Replaying historical data tick by tick?

Discussion in 'Data Sets and Feeds' started by sneakoner, Jul 12, 2011.

  1. Is there a free way to replay historical data tick by tick?

    I have market data from Interactive Brokers but I'm trying to replay historical data for the ES to walk forward through a few of my strategies.

    If not free then what would you guys recommend? Esignal?
  2. Andyroki


    It is not tic by tick but day by day but it is free you can find it here
  3. Ninjatrader allows you to do market replay on tick data for free on certain contracts and ES happens to be one of them.
    You can download their app and use it for free until you need to place live orders.
  4. is this the app you're talking about?
  5. i was actually able to do it in multicharts and linking it to interactive brokers

    i just realized that replaying data tick by tick is next to useless for me...i learn much more by test trading small. this way i can take emotions into account.
  6. * If you consider that the execution latency through interactive brokers is often > 500ms .. then you may have to ask yourself whether tick data will really help any strategy you plan to run live.
  7. what's the fastest broker out there?
  8. Hi,

    you can capture live market data feed into OpenQuant historical data base and then use (replay) this data for strategy development and testing. You can also capture market depth data and build bars of any type and size from historical ticks on the fly.

  9. No idea & no way of knowing. I don't think many brokers know how to measure their average new-ack time & even less would want to publish it. Irrespective, no one trading through a broker can compete with co-lo'd exchange members.
  10. maybe try recording your screen with something like camtasia, then replay the video back in super slow-mo
    #10     Jul 16, 2011