Blog

NinjaTrader Market Replay

Have you ever had a situation when you missed an interesting market event or you just want to craft that trade you had in mind, one more time in simulation? Sometimes you can see something already happened on a chart, but unfortunately you cannot trade the chart. You need to have a very special feature in the software to playback the market again. Luckily, NinjaTrader Market Replay has two options:

1. You can record the market for future playback, but you need to start NinjaTrader, connect to the data-feed, and record this data.

2. Use a distributed standardized market replay data from NinjaTrader servers.

NinjaTrader Market Replay has a special connection named “Market Replay Connection” that allows you to go back in time and trade what you have missed. Consider that as a playback recorder, which allows you go back and forth through the existing recording over and over again. If you have a replay data downloaded, you can play them using this connection.

NinjaTrader Market Replay data contains L1 (tick data) and L2 (market depth). Those two streams could be downloaded separately. Although the granularity of the data is 1 second, the sequence of the market events occurs as it is on the real market.

All the data is stored in a market replay folder on a computer and could be used multiple times.

Unlike most products that only allow you to replay one market at a time, NinjaTrader provides synchronous replay of any and all recorded markets and delivers this market data to all NinjaTrader windows as if it was happening in real-time. Therefore, you can have multiple SuperDOMs and charts replaying different markets all at the same time. You can trade in simulation against this data at varying levels of replay speed.

Once connected to the NinjaTrader Market Replay data a Replay Control will allow you to:

• •Set a date range for playback

• •Verify what market replay is available

• •Start the playback

• •Pause the playback

• •Change the playback speed (up to 500x times the normal)

• •Jump to the corresponding date and time

Why do you need this special connection? There are multiple reasons including learning to trade, testing the ZoneTraderPro AutoTrader in SIM environment, or just improving your skills to trade the market.

MarketReplay.net

I can not tell you how frustrating it is to download data for NinjaTrader Market Replay.  The built in function from NinjaTrader Market Replay will only allow one symbol from one day, so you have to sit there and choose your symbol and then your date, and wait, and wait.  There are two other big disadvantages to the native NinjaTrader data download program.  The first is that it will only go so far back in history.  The second is that it will not download the data in ##-## format.

MarketReplay.net changes all that.

Just a couple of clicks and you are downloading a batch of data.

MarketReplay.net is an official vendor of NinjaTrader platform. MarketReplay.net has created uniquely innovated products to meet the demands of the serious active traders. You can visit MarketReplay.NET to get more information.

Market replay is one of the most important features for traders to validate the ZoneTraderPro AutoTrader strategy, test indicators, enhance learning experience, as well as polish own trading skills. MarketReplay.net has developed an integrated solution for NinjaTrader platform as an Add-On – naturally embedded into NinjaTrader‘s platform – to download and manipulate market replay data. It uses a standard installation and technique similar to other 3rd party indicators and strategies.

The MarketReplay.net is a download management interface tool, specially designed for convenience of traders who utilize NinjaTrader’s Market replay environment. MarketReplay.net’s friendly interface allows users to download multiple days of market data and multiple instruments at once for the most popular Futures and Forex instruments from the Cloud based storage servers. Currently the fast download of data from the Cloud servers is available for up to one year back time period.

MarketReplay.NET Add-On helps to maintain a downloaded data an prepare just necessary for testing. Two modes of the software allows to append new data to the existing replay data or simply generate a new data set. Consider those 2 examples:

        Example 1: add more data for the combined NinjaTrader Market Replay.

Suppose a NinjaTrader Market Replay folder has an instrument YM 03-15 for some period in February and you want to add ES 03-15 for the same period to play those two markets simultaneously. Using “append to the existing data” a MarketReplay Add-On you just select ES contract and download the necessary data.

        Example 2: replace the data with something else

Suppose a NinjaTrader Market Replay folder has an instrument YM 03-15 for some period in February and you want to replay ES 06-15 for some period in May and play only ES instrument.  Using “replace the existing data feature” a MarketReplay Add-On you select ES contract for the corresponding period and download the necessary data.

If you’re using market replay for testing, you shouldn’t focus on the process of getting and preparation of the data. You need a reliable solution that just works and saves you time.

Featured Highlights Include:

• •Download of data for multiple days

• •Download of multiple instruments

• •Local data cache in compressed format

• •Cloud data cache, high speed download

• •Automatic check for updates

• •Replay data for Futures and Forex

• •1 year of data is available from our Cloud servers

• •Continuous contract ##-##

• •Complimentary market replay data for major stocks

• •Seamlessly switch between normal/continuous contract ##-##

• •Free Version is available

Available List of Instruments:

FX: 6A,6B,6C,6E,6J,6N,6S

Energy: CL,QM,NG

Metals: GC,HG,PL,SI

Eurex: FDAX,FESX,FGBL,FGBM,FGBS,FSTX

Indices:ES,NQ,TF,YM,DX

Interest rate: ZB,ZF,ZN

Agriculture: ZC,ZL,ZM,ZO,ZS,ZW

Forex: 27 pairs