Playback data / Market replay data

General Discussions
1

Hi community,

I’m seeking a reliable sources for over 4 years of historical market replay data, is anyone familiar with either backtestpods.com or can you recommend another provider?

2

Check out Nexusfi, someone might have it for free. The forum is not as active but still has life.

Databento is another premier option, they’ve got historical L2 and L3 data

1 Like
3

Start your research with Google
Search for “ninjatrader market replay downloader”

Look for bulk downloader products from,
MarketReplayData[dot]com
TheIntentionalTrader[dot]com

1 Like
4

iIdon’t use replay allot because i could not get playback with the Strategy enabled,

without the strategy the playback is useless for me.

please inform me if I’m missing something.

5

Thanks for the recommendation, i went with backtestpods instead, the quality of data is good with 10+ years of historical L2, L3 and tick data available, not bad

1 Like
6

What does that mean - could not get playback with the strategy enabled.

Are you suggesting that headless strategy does not work in market replay?

7

Yes i believe you are missing something, NT strategy and playback are two distinctive things
playback allows you to replay the market using L1, L2, L3 and tick data, as if your were trading live, it replicate real live trading conditions, as per NT’s documentation, this is the best form of accuracy if you need to backtest years of historical data.
In contrast, NT Strategy is simply used as a simulation, it uses historical tick data, which does NOT include L2 and L3 data, as per NT’s documentation, it doesn’t produce an accurate result. For true backtesting accuracy, stick with Playback/Market replay