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Market Replay Data

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    Market Replay Data

    Hi,

    This seems like it should be easy, but I have looked and tried for a while to figure out how to add previous contracts so I can download the data and use it in the replay but haven't found a way. Is there some way to add previous contracts to the instrument list?

    Cheers,
    Seastragg

    #2
    Hello Seastragg,

    Thank you for your note.

    You can add previous contracts to an instrument list simply by navigating to Tools > Instrument Lists > Select your list > select Add on the right side panel > type in the instrument and contract month. As a note, playback data is generally only available for the past 90 days on our servers.

    Please let us know if we may assist further.
    Chris Sch.NinjaTrader Customer Service

    Comment


      #3
      Hi Chris,

      I know how to do all of what you said, and even tried again just now, what I can't do is add say YM 06-19 to the list. If I click add, search for YM, it automatically adds the 12-19 contract and when I go to "edit" the 06-19 and even the 09-19 contract isn't available in the dropdown menu as an option. This is particularly troublesome with CL as it has 1 month increments, and there are plenty of times where I'd like to look back even one ore two months on that, which is well within your 90 days. What search string do I need to put in there to find the right contract? Searching for YM 09-19 yields nothing. You can only search for CL, YM, ES...etc.

      Based on your reply of "As a note, playback data is generally only available for the past 90 days on our servers." I have a second question. Can your strategy analyzer only analyze 90 days worth of backtesting? I understand not having more than 90 days on your servers for market replay, but I've noticed that backtesting data also only goes back 90 days too.

      Cheers,
      Seastragg

      Comment


        #4
        To add previous expiries please use the steps provided below:
        • Go to Tools->Instrument Lists
        • Select the list on the left you would like to add the instruments to
        • Click add within the Instruments panel on the right
        • Type the symbol and expiry into the Symbol search window such as YM 06-19
        • Hit Enter
        You can backtest longer than 90 day in the Strategy Analyzer if you have the historical data available from the data provider you are connected to within NinjaTrader for the instrument selected. Keep in mind historical data and market replay data are separate files and are not the same.




        Christopher J.NinjaTrader Customer Service

        Comment


          #5
          Hi Chris,

          Thank you for the step by step. Just fyi, your last step, "Hit Enter" was the key. If you search for YM 06-19 and click on the search magnifying glass it takes you to a search screen that returns no information. So hitting enter and clicking that icon does two very different things. I was following the instructions just fine, but I had been clicking it, rather than hitting enter. I hope that helps if someone else in the future has a problem.

          I've enclosed two images showing you what I was talking about.

          Cheers,
          Seastragg
          Attached Files

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