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Missing 20 days of Market Replay data (ES 2014, 2015, 2016); could someone help?


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  #1 (permalink)
rafaelcoisa
são paulo
 
Posts: 12 since Aug 2021
Thanks Given: 5
Thanks Received: 4

I have some old NT market replay files.
At the time, I didn't check exactly what I had.
And now, I've realized that a few days are missing.
Could someone share those files with me?

Missing days:
ES 06-15 2015-03-18 - Wednesday

ES 09-15 2015-08-14 - Friday

ES 12-15 2015-09-28 - Monday
ES 12-15 2015-11-05 - Thursday
ES 12-15 2015-11-12 - Thursday
ES 12-15 2015-11-16 - Monday

ES 03-16 2015-12-08 - Tuesday
ES 03-16 2015-12-09 - Wednesday
ES 03-16 2015-12-10 - Thursday
ES 03-16 2015-12-11 - Friday
ES 03-16 2015-12-14 - Monday
ES 03-16 2015-12-17 - Thursday
ES 03-16 2015-12-18 - Friday
ES 03-16 2015-12-21 - Monday
ES 03-16 2015-12-22 - Tuesday
ES 03-16 2015-12-23 - Wednesday
ES 03-16 2015-12-28 - Monday
ES 03-16 2015-12-29 - Tuesday
ES 03-16 2015-12-30 - Wednesday
ES 03-16 2015-12-31 - Thursday


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  #2 (permalink)
 
xplorer's Avatar
 xplorer 
London UK
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rafaelcoisa View Post
I have some old NT market replay files.
At the time, I didn't check exactly what I had.
And now, I've realized that a few days are missing.
Could someone share those files with me?

Missing days:
ES 06-15 2015-03-18 - Wednesday

ES 09-15 2015-08-14 - Friday

ES 12-15 2015-09-28 - Monday
ES 12-15 2015-11-05 - Thursday
ES 12-15 2015-11-12 - Thursday
ES 12-15 2015-11-16 - Monday

ES 03-16 2015-12-08 - Tuesday
ES 03-16 2015-12-09 - Wednesday
ES 03-16 2015-12-10 - Thursday
ES 03-16 2015-12-11 - Friday
ES 03-16 2015-12-14 - Monday
ES 03-16 2015-12-17 - Thursday
ES 03-16 2015-12-18 - Friday
ES 03-16 2015-12-21 - Monday
ES 03-16 2015-12-22 - Tuesday
ES 03-16 2015-12-23 - Wednesday
ES 03-16 2015-12-28 - Monday
ES 03-16 2015-12-29 - Tuesday
ES 03-16 2015-12-30 - Wednesday
ES 03-16 2015-12-31 - Thursday

Unfortunately it looks we don't have these ones in the Downloads section, so hopefully someone who has stored them locally can share them.


Alternatively The Intentional Trader sells NT Replay data for less than 10 bucks a month. You should be able to download all of those files in one go.


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  #3 (permalink)
 TomShaw   is a Vendor
 
Posts: 7 since Aug 2026
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I don't have those exact days sorry. Worth checking before you go hunting though, a few of my old replay files were sitting there at like 1kb and NT just skipped them quietly, so I spent ages thinking they were missing when the real problem was the download. The Dec 2015 roll period is always the gappiest for me too.


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  #4 (permalink)
 Barbara 
Germany
 
Experience: Beginner
Platform: NinjaTrader
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Here are NT7 replay files:
https://www.mediafire.com/file/cpg6ggbsmta1xrf/NT7_Replay.rar/file


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  #5 (permalink)
rafaelcoisa
são paulo
 
Posts: 12 since Aug 2021
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Your post is from September 6th, and I only discovered your link today. I thought there was no hope of finding data from before 2017. But it turns out there is. However, I think the link is down at the moment. It would be great if you could make it available again.


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  #6 (permalink)
rafaelcoisa
são paulo
 
Posts: 12 since Aug 2021
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Apparently, the error was on MediaFire's end. I managed to download it after a few hours. Thanks.


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  #7 (permalink)
rafaelcoisa
são paulo
 
Posts: 12 since Aug 2021
Thanks Given: 5
Thanks Received: 4



I was able to test the files for 2016, going beyond just looking at the folder contents.
And I discovered that the following days are corrupted:
2016-01-22 Friday
2016-03-13 Sunday
2016-03-25 Friday
2016-05-13 Friday
2016-09-04 Sunday
2016-09-05 Monday
and the entire ES 12-16 contract is missing.
Do you have these files, Barbara? That would be great!


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  #8 (permalink)
 Barbara 
Germany
 
Experience: Beginner
Platform: NinjaTrader
Posts: 3 since Jun 2009
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The missing NT7 replay files are here:
https://www.mediafire.com/file/s71yz17z4jz2jfn/NT7_Replay2.rar/file


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  #9 (permalink)
rafaelcoisa
são paulo
 
Posts: 12 since Aug 2021
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Barbara View Post

Really?, You are amazing.
Big Thanks.


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  #10 (permalink)
rafaelcoisa
são paulo
 
Posts: 12 since Aug 2021
Thanks Given: 5
Thanks Received: 4


@Barbara
I analyzed the files you uploaded me.
There are errors on only two days:

TIME FILENAME SIZE ASK BID LAST STATUS
2015-12-08 Tuesday 05:00→04:59 20151208.nrd 9,409,470B 357,319 360,642 23,128 error(2h gap from 10:35-12:40; UTC-05:00 Eastern Time US & Canada)
2016-01-22 Friday 05:00→05:04 20160122.nrd 62,139B 1,812 1,653 1,130 error(open only 1 bar; Normal Trading Day)
(full: https://pastebin.com/H4cjeJRQ)

I don't think there is anything we can do about it.
It's probably an NinjaTrader error during recording.
Another thing, I got confuse with my files and didn't ask for the files for these days:

ES 03-16 2015-12-20 Sunday
ES 03-16 2015-12-24 Thursday (Christmas Eve; Partial Holiday)
ES 03-16 2015-12-27 Sunday
ES 03-16 2016-01-20 Wednesday

I'm really sorry. I don't want to abuse, but could you upload those as well?


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