Convert historical/replay Ninjatrader8 data to Bookmap feeds
Posted: Fri Dec 07, 2018 8:21 am
Hi
I was wondering if its possible to download historical tick or replay data from another platform(say Ninjatrader 8) and convert it to Bookmap feed format data for replay in Bookmap.
Currently the only way I can get Bookmap feed data for replay is If I have been recording data with Bookmap open and having subscribed to those instruments in BM.
Ninjatrader offers the functionality to download historical data in tick and its own replay format. If we could leverage that to build Bookmap feeds, it would be really helpful in backtesting, SIM, access to loads of instruments and exchanges.
I have seen some indicators/strategies in the demo on GitHub, but unsure of the general broad steps required to actually go ahead and do it, unless I misunderstood the purpose of those demo strategies. Any hints that direction would be really appreciated.
Thanks,
SDG
I was wondering if its possible to download historical tick or replay data from another platform(say Ninjatrader 8) and convert it to Bookmap feed format data for replay in Bookmap.
Currently the only way I can get Bookmap feed data for replay is If I have been recording data with Bookmap open and having subscribed to those instruments in BM.
Ninjatrader offers the functionality to download historical data in tick and its own replay format. If we could leverage that to build Bookmap feeds, it would be really helpful in backtesting, SIM, access to loads of instruments and exchanges.
I have seen some indicators/strategies in the demo on GitHub, but unsure of the general broad steps required to actually go ahead and do it, unless I misunderstood the purpose of those demo strategies. Any hints that direction would be really appreciated.
Thanks,
SDG