Downloading Replay Data

[Faurholdt]

Hello,

Please excuse me, if this is a silly question. I am unfamiliar with how futures work.
I am looking at available data for market replay and I can download the same day (for example December 13, 2022) under the MES 03-23 and MES 12-22 symbol.
Which is correct to download, if not both are?

Thank you,
Andreas Faurholdt

[NinjaTrader_Eduardo]

Hello Faurholdt,

Thank you for your post.
There are differences in the data of each contract, but you can download data for both contracts, which is stored for 90 days.

[Rutgnes]

Hello,
Do you know why is not possible to download the market replay data for instruments ES 06-23 nor ES 03-23 from 11-03-2023?
Thank you!
BR

[Faurholdt]

NinjaTrader_Eduardo
Thank you. Can you tell me what the difference is?

[NinjaTrader_Eduardo]

Hello Rutgnes,

Thank you for your post.
We only store Market Replay data on our servers for 90 days. After this time, the data is no longer downloadable through the Historical Data window in the platform.

Faurholdt, this is due to the nature of futures contracts. Though they are the same underlying instrument, they have different expiry dates and are therefore traded as different contracts.

A futures contract, or a "future," is an agreement to buy or sell an asset or security at a predetermined price on a future date. The potential profit in futures is generated by the difference between how much the asset was agreed to be purchased for and how much the asset is actually worth on the purchase or sale date. Futures allow you to invest in the value of particular asset types, and they can profit from accurate predictions about the future worth of an asset or security.