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I've decided that December 2009 would be the last Market Replay data that I upload to the forum. Since I've switched to NT7 mid-January, and NT7 allows instant downloading of market replay data (since it builds such data from the same historical db as charts), I see less and less need for Market Replay data itself to be maintained going forward.
Perhaps overtime we can create a new section for the sharing of NT7 flat-file tick/minute/day data, as such data is eventually deleted off the NT7 historical data servers.
Just been having a look at NT 7's downloadable data and they don't offer L2. Best you can get through NT7 is L1 data with tick granularity. This isn't surprising as L2 data can be enormous.
With this in mind, it would be good if your market replay library was kept operational so that users have the opportunity to get hold of L2 data.
I will upload a bunch of mine at the weekend.
EDIT : My apologies. L2 data is indeed available to download from the NT servers. Just in case anyone makes the same mistake as me, market replay data is not downloaded via Tools > Historical Data Manager but instead via File > Utilties > Download Replay Data.
Hello folks,
If anyone can post a complete a several weeks of YM data it would be greatly appreciated.
Just looking for 9am to 4pm Eastern but continuous data would be OK as well.