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Playback testing for mnq june 2021 time

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    Playback testing for mnq june 2021 time

    In playback mode,

    i tried to go back to MNQ June 2021 dates download. I was not able to.

    can you please guide me, how can I download all these old data?

    is there any way to do that? I want to run my strategy back testing for Year 2021 months/dates

    Help

    #2
    Hello manitshah915 ​,

    Thank you for reaching out.

    First, you would need to note which Playback you are using.

    Market Replay - Can only play back up to 90 days from current date, and days need to be downloaded manually/individually.

    Historical - Can only "playback" 1 year from current date, and data needs to be downloaded based on active contract (Download 3 months of 03-24 / 12-23 / 09-23 etc)

    When using the Historical playback, you also need to make sure you are selecting the correct contract date on your Chart that was active. For example, if playing a date for ES of January of this year, you would select the ES 03-24 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:

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

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

    Please let us know if we may be of further assistance.​
    Erick P.NinjaTrader Customer Service

    Comment


      #3
      NinjaTrader_Erick-

      I am using Playback mode. Not market replay.

      I asked explicitly, how to download data in playback for testing of Year 2021? means 3 years back!

      I want to do playback testing of strategy for MNQ JUNE 2021 contract

      Comment


        #4
        Hello manitshah915​,

        Thank you for your message.

        The data you will be downloading from your broker connection, will be Historical data.

        Historical Playback 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.

        When downloading futures data, you're restricted to downloading the data that is available for the specified contract that you enter, from the time it rolls over to the date it expires.

        For items like the MNQ, this is going to be 3 months. For example:

        When downloading data in NinjaTrader and selecting the MNQ 12-23 Contract for January 1, 2023- December 31, 2023, I receive data from September, October, and November until December 12, 2023 at that is the data that specific contract was set to roll over.

        I would not get data from May, for example, because the 12-23 contract was not active at that time.

        For more information on loading historical data please visit the link below:
        Please let us know if we may be of urther assistance.​
        Erick P.NinjaTrader Customer Service

        Comment

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