaller .
In U*x Shells, ~ means "my home directory".


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  #43 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
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I've just uploaded Market Replay August 2009 data for CL, 6E, ES, FDAX, FESX, TF, and ZN to the Downloads section. I am no longer recording for YM, ZB or NQ. I separated the data for CL from the rest because it is so much bigger than all the other instruments combined.

Downloads - Miscellaneous - Big Mike Trading Forum

It will be there in a few minutes if you don't see it right away.

Mike




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  #44 (permalink)
 
cory's Avatar
 cory 
virginia
the coin hunter
 
Experience: Intermediate
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I have to set my PC clock back 1 day in order to replay today data. Do you have to do that or is it just me?


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  #45 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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cory View Post
I have to set my PC clock back 1 day in order to replay today data. Do you have to do that or is it just me?

No I don't have to do that.

Ninja's method for determining the file/folder date for market replay data is stupid, it is not based on the data time stamp. It is supposed to be fixed in 7. Isn't everything...

Mike




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  #46 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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There is also now 5+ years of ES tick-level data for NinjaTrader in the VIP section.

Mike




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  #47 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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The September 2009 Market Replay data is now in the misc downloads section. I added back some instruments.

Downloads - Miscellaneous - Big Mike Trading Forum

Mike




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  #48 (permalink)
kuta
czech
 
Posts: 1 since Nov 2009
Thanks Given: 0
Thanks Received: 0

Hi,
does anyone has some market replay data for ninja trader
from NQ market? I would like to get september and november 2009

Thank you very much

Regards
Lukas


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  #49 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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Developer
Swing Trader
 
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kuta View Post
Hi,
does anyone has some market replay data for ninja trader
from NQ market? I would like to get september and november 2009

Thank you very much

Regards
Lukas

Hope someone else can help you, as I am not recording NQ.

Mike




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  #50 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,669 since Jun 2009
Thanks Given: 33,669
Thanks Received: 102,557


The October 2009 market replay data is now in the download section. The CL data is still uploading, but everything else is there. Check in a minute if want the CL data.

https://nexusfi.com/free_downloads/ninjatrader/misc/

Mike




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