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Checking Market Replay Data Saved
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I notice each folder is named by its date. When downloading a particular instrument for a date, does it also download all other instruments for that date that NT has? Otherwise, how do you distinguish between 6E download vs. CL download for any given folder date?
I also notice lots of gaps in the data. Is there a data gap problem with market replay downloads?
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Originally posted by NinjaTrader_Cameron View Postbillr,
When you download Market Replay Data it creates an individual .ntm file inside each folder for each instrument you download.
The Market Replay Downloaded data will only have gaps during exchange maintenance times.
- Gordon
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Hello
The .ntm is level 1 data and the .nt2 is level 2 data.
More information can be found here -
http://www.ninjatrader.com/support/h...ket_replay.htmCal H.NinjaTrader Customer Service
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