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Downloading Level 2 data for replay

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    Downloading Level 2 data for replay

    Hi -
    I am having trouble download the level 2 data to do market replay for some reason. I am able to download levels 1 & 2 data for this past week, but when i try to download it from Oct, 2010 it will only allow level 1 (says level 2 data is not available). Can you please tell me why i am unable to do this? I was able to do this a couple weeks ago, so it seems odd that i am not able to now.

    Thanks

    #2
    Hello maggiej12,

    Thank you for your post.

    This means that there is no level II data stored on the replay servers for that time period. We only store the data on our servers for a period as a courtesy. You will not be able to download this level II data, but should not have any issues with recent data.
    MatthewNinjaTrader Product Management

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      #3
      Thank you for the quick replay. How far back is this data available? i know when 7.0 first came out i was able to download levels 1 &2 from up to 1 year back.

      Thanks

      Comment


        #4
        maggiej12,

        We have no guarantees on how much data will be available at any given time. This is usually managed on a per instrument basis and we do not currently have any documentation on which data is available at this time.
        Last edited by NinjaTrader_James; 06-12-2015, 01:56 PM.
        MatthewNinjaTrader Product Management

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          #5
          Is there a way to download a series of days of L1 and L2 data, instaed of one at a time? This is really combersome when you want to look at a new instr and perhaps run a strat against some new data.....

          Thanks
          Bob

          Comment


            #6
            bobc635,

            Unfortunately, not at this time.
            MatthewNinjaTrader Product Management

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