Hi. Nowadays a lot of datafeeds like zenfire offers tick data for at least several month back. When we open a tick chart of a previous day, I think NT stores the downloaded historical data in somewhere, like theNinjaTrader.mdb or so. is it possible to retrieve that data and convert it into .ntm format for replay purpose?

i think its not convertable.
there is a special "recorder" in NT for those replay-datas.
its not the same as the historicals.

This format is unknown by mortal like us .
I tried to found how it was coded, it's maybe compressed, but I didn't found which structure is used.

if it is binary format you or we or i need a file description to extract informations.
send a file ... in ntm format

wh 

if it is binary format you or we or i need a file description to extract informations. send a file ... in ntm format

a market replay .ntm file would be like this.
https://nexusfi.com/free_downloads/ninjatrader/misc/192-download.html?view

sam028 

This format is unknown by mortal like us . I tried to found how it was coded, it's maybe compressed, but I didn't found which structure is used.

Quoting 

a market replay .ntm file would be like this. https://nexusfi.com/free_downloads/ninjatrader/misc/192-download.html?view

sam has right ... you need a file description to stream informations ...
or other input from the coder, but that is proprietary and no one will tell you.

For ninjatrader could an indicator be made that would create a "symbol.ntm" file.

Want to replay yesterdays CL or ES or GC but did not record the data then could use the indictor in a tick chart to create the "symbol.ntm" file.

Features might include:
date -- only produce file for given date
multifile -- as a new date is found then start a new file

ninjatrader-support2.com/vb/showthread.php?t=6147
may be its can help

For that utitility would still need something to create the data files.

sam028 

This format is unknown by mortal like us . I tried to found how it was coded, it's maybe compressed, but I didn't found which structure is used.

After examination of NTM file structure and ninjatrader libraries I think it is SqlServer CE database file. But I failed to open it using standard microsoft libraries. Maybe it is modified to prevent reading by a third party tool.