Past Market Replay Data

[shahabjet1]

Hi, I know I can download Market Replay data in Ninjatrader 8 up to 3 months ago directly in the Ninjatrader but I need more than 3 months Market Replay data for my strategy back testing. What is the recommended affordable source to download earlier than 3 months? Also second question is, where can I find live data related to Futures expiration date, such as, a place online where it says MES 03-21 is only from say 01/01/21 through 03/20/21 and date X is roll over date; in other words, I need symbol and expiration window. Thanks.

[bltdavid]

Try this,

https://www.marketreplaydata.com

[shahabjet1]

Thanks, I installed EAS trial just now however when I try to download any days of market replay data it says I have reached my daily download limit, without downloading anything yet! Also, how accurate their data is when compared to Ninjatrader day by day market replay data download?

[bltdavid]

What is EAS?

Sorry, I never made a huge effort to compare them.

[NinjaTrader_Jim]

Hello shahabjet1,

Thanks for your post.

You could consider investigating unaffiliated resources of Market Replay to download more Market Replay data than we have available. Market Replay is a complete recording of Level 1 and Level 2 data as it is seen. We cannot comment on the data provider 3rd party sources use to record their Market Replay data, but the recording would be as accurate as the data was received from the person who recorded it.

To view contract rollover, expiry dates, and other trading events, please click the link below.

• https://ninjatrader.com/blog/trade-desk-calendar/

You may also view an instrument's definitions to see the rollover dates configured for each instrument from the Control Center's Tools > Instruments menu, and then selecting edit after selecting an instrument to view the instrument definitions. From here, you may scroll down and select Contract Months to see the configured rollover dates.

We look forward to assisting.

[shahabjet1]

bltdavid by ESA in my response above I meant the app in the website that you sent: https://www.marketreplaydata.com

[shahabjet1]

Jim, does Ninja by any means provide Market Replay data for more than 3 months in the past?

[NinjaTrader_Jim]

Hello shahabjet1,

We only keep 90 days of Market Replay recorded. Obtaining more Market Replay data would require obtaining that data from an unaffiliated provider.

[bltdavid]

bltdavid by ESA in my response above I meant the app in the website that you sent: https://www.marketreplaydata.com

Thanks, but that, uh, still begs the question,
because I'm still confused ...

What do the 3 letters 'E', 'S', 'A' stand for?

Also, is it "ESA" or "EAS"?
Is that some kind of internet abbreviation thing?

In reference to the website I gave you,
I honestly don't see where "ESA" comes from.

What am I missing?

[shahabjet1]

Hi bltavid; I meant Essential Addon Suite (EAS) in my earlier comment. Now, as I said yesterday, after installing EAS trial yesterday when I tried to download days of market replay data the application gave error that I have reached my daily download limit, without downloading anything yet! Do you know why this error is happening and what's the way around it to use trial?

Also, how accurate is the offered data when compared to Ninjatrader day by day market replay data download? Thanks

[shahabjet1]

Jim, is it my understanding that not only Ninjatrader do not provide market replay data for earlier than 3 months ago, but also does not recommend any sources that provide reliable data? How are developers supposed to test their strategies? Only with past 3 months data? lol! Does not sound like something Ninjatrader should suffice to....

[bltdavid]

I meant Essential Addon Suite (EAS) in my earlier comment. Now, as I said yesterday, after installing EAS trial yesterday when I tried to download days of market replay data the application gave error that I have reached my daily download limit, without downloading anything yet! Do you know why this error is happening and what's the way around it to use trial?

Also, how accurate is the offered data when compared to Ninjatrader day by day market replay data download?

Ok, thanks.

Sorry, I don't know anything about EAS.
If you're having problems with EAS, contact that vendor for support.

EDIT: a quick google tells me that EAS != MRD.
Last I knew, MRD offered many years of Market Replay data.
I no longer use MRD, but had no complaints about the service

EDIT2: Hmm, just checked MRD website, it appears they only
offer 2 years of data. I thought it was more than that, oh well.

[shahabjet1]

An update here, I could download more than a year worth of daily market replay data (maybe unlimited) through Essential Addon Suite (EAS) trial free version, which is amazing!