Level 2 Data for Market Replay

[brucelevy]

Hi is it possible to get level 2 data without paying for it?

Can I download it through the platform, or must I record it in real time with a chart window open?

Thanks

[NinjaTrader_AlanS]

Hello brucelevy,

Thanks for writing in.

When downloading replay data, there is an option to download available Level II data, please ensure you have that option enabled.

If there is no level II data available from the replay server, you will have to record the data in real-time for that instrument - having a SuperDOM window open would ensure that level II data is recorded for the instrument selected in that window.

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

[brucelevy]

Is there any added delay/lag to the platform if recording data with multiple charts open?

I have an automated strategy running on a co-location server and have no charts open so that it does not slow my executions. Is this anything to be concerned about?

Thanks

[NinjaTrader_PatrickG]

I wouldn't think that recording data would cause any slow down of the platform, however, you'll want to test on your end to be sure that it does not affect your specific NinjaTrader configuration/PC.

If you find yourself hitting any performance issues, I'd start by optimizing your NinjaTrader. Here is a guide:

https://ninjatrader.com/support/helpGuides/nt7/performance_tips2.htm

The least resource-intensive way to record data would be the Market Analyzer. Here is a link with more information on the Market Analyzer:

https://ninjatrader.com/support/helpGuides/nt7/market_analyzer.htm