Market Replay and Contract rollover

[darkhorse]

When downloading Market Replay, do I have to know which Contract/Instrument eg CL 06-11 was used for this time period, and when I replay the data via replay do I need to have that Contract/Instrument Selected?

If the answer is Yes and Yes how do I find which Contract/Instrument too use for specific Dates?
e.g if I go back 18 months for CL which Contract/Instrument do I use?

Thanks

[NinjaTrader_Jason]

Hello darkhorse,

Yes, you can only download Market Replay data when the instrument and expiry were trading.

To check at what dates the instrument & expiry month was the front month instrument, please go to Control Center-->Tools-->Instrument Manager. Please highlight the instrument in the 'Available master instruments' section and click Edit. Subsequently select the Misc-tab and scroll to the bottom. Select the 'Contract months' row and click the '...' button that appears.

For example as per the CL instrumemnt, select the 06-11 expiry month and you will see a rollover date listed - 4/18/2011. If you select the next expiry month (07-11), it lists 5/19/2011 as roll over date. So the CL 06-11 is used as front month instrument from 4/18/2011 to 5/19/2011.

So if you like to download Market Replay data for the CL 06-11, please use a date within this period.

[darkhorse]

Jason,

That is perfect, Brilliant and so handy.

Awesome Thanks

[darkhorse]

I have been asked if this can be done on NT6?
Thanks.

[NinjaTrader_Jason]

Unfortunately NinjaTrader 6.5 does not have the option to download Market Replay data - you can only record Market Replay data.

It does not have expiry months (rollover dates) defined either.