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Checking Market Replay Data Saved

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    Checking Market Replay Data Saved

    Is there a way to check and see what data you have already downloaded for market replay? Having to download one day at a time is sure tedious. Why not allow at least 5 days or something?

    #2
    Hello billr,

    Thank you for your note.

    You can check what data you have in market replay by checking the following folder.
    • Documents\NinjaTrader 7\db\data

    The data will create a new folder for each day either recorded or downloaded.
    CameronNinjaTrader Customer Service

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      #3
      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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        #4
        billr,

        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.
        CameronNinjaTrader Customer Service

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          #5
          Originally posted by NinjaTrader_Cameron View Post
          billr,

          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.
          Hi, I was recently look at these folders and noticed that for CL 11-14, I often had two files - a .ntm file and a .nt2 file. For one day, the .nt2 file was much smaller - 6k vs. 3.7MB for the .ntm. On another day, the .nt2 file was 12mb vs 4mb for the .ntm. I'm guessing .nt2 files are level two files, however, I wouldn't expect a futures contract to have level 2 data. Could you please shed some light on what's stored in the files, and, do the varying size differences indicate any issues with the data? Thanks.

          - Gordon

          Comment


            #6
            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.htm
            Cal H.NinjaTrader Customer Service

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