Continuous Contract and Replay

[JerryA]

I'm confused as to how the continuous contract works in NT7.
I have MergeBackAdjusted selected. If I use Market Replay, do still have to load each contract to run replay? I get a blank chart when I try to use replay for last year.

If I download the data for each contract, will it automatically merge in market replay? What symbol do I use - ###-### or the current contract. Also, is there a link to the User's guide where this is explained thoroughly - I couldn't find it.

Thank you.

[NinjaTrader_Micah]

Hello JerryA,

Thank you 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, 2017, you would select the ES 12-17 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/helpGuides/nt7/zordertype.htm?market_replay.htm

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

[JerryA]

Thanks for the fast reply. Will follow up with your suggestions. Also, sorry I posted in the wrong forum - I'm on NT7, not NT8.

[sledge]

https://ninjatrader.com/support/forum/showthread.php?t=82260