Market Replay on expired contracts

[cabum]

Hi,


How can I use Market Replay on expired contracts? Current contract for CL is 11-18, I need to replay 10-18 contract for example. What should I do?


Thanks!

[NinjaTrader_PatrickG]

I have provided a link below to our YouTube video that provides a brief overview of downloading Market Replay data, connecting to the Playback Connection, and replaying data:

• https://www.youtube.com/watch?v=wvoc16oJhk8

To use the Playback Connection you will first need to have data for Market Replay. NinjaTrader offers a limited amount of replay data free to download. Only the most common instruments are currently available. Market Replay data is maintained on our servers for at least 90 days.

To download replay data:

• Select the Tools menu in the Control Center, select the menu item Historical Data and select "Load" tab. Here the section "Get Market Replay data" can be expanded.
• Select the instrument and date of the desired replay data and press the OK button to begin the download.
• To select an instrument that isn't in the list, just type it directly into the instrument selector: CL 10-18

Please see the following help guide page for more information:

http://ninjatrader.com/support/helpGuides/nt8/en-us/index.html?set_up12.htm#HowToDownloadPlaybackDataFromTheNinjaTraderServer

To start playback, first disconnect from any other connections. Connect to the Playback Connection by going to Connections > Playback Connection.

Select the time frame for the Market Replay Data you would like to view. NinjaTrader windows will only display data for instruments and times you have data available.

You can check what data you have available by right clicking on the Playback Connect controls and selecting 'Available data'. Data will only be displayed within the selected time frame.

I have provided a link below to our Help Guide that goes over Market Replay.

• http://ninjatrader.com/support/helpG...connection.htm

[cabum]

Thanks Patrick!

[wildwex]

I guess a better question would be how one would setup PLAYBACK to play across multiple instrument expiration dates. For example NQ 03-19, NQ 06-19, and NQ 09-19. If you have Playback Data across multiple expirations, where do you setup the chart? Is there a limit, say 180 days? etc...

[NinjaTrader_PatrickG]

You would download/record the market replay data then playback the data. When the contract switches, you would also switch your charts (or whatever window you're using to view the data). Playback data is maintained on our server for 90 days, so you would be limited by that unless you had another source for older replay data or were using historical tick data for playback.

[sledge]

I guess a better question would be how one would setup PLAYBACK to play across multiple instrument expiration dates. For example NQ 03-19, NQ 06-19, and NQ 09-19. If you have Playback Data across multiple expirations, where do you setup the chart? Is there a limit, say 180 days? etc...

Copy the data you want into a folder called NQ-##(or however the folder structure is in nt8/replay), and replay that new contract name instead.


don't put multiple days from the same day in there. That doesn't work well.

[wildwex]

Thank you NinjaTrader_PatrickG and sledge . Is there a video (youtube or elsewhere) that provides more detail into PLAYBACK when it comes to stringing together an instrument's multiple expiration dates? This seems to be a valuable area lacking in good documentation/best practice when it comes to using the tool in NT8.

[sledge]

Not that I know of. I figured it out after reading some suggestions here over the year and it finally clicked.

I have almost 5 years of ES-## market replay data in a folder.

[koganam]

Not that I know of. I figured it out after reading some suggestions here over the year and it finally clicked.

I have almost 5 years of ES-## market replay data in a folder.

sledge, could you kindly make contact. I seem to unable to send you a private message.

[sledge]

sledge, could you kindly make contact. I seem to unable to send you a private message.

Ok I found my problem.

cleaning out later

[JustinOfNazareth]

I guess a better question would be how one would setup PLAYBACK to play across multiple instrument expiration dates. For example NQ 03-19, NQ 06-19, and NQ 09-19. If you have Playback Data across multiple expirations, where do you setup the chart? Is there a limit, say 180 days? etc...

Hey wildwex, I was just trying to figure this out for some es contracts earlier this year. I had the data downloaded and saved and was looking at how to change my chart to that contract as by default my chart only allows the current and adjacent previous contracts, which are saved in the drop down box. If I'm understanding your issue correctly just load the desired day/days in playback, go to the contract and select the instrument, hover over the text(not the arrow), you can actually clicked and backspace and type in the desired contract expiry hit enter and it should work. Cheers

[wildwex]

Hey wildwex, I was just trying to figure this out for some es contracts earlier this year. I had the data downloaded and saved and was looking at how to change my chart to that contract as by default my chart only allows the current and adjacent previous contracts, which are saved in the drop down box. If I'm understanding your issue correctly just load the desired day/days in playback, go to the contract and select the instrument, hover over the text(not the arrow), you can actually clicked and backspace and type in the desired contract expiry hit enter and it should work. Cheers

Great - thank you sir!

[timko]

Hi guys! thanks for the information. Take ES as an example, could any one write up a step-by-step guide from the ground up (data download) to the final replay process? Thanks in advance!