Two Playback Questions

[sgordet]

1. I trade futures, and I don't purchase Level II data. Will it make a difference in the appearance of my charts if I use Historical Data as opposed to Market Replay data for Playback?
2. When Playback opens, I can choose any date through today (12/14/20) for Market Replay data; however, my end date can be no later than 10/30/20 for Historical Data.
Why is that happening, and can I fix it?

Thanks,
Stephen

[NinjaTrader_Marco]

Hello,

Thanks for your post.

Market Replay data can be downloaded from The Control Center> Tools> Historical Data window. You wouldn't need Level 2 data to do so, and the Market Replay data will be more precise than the Historical data.

It sounds like you only have available data from 10/30/20 for the instrument in question.



I have provided a publicly available link below to our YouTube video that provides a brief overview of downloading Market Replay data, connecting to the Playback Connection, and replaying data:

• https://www.youtube.com/watch?v=wvoc16oJhk8

To use the Playback Connection you will first need to have data for Market Replay.

There are 2 ways of getting market data for Market Replay:

1. Record live market data To do this you will need to enable the Market Replay Recorder by going to Tools> Options> Market Data > check 'Enable market recording for playback' > OK. Now data will be recorded for any instrument in any NinjaTrader window that is receiving live market data. Level II (market depth) data is only recorded if a Level II, SuperDOM, or FX Pro window is open and receiving data for the instrument. The Market Analyzer window is the recommended recording window as multiple instruments can be added to one Market Analyzer window and all recorded at the same time. Please see the following publicly available help guide page for more information: https://ninjatrader.com/support/help...ReplayRecorder
2. Download replay data from the NinjaTrader server.
   
   NinjaTrader offers a limited amount of replay data free to download. Only the most common instruments are currently available.

To download replay data:

• Select the Tools menu in the Control Center, select the menu item Historical Data and select "Load" tab. Here the section "Get Market Replay data" can be expanded.
• Select the instrument and date of the desired replay data and press the OK button to begin the download.

Please see the following publicly available help guide page for more information:

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

Notes:

• Record for market replay must be disabled from the Data tab of the Options menu before downloading replay data.
• NOT available when connected to the Playback connection.

To start playback, first disconnect from any other connections. Connect to the Playback Connection by going to Connections > Playback Connection.

Select the time frame for the Market Replay Data you would like to view. NinjaTrader windows will only display data for instruments and times you have data available.

You can check what data you have available by right clicking on the Playback Connect controls and selecting 'Available data'. Data will only be displayed within the selected time frame.

I have provided a publicly available link below to our Help Guide that goes over Market Replay.

• https://ninjatrader.com/support/help...connection.htm

Please let us know if we may be of further assistance.

[sgordet]

I had NinjaTrader open during the days that I want to replay. I can see in the historical database that minute data is there for those days, but, as I mentioned, Market Replay stops at the end of October, when I have it set to Historical but not when I set it to Replay Data. I just looked at my "Options" and "Record Live Data as Historical" is unchecked. Is that the problem?

I also would like to know: If I have NinjaTrader closed for part of a day, when I re-open it will NT backfill the missing replay and historical data or will I have to download it?

[NinjaTrader_Marco]

Hello,

Thanks for your reply.

Yes, you'll need to have the "Record Live Data as Historical" setting checked for this functionality to occur. And yes, if NinjaTrader is closed, or if NinjaTrader is not connected to real time data, then the data will not be recorded.

It sounds like you only have available data from 10/30/20 for the instrument in question. You can try downloading more Market Replay data for this instrument, however, only the current contract and most recent expiration are maintained on our Market Replay data servers. You can find more market replay day by doing an internet search for "Market Replay Data NinjaTrader".

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

[sgordet]

Marco, thanks for your help.

I think two last questions:
What is the difference between saving and not-saving live data as historical?
Could you be more specific about the differences between historical and market replay data, i.e., market data is "more precise" in what ways?

[NinjaTrader_JustinD]

Hello sgordet,

Thank you for your response.


The main difference between Market Replay and Historical Data is Market Replay's tick-by-tick accuracy and ability to be replayed using the Playback Connection, simulating a real-time trading environment to practice with. Historical Data will only be printable on a Chart set to load X number of days, and it doesn't provide the same depth of data needed to Playback like Market Replay data can.

When you record Live Data as Historical, the data that is being printed on your Charts is then stored locally on your PC for recall as Historical Data in the future. It is recommended that this feature is turned off if you are connected to a Data Provider that provides Historical Data as it may result in gaps due to disconnections.

NinjaTrader 8 Help Guide - Data By Provider

[sgordet]

Marco, the nomenclature is what's confusing me. Tools->Historical Data->Historical seems to be showing me the live data that's streaming and has been streamed into my drive. But you're telling me that checking " Record Live Data As Historical" will generate issues. Isn't the live data Historical by definition once it's downloaded?

I assume that the chart data that I'm downloading will be available as long as I don't delete it even through I'm not saving it as "Historical."

Please confirm and explain.

Thanks,
Stephen

[NinjaTrader_JustinD]

Hello sgordet,

Thank you for your response.

Recording Live Data as Historical will only lead to issues if there is a disconnection error or something else that results in a gap in recorded data. Technically, yes, the live data that is being recorded is also considered Historical Data.

However, Historical Data that is being downloaded from the Historical Data servers ensures that there are no gaps on your charts. It also ensures that your Historical Data is completely accurate as Live and Historical Data may have small differences: Reference here - NinjaTrader 8 Help Guide - How Bars Are Built