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how to download data in MARKET REPLAY for MNQ 09-24

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    how to download data in MARKET REPLAY for MNQ 09-24

    I WANT TO Run backtesting via Playback/market replay mode for August 2024 month.

    How can I download data for MNQ 09-24 -august month dates?

    (I am using personal ninjatrader account that I use to trade Futures market.)

    Guide me. how to do that

    #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

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