Are there any software tools that can record a Rithmic data feed (say for just one futures contract) for later playback into my trading platform? tl;dr - record a trading session to disk, and then playback and sim trade on my trading platform I know that some platforms have a Replay function, but in all cases simulation trading within the replay function has limitations. Either in the way ticks are presented, the way the DOM behaves, the way trades are executed, or position size is reported. TO BE CLEAR I am comparing SIM trading a live feed *vs* SIM trading the replay function, the latter is always inferior. I understand that SIM trading in general has limitations, that is fine. It is the SIM trading within the replay function that I want to fix. (I'v tried the replay functions in Ninjatrader, Motivewave, Tradovate, and Quantower and they all have limitations that make them unrealistic and problematic.) If there was a way to a record to disk a trading session's Rithmic feed for one symbol, and then re-stream the feed to a trading platform in a way that is indistinguishable from a live feed, is it possible to SIM trade **without the platform knowing that the feed is a replay**? The platforms I am most interested in doing this with is Motivewave and Quantower, as these platforms are my daily driver.
Yes, bookmap also has a replay/simulation function, but that's not what I'm looking for. I'm looking for software that can replay a Rithmic feed (previously recorded to disk) into any Rithmic capable trading platform.
If this data is saved as csv. you can turn it with ninjatrader. Because NT8 can read data in csv provided that it is well formatted
There is a solution called Hydra from StockSharp, but it provides only candlestick data for free. Here's a hack: run their Terminal and connect (without trading). It will record all subscribed data (quotes, tick trades, etc.) to disk. The format can be easily exported to a text file. Note that StockSharp is not a data vendor; they only provide the software. However, they have a declared connector to Rithmic, which you can select for free.
I'm just thinking loudly, not saying this is a solution. It seems that basic problem comes from the separation of L1 and L2 data in x2 different formats. So, maybe one needs to extract this data into x2 separate text files and then join them up into a "virtual" data-feed. That way trading app will think that its receiving data from the data-fee, while its actually receiving data from a file / database or such.