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Hi pgabriel,
Thank you for your post.
Unfortunately, Market Replay data will only be recorded while you are connected to a real-time data connection, and thus if you were not connected then the data can not be retrieved by any other manner.
With the release of NinjaTrader we are anticipating having publicly available Market Replay files that can be downloaded. Pleas see the following link.
Ryan O.NinjaTrader Customer Service
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