Market Replay & Historical Data

[sgordet]

I want to replay in the afternoons my charts from the mornings.

Since I then won't have replay data from the afternoons, will NT show me the historical data on my charts prior to when I switch over to replay.and will it calculate my indicators for that prior period, seamlessly joining the data?

Corollary to this, while I'm in replay during the afternoon part of the session, will the missing historical data be captured as historical data on my computer the next time that I switch over to the live feed; also, will the missing replay data be captured when reconnecting live?

[NinjaTrader_Jason]

Hello sgordet,

Yes, when you connect to the Playback, charts will load historical data as per the 'Days to load' setting in the Data Series menu of the chart. This is regular historical data you have present in NinjaTrader and not Market Replay data. Once you hit Play, the chart will receive realtime data from the Playback connection. Indicators are calculated as per the data loaded in the chart. So they are calculated on historical data and Playback realtime data that is loaded in the chart.

Yes, when you connect to your data feed/broker later on, the missing historical data will be loaded as historical data.

You can only load Market Replay data at Control Center-->Tools-->Historical Data-->Load-tab-->Get Market Replay data. Market Replay data is not automatically loaded when you connect to your data feed/broker.

[sgordet]

Thanks, Jason.

A few more questions:

1. When I go to download the Market Replay data, I will already have downloaded part of the day's data. Does Market Replay automatically overwrite as necessary or do I need to delete the existing day's data?
2. I trade only futures. What is the difference between using Historical Data for Market Replay as opposed to the specific Market Replay data?
3. The Market Replay download screen defaults to the previous day. Can I download load data for the current day; if so, how far back from the download time?
4. It appears that each instrument needs to be individually downloaded. Is there a way to group instruments into one download?

[NinjaTrader_Jason]

1. It will automatically overwrite. No need to delete Market Replay data for the existing day.

2. Please see the link below that goes over the difference.
https://ninjatrader.com/support/help...gHowThePlaybac kWorks

3. It loads Market Replay data up to the current second.

4. Unfortunately you can't download Market Replay data for multiple instruments at once. You will need to download it individually for each instrument.