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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
Can you help answer these questions from other members on NexusFi?
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.
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.
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!
@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?