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How to download market data for expired EX contracts?

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    How to download market data for expired EX contracts?

    How do I download "Market Replay Data" for historical/Expired E-mini futures contracts?
    I understand how to download and use the market replay function for the current E-mini futures contract, but am not sure of how to add data for previous, expired contracts from last year.

    #2
    Hello Newtrader101,

    Thanks for your note.

    Market Replay data only goes back 90 days, so you would not be able to download data from last year. You could download regular historical data going further back using the front month for the time period being downloaded, for example 'ES 12-18', however it should be noted that this data will be less accurate for the purposes of forward testing strategies.

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


    Tyler M.NinjaTrader Customer Service

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      #3
      Thank you for the quick response.

      Comment

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