Market Replay Data Not Available on NT 8

Abilash S shared this problem 15 months ago
Not a Problem

Hi, when I request market replay data for, let's say NIFTY_I, I get an error message saying "there is no market replay data available for this instrument/date".


What should I do to get market replay data on NT 8?

Best Answer
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  • The data in the UI brought up by you is downloaded directly from the NinjaTrader servers. It requires the data to be present on the NinjaTrader servers. NinjaTrader records Market Replay playback data for certain instruments (not all) on their own servers, which can be downloaded through the UI you brought up using the Market Replay option provided in the Historical data option.
  • NinjaTrader however, does not currently record playback data for any NSE instruments and therefore the market replay data cannot be accessed using this method.


However, if you wanted to run tests with playback you would have two options:-


  1. You could connect to playback connection (In Connections) and in the playback controller, set the playback type to ‘Historical’ to play through all the historical data saved in your local repository. (Recommended)
  2. You could navigate to Tools -> Options -> Market Data -> Check ‘Enable market recording for playback’ -> OK. Then whatever data streams when you are subscribed to the data through Velocity, would be recorded locally and populate in the playback controller on connecting to playback (With playback type set to ‘Market Replay’).

Comments (3)

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1

You need to make sure that the market replay data is available in Ninja Trader 8.

In Tools > Options > Market Data > Enable Market Data for playback (Tick this)

Now it will start storing the data and then you can playback post market hours by disconnecting the Velocity plugin.

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1

No, it is a problem. It has been advertised on the page. Check this URL.


https://www.truedata.in/ninjatrader


As far as historical data is concerned, I wouldn't have recorded it for market replay. Also, consider the fact that I may have lost internet connectivity for a while.


When it's advertised, I expect it to work.


Here is the screenshot when I request data for a specific day.

f72933076b8cbce8b1c7fa7c34478328

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1
  • The data in the UI brought up by you is downloaded directly from the NinjaTrader servers. It requires the data to be present on the NinjaTrader servers. NinjaTrader records Market Replay playback data for certain instruments (not all) on their own servers, which can be downloaded through the UI you brought up using the Market Replay option provided in the Historical data option.
  • NinjaTrader however, does not currently record playback data for any NSE instruments and therefore the market replay data cannot be accessed using this method.


However, if you wanted to run tests with playback you would have two options:-


  1. You could connect to playback connection (In Connections) and in the playback controller, set the playback type to ‘Historical’ to play through all the historical data saved in your local repository. (Recommended)
  2. You could navigate to Tools -> Options -> Market Data -> Check ‘Enable market recording for playback’ -> OK. Then whatever data streams when you are subscribed to the data through Velocity, would be recorded locally and populate in the playback controller on connecting to playback (With playback type set to ‘Market Replay’).