AutoTrader 1.17e now plays back Ensign Playback files

Discussion in 'Trading Software' started by autotrader, Jul 18, 2003.

  1. New feature in version 1.17e. AutoTrader now plays back Ensign playback data files. Get Ensign playback files from You can get playback files for ES, NQ and YM, The files are text files and the sizes are small, the drawback is it only contains last price data. The AutoTrader playback code will simulate bid and ask price, the sizes are currently fixed at 100. Playback timing is accurate to the minute based on the info from the playback file. The tick rate is spaced as 60000/number of ticks for that minute in milliseconds. The typical rate I see during the first hour is about 4 ticks per second. The playback data can be used to simulate trades in AutoTrader, and the playback data can be fed to TWS API client charting program such as SierraChart or QuoteTracker. It can also be fed to MetaServer RT or Dynastore which will feed the data to Tradestation, MetaStock, Ensign, or whatever charting program these applications support. This feature is not intended as a replacement for Ensign software playback feature.

    When you select Ensign Playback Data as your playback source, the next window will prompt you for the location of the Ensign data file, the start time you want to playback, and the number of minutes of data to playback. Note that Ensign playback data starts at midnight Central time. The default start time is 0830 (central time), which is the equivalent of 9:30am New York time.