Maybe it does not work as expected? That is, if there is no data provider for this (which seems to be the case according to next paragraph results), then I expect the option for downloading to be disabled rather than downloading "ghost" data.
I did the download with connection My NinjaTrader FXCM.
I tried loading 2/1/2019 - 3/17/2019, and saw the message "Loading..."
Next disconnected that data source and connected Playback Connection. The Playback window is displayed but with a date for 2099. The db folder has nothing in it.
Next I tried Tools/Options/Market data/Properties/Real-time and selected Enable market recording for playback.
After a few minutes, I repeated the steps in the 3rd paragraph. This time I indeed get a playback data file in the db folder, and the Playback controls work. Unfortunately, this data set begins, of course, only since I selected the the Enable market recording option. So, no historical data.
Please let me know if it is possible to download historical market replay data for Forex from the NT connection sources and if so, how. It not, then please provide 3rd party sources for this data along with details on how I can download and make use of it in the Market Replay.
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