Market Replay data - when is it created?

[NinjaTrader_Ben]

Hello,

When you select to connect to an instrument it provides a date next to it. So: File>connect>Market replay > [instrument date]

Sorry, jumping in here, so I may be off base.

[pbz1111]

Hello,

When you select to connect to an instrument it provides a date next to it. So: File>connect>Market replay > [instrument date]

Sorry, jumping in here, so I may be off base.

True, but some recordings (most that I found online) have multiple consecutive days. For example I connect to 9/28/2009 from File - Connect - Market Replay - 9/28/2009 and in that recording if I slide the bar to the right it starts on 9/28/2009, continues over to 9/29/2009, and finishes with 9/30/2009, so 3 days in a single recording.

[NinjaTrader_Bertrand]

Correct, this will be addressed with NinjaTrader 7 -

General Market Replay Enhancements
- Overall performance improvements
- Data files are now always split at midnight US ET
- All recorded replay data files are now aggregated into a single replay session on connect allowing for continuous replay across all available days
- Chart draw objects added to a chart during replay are now removed on rewind