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Market replay data longer than 90 days - where to find?


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  #1 (permalink)
TravelingSalesmen
Tucson arizona
 
Posts: 31 since Jun 2018
Thanks Given: 4
Thanks Received: 4

hey guys!

i know a lot of people have gone down the same road i am mentioning here but i searched and have yet to find a solution.

does anybody know of a way/resource to download market replay data for dates that are more than 90 days ago?

below i will list some tried solutions and why they are not actually solutions for people that may be wondering as well.


1. download day by day from NT 8 servers in ninjatrader itself.
this is super slow as you have to download the data day by day instrument by instrument andddddd it still only goes back 90 days from current date. so nope...
2. marketreplaydata.com
much faster than ninjatraders built in downloader. provides the ability to download in bulk. but still goes off of nt 8's servers so you can only downlaod upto 90 days ago....

anybody know how i can get data for more than 90 days? (specifically the es....)



thanks!


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  #2 (permalink)
TravelingSalesmen
Tucson arizona
 
Posts: 31 since Jun 2018
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Thanks Received: 4

major correction here....

just double checked marketreplaydata.com website faq and they say they store upto 2 yrs of data. so imma give that a try!


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  #3 (permalink)
 tr8er 
Europe
 
Experience: Advanced
Platform: SierraChart, BookMap
Trading: ES, CL, 6E, 6B
Posts: 685 since Jan 2017
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Hi, I don't use NT and have no idea about their data, but I think you should use "continuous contracts" instead the "current contract", to get more data.


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  #4 (permalink)
 
Silent warrior's Avatar
 Silent warrior 
Boston, MA
 
Experience: Advanced
Platform: NinjaTrader
Broker: Rithmic/IQFeed
Trading: ES, ZB, GC, 6E, CL
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anyone decipher a way to batch-download Market Replay data for continuous contracts (NT8)?


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  #5 (permalink)
Courage
LA CA
 
Posts: 29 since Feb 2019
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Have you tried trading view or maybe ThinkOrSwim? both free


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  #6 (permalink)
 patfaninba 
Moved to Portugal
 
Experience: Advanced
Platform: NT and TOS
Trading: Futures - primarily NQ and ES
Frequency: Many times daily
Posts: 28 since Jan 2019
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I have been using ToS on-and-off for few years now..

It does not look like they are keeping the OnDemand feature up to date. these days.. the price listed on active trader ladder is WAY off from the price shown on the charts.. I have a screenshot that has a discrepancy of 30 points on /ym !!

From this thread I am assuming that 'Market Replay' is an equivalent feature in Ninja Trader and that it works ok?


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Last Updated on March 16, 2019


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