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Hello tzar55,
Thank you for your note.
Unfortunately there is not an option to convert Market Replay data to historical data.
If your data provider does not provide historical tick data you can however store real time data to your PC for future historical data requests. To store this data please go to your Control Center->Tools->Options->Data tab->Enable Store real-time bar data
I have included a link below to our Hep Guide that goes over this option.
Please let me know if I may be of further assistance.
Please let me know if I may be of further assistance.Christopher J.NinjaTrader Customer Service
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