Market replay NASDAQ issue

[kingtobes]

I've been trying to download market replay data for NASDAQ stocks such as TSLA and PYPL, every time I try to download this data for any given date it comes up with "There is no market replay data available for the instrument/ date." I was wondering if there is any way of accessing replay data for these markets if so what do I need to do to access them?

[NinjaTrader_ShawnB]

Hello kingtobes,

Thanks for your post.

Stock replay data is not available from Ninjatrader replay servers. When using the Download Replay Data tool, only Futures and the most common Forex pairs would be available for download.

To get replay data for stocks you have two options.

1. Find a 3rd party stock replay data vendor for stocks. Due to compliance, I cannot recommend a 3rd party vendor. However, you can open a search engine such as Google and search for a market replay data vendor for NinjaTrader.
2. Record the data with your TDA connection. To enable the Market Replay Recorder, go Tools> Options> Market Data, Check Enable market recording for playback and select OK. Now data will be recorded for any instrument in any NinjaTrader window that is receiving live market data. Now data will be 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.

Please do not hesitate to contact us for any other NinjaTrader inquiries you may have.