"Download Replay Data..." Problems

[Spiderbird]

Hi all,

I need some help with Replay Data in NinjaTrader 7. It seems that no matter what security/index/stock I attempt to download to use for Market Replay, there is no L1 and L2 data for anything listed in the 'Download Replay Data...' dropdown lists.

The date I pick is sometime in the past week (ex: 6/7/2012), and I try every choice in the "Type" and "Name" dropdowns with the L1 and L2 checkboxes marked. I get the same error message for every single one, which is:

"There is no L1 replay data available for this instrument/date."

I re-installed NinjaTrader to the current version (as of 6/10/2012). I uninstalled the old version with Revo Uninstaller, making sure to wipe out any references to the older version.

I've also disabled the Market Recorder so I can download replay data, so that's not the problem.

Older forum threads all point users to the help file for Market Recorder, but the problem is that it doesn't reference what NT's data servers actually capture for later playback by NT users. My impression now is that they don't capture anything at all.

Any help or advice on this?
Thanks in advance!

Yours,
Spider

[Radical]

Can you give some examples of instruments you're trying to download data for?

[NinjaTrader_ChristopherJ]

Hello,

Thank you for your post.

Market Replay data for most Futures and Forex instruments is currently stored for download. In order to replay data for Equities and Index this data will be required to be recorded real time.

I have provided a link below to our Help Guide that goes over Setting up Market Replay:

http://www.ninjatrader.com/support/helpGuides/nt7/set_up12.htm

Please let me know if I may be of further assistance.

[Spiderbird]

Hi Radical and ChristopherJ,

I just figured it out. The trick is to select 'Future' from the 'Type' dropdown, and select something like ES from the 'Instrument Lookup' panel that appears after selecting the "..." button on the 'Download Replay Data' panel to the lower right of the 'Name' date dropdown.

You can also select 'Currency' and any pairs listed in the 'Instrument Lookup' panel, provided you have the L2 box unchecked.

Good to know that the downloader for Replay Data does NOT support indexes or stocks (if I'm understanding ChristopherJ's post). If that's the case, why are they listed as options in the 'Download Replay Data' panel?

So it's Forex and Futures only. Good to know, and thanks to you both for the help/questions!

Yours,
Spider

PS - If I'm incorrect in my assumptions about capturing index/stock replay data without recording it yourself, please correct me!

PPS - Edited this post to include screenshots of the panels I'm referring to above.