Market Replay -- Past Contracts

[sgordet]

I'd like to be able to replay market data for using market replay data that I've collected for past contracts.

I trade several instruments. I could change each of the instruments to its active contract for the day I want to replay, but I was wondering if there were an easier way and/or if NT will automatically merge the appropriate contracts.

[NinjaTrader_Marco]

Hello,

Thanks for your post.

For Market Replay (futures instruments), you would need to select the appropriate contract for the date(s) in question. For example, if you were playing back replay data for the ES futures instrument from September 15, 2020, you would select the ES 12-20 contract.

The market replay data available for download comes from the NinjaTrader replay servers. NinjaTrader stores market replay data for approximately 90 days for popular futures instruments. When recording market replay data, this data comes from your data provider, and is recorded while you are receiving a data feed.

I have provided a link below to our YouTube that goes over Market Replay.

https://youtu.be/cgB1y3df7l0

To set up Market Replay you will first need to have data for Market Replay.

There are 2 ways of getting market data for Market Replay

Record live market data To do this you will need to enable the Market Replay Recorder by going to Tools> Options> Data check Record for market replay and select 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.

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.

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 Market Replay connection.
To download replay data:

Select the File menu in the Control Center, select the menu item Utilities and select Download Replay Data... The Download Replay Data window appears.
Select the instrument and date of the desired replay data and press the OK button to begin the download.
To start Market Replay first disconnect from any other connections. Connect to the Market replay by going to File> Connect> Market Replay

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 Market Replay control and selecting Available data. Data will only be displayed within the selected time frame.

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

https://ninjatrader.com/support/help...ket_replay.htm

Thank you and please let us know if you have any further questions.

[sgordet]

I have the market replay data I need for the older contracts that I want to replay.
You've explained that I need to change the charts to the specific contract date.
I have Days to Load in the Data Series box set to 15. It seems to me that NT is automatically setting the End Date to the current date.
Do I need to change that end date on each chart to an appropriate one for the Replay or will NT do that automatically?

[NinjaTrader_Manfred]

Hello sgordet,

NinjaTrader would automatically select the end-date. However, you may manually modify this by changing the date on the "Playback" window.

The end-date, however, would not affect how much data the chart loads, but simply when it stops receiving data.

To replay existing data, please also ensure the data is consecutive, you may do so under Tools > Import > Historical Data.

After clicking on "Edit", the data for the instrument you're interested in should be consecutive throughout the whole time you wish to playback.

If it is not consecutive or parts are missing, I would first suggest downloading new/additional data through the "Load" tab of the same window.

Should you encounter any issues or have further questions, please let us know!

[sgordet]

Thank you, Manfred. That’s most helpful.