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How to download the most accurate data to market replay

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    How to download the most accurate data to market replay

    Hello,

    I need to load several months of historical data into the market replay. I need the most accurate tick historical data.

    Could you please tell me how I can download them?

    Also, could you please explain if the selected contract expiration affects the accuracy of the downloaded historical data?
    What do I mean? Let's say I need to load historical CL futures data that was two months ago. Today the name of the futures contract is CL JUL24. Which CL futures contract do I need to load to get the exact tick historical data that was two months ago? Or does the contract name have no effect on the accuracy of the downloaded data?

    I would be very grateful if you could explain me these specifics of the market replay.​

    #2
    Hello Anton Tymoshchuk,

    Thank you for posting on the NinjaTrader forums.

    Market Replay data only goes as far back as 90 days, anything further will need to be downloaded as historical data from your data provider.

    You can do this by connecting your data provider and going to Tools > Historical Data >


    In red: Historical Data download.
    In blue: Market Replay Data.

    Click image for larger version

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    Last, when downloading data - you would need to select the correct instrument 'name' when choosing what market data you'd like to download.


    Thank you, please us know if there's anything else we can assist with.

    Comment


      #3
      Hello! I'm sorry I've been out of touch. Thank you for your reply, it helped me!

      Comment

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