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TD Ameritrade recorded data not playing in NT8

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    TD Ameritrade recorded data not playing in NT8

    I can see several days of recorded data from TD Ameritrade under my Market Replay EDIT section. I connect to the PLAYBACK section and open up a chart. I can see the candlesticks in the chart, but pressing the play button doesn't advance the data. The only way to see the ticks is to manually move the chart.

    Am I doing something wrong?

    #2
    Hello twhite983 ,

    Thank you very much for your post and welcome to the NinjaTrader forums!

    Market replay data needs to be consecutive to work in the replay. This means if you e.g. disconnected for a few hours each day, the recorded data would have too many gaps to be replayed.

    As NinjaTrader offers 90 days of market replay data free of charge; have you tried downloading the market replay data directly, and does this produce the same error?

    To download/overwrite the existing files, please click on Tools > Historical Data > Load > Get market replay data.

    I look forward to your reply!

    Comment


      #3
      Originally posted by NinjaTrader_Manfred View Post
      Hello twhite983 ,

      Thank you very much for your post and welcome to the NinjaTrader forums!

      Market replay data needs to be consecutive to work in the replay. This means if you e.g. disconnected for a few hours each day, the recorded data would have too many gaps to be replayed.

      As NinjaTrader offers 90 days of market replay data free of charge; have you tried downloading the market replay data directly, and does this produce the same error?

      To download/overwrite the existing files, please click on Tools > Historical Data > Load > Get market replay data.

      I look forward to your reply!
      In order to download the data directly from Ninja Trader, what type of connection do I need to be in? I currently have a TDA connection and at the moment am only using Ninja Trader for back testing purposes.

      I reviewed the recorded data and while it wasn't the entire day I didn't see any gaps. To be sure, I deleted all of the recorded data and will start fresh tomorrow. Click image for larger version

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      Comment


        #4
        Hello twhite983 ,

        Market replay data may be downloaded free of charge and does not require an existing connection, as it would use NinjaTrader's own servers.

        To download this data, please click on Tools > Historical Data > Load > Get market replay data, enter the instrument and date, and you will get Level 2-based data free of charge:

        Click image for larger version

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        While you may only download one day at a time (as this data can reach a significant size), all commonly traded instruments should have this available for the last 90 days and there is no restriction to how much data you may download.

        Please let me know should you have any further questions!

        Comment

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