Downloading Market Replay Data

[crazyhorse2393]

I've looked at the link http://ninjatrader.com/support/helpG...WithReplayData, but still can't make it work.

tools->options->market data->enable market recoding for playback (unchecked)

then...

tools->import->historical data->get market replay data->Instrument (spy)->date->11/13/20->download->There is no market replay data available for the instrument date
(I can change instruments and dates and I get the same error message.

I am connected to my broker when I do this, though I've tried it connected to everyone and it makes no difference. What am I doing wrong?

[crazyhorse2393]

Also, it is my understanding that this data comes from NT servers. My broker is TD Ameritrade and I understand that they don't provide historical data, but I'm assuming this should still be able to work?

[NinjaTrader_Dennis]

Hello,

Thank you for using NinjaTrader.

In this case, these are two different tools.

If you are using the first option you mentioned, the data will be recorded on your PC during live market hours as long as your PC is on and NinjaTrader 8 is running and connected to your data provider. Data is recorded for any instrument in any NinjaTrader window that is receiving live market data. Level II (market depth) data is only recorded if a Level II, SuperDOM, or FX Pro window is open and receiving data for the instrument. The Market Analyzer window is the recommended recording window as multiple instruments can be added to one Market Analyzer window and all recorded at the same time.

The second option is only for downloading the data from our servers which in this case, this type of data would not be recorded on our servers and therefore not available for download.

To use recorded Market reply data you will not need to download the data.

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