NASDAQ Market Replay

Discussion in 'Automated Trading' started by jnbadger, Dec 13, 2008.


    Anyone use this? I just heard about it today on Steenbarger's blog, and tried the free trial.

    Pretty cool, but I'm wondering about price, since you need to call NASDAQ to get rates and subscribe. If no one knows I'll just call on Monday, but I'm curious as to how it relates to other tick data providers.

    All I really need is historical tick data I can save in a CSV file and import to excel. (I was able to do this with no problem with the one day of data they give you with the MR trial.) But I may use other features in this program as well, just because it looks like such a sweet tool to have at my disposal.

    I'm assume it will not be cheap, since we're dealing with tick data. And there is a pro vs non pro rate as well.

    Thanks folks.
  2. if you have a broker service that already gives you a tick feed, you can recreate the same thing for free.

    in fact if you use IB or assent you can use this

    if you use esignal, esignal has tick replay built in.

    both of these tools will work for nasdaq and nyse stocks, futures, whatever sort of feeds that are available.

    I have not used the nasdaq tool, just read about it like you. I don't know anyone who uses it.