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Download Market Replay Data

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    Download Market Replay Data

    I trade ES using the data provider selected by NinjaTrader.

    I sit at the computer part of the day and am gathering market replay data.

    I'd like to replay data from the previous day during some periods of the current day. This would stop market replay from gathering data.

    1. When does the current day's market replay data become available for download?
    2. Do I need to stop gathering it on my computer, so as not to duplicate data?
    3. I trade minute charts. Will the replay data I download for ES be less accurate than if I had recorded the data in real time?

    #2
    Market Replay data for ES is available effectively up to the second of your request from our servers, so in your scenario there is not really a need to record the ES as you would be able to download it up until almost the exact moment you hit the 'Download' button.
    1. Up to the minute you download it from our servers
    2. Since the data is available from our servers, there is no need for you to be recording it
    3. For the most accuracy, you'll want to record from a tick-by-tick window like a Market Analyzer or Time and Sales window. The data available from our servers will likely be more accurate and complete as it will not have the interruptions that your recorded data would have.
    Patrick G.NinjaTrader Customer Service

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      #3
      Follow-Up Questions

      1. In the Get Market Replay data dialogue, I don't see where I choose the window I download from.Do I just have to have a Market Analyzer or T&S window open when I download?
      2. If I forgot to turn the Record Market Replay data off, is there a problem caused by duplicating the data?

      Comment


        #4
        If you're downloading Market Replay data via Tools > Historical Data > Load > Get Market Replay data, then there is no other window you need - you're download directly from our servers, not recording the data locally via any particular real-time data display window. Here is a link with more information about downloading market replay data:

        https://ninjatrader.com/support/help...jaTraderServer

        The data you download may overwrite the data you've recorded.
        Patrick G.NinjaTrader Customer Service

        Comment

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