Basic Question on Historical Data and Playback

[Dr Kerry]

Each night I download the historical data for the current contract of NQ (currently it's NQ 12-24) to use with strategy testing in playback mode. This is fine and I can access all of the downloaded data for the current contract directly from the small playback control window using the calendar date settings. However, once the contract rolls to the new contract (for example, from NQ 09-24 to NQ 12-24) I can no longer access the expired contract's data. Only the current contract can be played back. I'd like to replay data from August that was downloaded when the NQ 09-24 contract was active. If I just set the calendar dates back to August 1st it remains on NQ 12-24 and of course nothing plays because there is no data for August 1st for the NQ 12-24.

How do I access/load all of the earlier contract's downloaded data for playback?

Thank you

Kerry

[NinjaTrader_Erick]

Hello Dr Kerry ,

Thank you for reaching out.

On the Chart you are using for Playback, can you please change the instrument manually, back to the NQ 09-24?

Highlight and overwrite "NQ 09-24" here:



When using the Historical playback, make sure you are selecting the correct contract date on your Chart that was active. For example, if playing a date for NQ of January of this year, you would select the NQ 06-24 contract on the playback Chart.

If your Playback is not working:

Can you please right click in the Playback control window and select 'Show Available Data'?

This will open a new window that shows all data that is present. If 'Market Replay' is enabled in the Playback control window, it will use Market Replay data to replay the market. If 'Historical' is enabled, it will use historical tick data to replay the market.

Could it be you don't have data present for the instrument in question and day/time that is replayed?

• You can download Market Replay data at Control Center-->Tools-->Historical Data-->Load-tab-->Get Market Replay data (while disconnected from the Playback connection).
• Historical tick data can be downloaded at Control Center-->Tools-->Historical Data-->Load-tab-->Download when connected to a broker/data feed that offers the requested historical tick data.

If you select the instrument in question in a SuperDOM or T&S window, do you receive real time data there (does the last traded price change)? I would suggest confirming again whether it is in the Historical or Market Replay section in the Historical Data window, and then make sure that your Playback Controller has the correct option selected to match (there are bubbles for Market Replay vs. Historical).

Next, please try to right-click on the playback controller and say Go To. Select a date and time that is part of your available downloaded data and click OK. When you press the play button on the controller, does your chart move?

Another common issue is selecting a day to playback where there was low or no volume for the selected instrument. This could be due to the rollover of futures contracts or trying to playback data from the weekend or after-hours. This is worth taking into consideration.

We have recorded a short video of downloading CL 09-22 (as an example) historical data and playing it within the Playback Connection.I would recommend following along and trying it for yourself:

• https://www.screencast.com/t/JNaMqcN4WQIb

I've also provided our help guides below on downloading this data and the Playback Connection:

• https://ninjatrader.com/support/help...8/download.htm
• https://ninjatrader.com/support/help...connection.htm

And a publicly available link below to our Help Guide that goes over Market Replay.

• https://ninjatrader.com/support/help...8/playback.htm

Please let us know if we may be of further assistance.

[Dr Kerry]

Erick,

Thank you very much for this detailed explanation. I'm sure that I'll be able to figure out how to resolve my issue based on all of the information that you provided.

Regards,

Kerry