How to use MarketReplay downloader Add-On

Quick links:
   Download types
   Download options

Select “Batch Download Replay Data…” menu item.

A dialog box with MarketReplay downloader will appear.

Select instruments and a date range and click “Download” button.

Download Replay data and:

  • Append to the existing data
    This is a normal download. New data will be appended to the existing one.
  • Replace existing data
    Choosing this option means that ALL your existing data will be replaced with the data you are about to download (even if you have chosen a different date range). Example: you had all March 2013 data for /YM and /TF, but you have just chosen to only download /YM April 2013 data. After the download you will only have your /YM April 2013 data. (All of your /YM and /TF March 2013 data will be erased).

    However, if you have previously used MarketReplay Downloader to retrieve your /YM and /TF March 2013 data, it will be stored in a local compressed folder. Later on, if you decide to use MarketReplay Downloader again to get the same data, it will be restored from the compressed folder, which could save you a lot of time.

Download options

  • Default
    You will download a data selected in the list of instruments for the specified date range. You need to pay attention whether or not a particular selected instrument is active for a specified date range.
  • Active only
    You will download a data selected in the list of active instruments for the specified date range. If a contract in a continuous form was selected a corresponding active contracts will be downloaded. In this case you may select a series of the instruments like:
    6E 03-13, 6E 06-13, 6E 09-13 and when requesting the data from January 2013 till September 2013 a corresponding active contract will be loaded 6E 03-13 for the January-March period, 6E 06-13 for the March-June period, 6E 09-13 for the June-September period That being said you won’t get any data for 6E 09-13 for January because it was not active.
  • Continuous contract (##-##)
    All the data in replay folder will be downloaded in the form CL ##-##. In the selection list you need to use either continuous contract or normal contract. You need to use CL ##-## on all your charts, strategies, Market analyzer and SuperDom to play in simulation.

Please note that if some of the dates are holidays or non-trading days a warning message will appear on the screen. This message will be automatically closed.

When downloading a progress bar will appear and the download process may be cancelled at any time by pressing “Abort” button.

If you see “Downloading Level I replay data” message in NinjaTrader Control Center’s status bar it means the data is being downloaded from NinjaTrader servers.

When your download is complete the following message will be displayed: