Market replay data

[KarlEST]

Hi

I'm trying to download market replay data for november and december of 2021. I konw the the volume switched to MNQ 03-22 around 15th of december. The previous available contract is only MNQ 09-21, but when I try to download data for MNQ 09-21 it says there is no market replay data available for the insturment/data. Should there be a MNQ 12-21? I don't see this as available in the download options. There is also MNQ without any dates - should i use this one instead, is it as accurate as it should be?

Thank You!

[NinjaTrader_Manfred]

Hello KarlEST,

Thank you very much for your post!

While the MNQ 03-22 indeed became the current contract on 12/09/21, you are looking for the MNQ 12-21 prior. This would have been the actively traded contract between 09/09/21 and 12/09/21. The MNQ 09-21 would then be the contract prior.

You should be able to download market replay information for the MNQ 12-21 going back to about 11/11/21, as we generally have 3 months of market replay data available.

The "MNQ" instrument is likely an instrument that was mistakenly created as an entry error. In short; When an instrument is entered that NinjaTrader does not recognize, it would create it as a default stock symbol (as it is nearly impossible to preset all existing stock instruments, due to their quantity).

This would then appear as an "MNQ" Stock instrument and can safely be ignored or deleted in the Instrument List (Tools > Instruments).

Should you have any further questions in this regard, please don't hesitate to let me know!

[KarlEST]

Thx Manfred, but MNQ 12-21 isn't available from the options that i can choose from. I attached a picture. I tried resetting the database from database manager but that didnt help either.

[NinjaTrader_Eduardo]

Hello KarlEST,

Thank you for the screenshot.
(Historical Data>Load> 'Get Market Replay Data'> Instrument)
Instead of using the Instruments list, you can double-click the instrument field and type in the symbol and expiry date (MNQ 12-21), then press enter.

Please let me know if this does not work for you.