Hi,

Where can i get ^Add market replay data (1min) going back 1 year. Anyone has access, or have recorded it that can share or suggest a vendor where i can download that set of data.

Thanks

asymptote 

Hi, Where can i get ^Add market replay data (1min) going back 1 year. Anyone has access, or have recorded it that can share or suggest a vendor where i can download that set of data. Thanks

You posted in NinjaTrader forum but you have Multicharts in your profile. Which platform are you asking for?

Also, what do you mean by '^Add market replay data'?

Which product are you after?

sorry for confusion, this is for NT8 and ^ Add would be the symbol for Advancing and Declining Issues

asymptote 

sorry for confusion, this is for NT8 and ^ Add would be the symbol for Advancing and Declining Issues

Are you asking about the NYSE Advance Decline?

xplorer 

Are you asking about the NYSE Advance Decline?

Correct, i can easily get the historical data, but Market data for ^add is not available, unless someone manually record it in NT8/NT7. According to NT, you cannot convert historical data to market replay.

Hence asking if anyone would have that or a vendor that would have that set of data.

asymptote 

Correct, i can easily get the historical data, but Market data for ^add is not available, unless someone manually record it in NT8/NT7. According to NT, you cannot convert historical data to market replay. Hence asking if anyone would have that or a vendor that would have that set of data.

Okay, I've just tried pulling up ^TICK data and I can, but I can't for ^ADD.

This points to me perhaps not having that feed enabled with my connection.


If you haven't already done that, I would recommend speaking to your broker to see if that can be enabled.


I think you should be able to get Market Replay data for this index, unless somebody from NT already confirmed you can't.

asymptote 

Correct, i can easily get the historical data, but Market data for ^add is not available, unless someone manually record it in NT8/NT7. According to NT, you cannot convert historical data to market replay. Hence asking if anyone would have that or a vendor that would have that set of data.

xplorer 

Okay, I've just tried pulling up ^TICK data and I can, but I can't for ^ADD. This points to me perhaps not having that feed enabled with my connection. If you haven't already done that, I would recommend speaking to your broker to see if that can be enabled. I think you should be able to get Market Replay data for this index, unless somebody from NT already confirmed you can't.

Agree with @xplorer on this. This is almost certainly a matter of your data feed. If it's not available through the standard NT data, you could look into other sources -- which means, unfortunately, vendors who will charge a fee.

So I would suggest an email to NT support as a first step, to find out if it is either natively supplied or if they have other options available.

If not, then just start checking around with the data vendors. First stop might be IQFeed, which is often cited as a good data feed. (I believe that Kinetik, the NT feed, is a white-label version of IQFeed, but it may not have everything.) Google will be your friend here. Look for data feeds and you could go from there.

You can certainly get something as basic as NYSE advances/declines somewhere (they may not know it as "^ADD" though -- I had no idea that was what you meant when I first read your post . ) Check with all the vendors and you should find it, probably in many of them.

Bob.