What Market Replay data is available?

[adamus]

I think this is an obvious question and I figure I missed the answer somewhere but I can't find any info about what market replay data is available to download.

It seems the only way i can tell is to try to download a particular contract and date, and then see if it collects anything.

For instance, I would like to collect market replay data for 6E as far back as possible. Is 6E available, and if so, what dates? If not, can I get the forex Euro/USD instead?

Thanks

[NinjaTrader_Kyle]

Hi adamus,

Thanks for your post.


Unfortunately, there's not currently a resource which lists what data is available and what dates we store information for with each instrument. This is a suggestion we've seen a few times, however and development is currently looking in to it.

In the meantime, what I can tell you is that the Market Replay data offerings will very closely match what is available in terms of historical data when NinjaTrader historical data servers are used. We collect data for futures and forex instruments only (6E and $EURUSD both included). What data is available will vary from instrument to instrument - for something commonly traded like ES, we should have a good deal of Market Replay data available; somewhere in the area of a years worth.

[adamus]

Hi Kyle

thanks for the frank outline of the market replay data situation.

On the technical side, is it possible to isolate the market replay data in a file or directory, and hence copy it from one machine to another?

Therefore is it possible that other NT users have already downloaded what is available and would be able to put it on a CD/DVD/portable harddrive and if persuaded, make it available like that?

[NinjaTrader_Kyle]

Hi adamus,

That is possible.

Market Replay data is held in the Documents > NinjaTrader 7 > DB > Data folder. Simply copying the sub-folders, then pasting them to another PC and restarting NinjaTrader is all it takes to transfer data.