OK, I'm going out of my mind. I've gotten Market Replay to work SOME of the time. I'm having a problem downloading the data for certain time periods. I'm trying to download the ES Future E-mini S&P 500 data from less than a year ago. I see that the furthest you can retrieve data is exactly 1 year, so I want to be able to play back July 2012. (obviously less than a year) I see that Future contracts expire and you have to set the expiration within the instrument you're trying to load.
When do Future contacts expire? Last day or the first day of the month? Specifically, which expiry date should I choose when creating an instrument if I want to playback the ES from Wednesday, July 25, 2012? 07-12 or 08-12?
When is the "start" data of an ES futures contract? Let's say I have a Future instrument set to expiry on 06-13 - can I load something from 02-13? What is the range of data which should be available per expiry? 1 month? 3 months? 6 months?
Here's the flow of events that I'm trying:
Go to instrument manager and creating a new instrument by scrolling down to ES-Future-E-mini S&P 500
I see Exchange "Globex", I select 07-12 Expiry
Click the left triangle button, ES 07-12 appear within my default instrument list. Hit OK
Launch Download Replay Data - I see Type <default> Name: ES 07-12
I select 7/2/2012 - Download available L1 data CHECK (not doing L2 data) Hit OK
ERROR MESSAGE: Error on downloading replay data: NinjaTrader data server does not support this instrument, no data available.
Here's the part where I want to put a bullet in my head: I do exactly the same sequence as above, but I choose ES 06-13 expiry and I'm able to download data from say May 22nd of this year.
Is there indeed market data for all days that the market was open? It is just a crap shoot if I can get archived data from the past year?
When do Future contacts expire? Last day or the first day of the month? Specifically, which expiry date should I choose when creating an instrument if I want to playback the ES from Wednesday, July 25, 2012? 07-12 or 08-12?
When is the "start" data of an ES futures contract? Let's say I have a Future instrument set to expiry on 06-13 - can I load something from 02-13? What is the range of data which should be available per expiry? 1 month? 3 months? 6 months?
Here's the flow of events that I'm trying:
Go to instrument manager and creating a new instrument by scrolling down to ES-Future-E-mini S&P 500
I see Exchange "Globex", I select 07-12 Expiry
Click the left triangle button, ES 07-12 appear within my default instrument list. Hit OK
Launch Download Replay Data - I see Type <default> Name: ES 07-12
I select 7/2/2012 - Download available L1 data CHECK (not doing L2 data) Hit OK
ERROR MESSAGE: Error on downloading replay data: NinjaTrader data server does not support this instrument, no data available.
Here's the part where I want to put a bullet in my head: I do exactly the same sequence as above, but I choose ES 06-13 expiry and I'm able to download data from say May 22nd of this year.
Is there indeed market data for all days that the market was open? It is just a crap shoot if I can get archived data from the past year?
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