Does anyone have the replay data for the flash crash this year? May 6th 2010? (and May 7th)
For the ES, and/or TF, YM, NQ?
Jeremy
For the ES, and/or TF, YM, NQ?
Jeremy
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Hi Jeremy,Originally posted by Jeremytang View Post
Indeed interesting to look at. Have you tried the 'Download Replay Data' utility in NT7? (File --> Utilities --> Download Replay Data). I just tried it myself, because I also didn't have replay files of the flash crash, and I managed to download the ES 06-10 for May 5th through May 7th.
The download of the replay files can be somewhat slow, a couple of minutes for a day, so don't despair when it takes some time to download.
Btw, Kudos to NinjaTrader that the replay files are still downloadable after such a long time.
Great!
Good luck!
Regards,
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