Download Market Replay Files

[YanCanCook]

I am able to download market replay files from the NT servers using NT 7.0 beta 19 using File -> Utilities -> Download Market Replay. However, I need to be able to select a range of dates per symbol. How do I do this? It is painful doing these one at a time, especially since the dialog box resets each time to the default, forcing me to hand enter each individual parameter for the same symbol over and over. All I need to do is change the date. I got tired after 10 of these download files because my fingers started hurting.

Please help. If there is no other way to do this, please do go to production mode of NT 7.0 without fixing this. Thanks!

[NinjaTrader_Chip]

Hello YanCanCook,

Thank you for your post.

Unfortunately you will need to adjust the date range for downloading historical data in the Historical Download Manager. How many symbols do you anticipate needing to download?

[YanCanCook]

I'm not sure I understand your response. I am referring to the market replay file *.ntm and not to any historical data files using Historical Download manager ( *.ntd files ). I don't understand how adjusting the date range in the Historical Download Manager will cause a date range to pop up inside the Files -> Utilities -> Download Replay Data dialog box.

I need to obtain market replay (*.ntm) files for 6E and ES from Jan 1, 2010 to present. However there are three separate contract months for each symbol to consider - 03-10, 06-10 and 09-10.

[NinjaTrader_Chip]

Hello YanCanCook,

One of the features added in NinjaTrader 7 was automatic merging (continuous contracts) by where historical data from an expired futures contract will be transparently merged into the front month contract. You will use the current front-month symbol to retrieve the data for all (expired) months.

It is also possible that replay data might not be available beyond a certain point. You will want to experiment to see how much historical data is available for various contracts.

Please let me know if this does not resolve the issue.