NinjaTrader Market Data Recording And Replay

In this video we are going to discuss how to setup and use the NinjaTrader market data replay tool.

The ability to replay market data on a trading chart is a very valuable part of the NinjaTrader program.  You know how we have used it in training videos for discussing different aspects of the trading method.

And you could use the market replay for yourself, both to practice your trading, and especially for getting a better feel for what a trade setup looks like real time as the setup components are developing.

NOTE:  You can use NinjaTrader market replay with a free license.

NinjaTrader Market Data Replay

Setting Up NinjaTrader Market Replay Data

To begin with, there are 2 different ways of using market replay:  (1) you can record your own live real time data (2) you can download replay data from the NinjaTrader servers.

Recording Real Time Data

  • Tools | Options | Data
  • Check the box that say record live data
    • You will now be recording your data from any chart window you have open going forward

Download Replay Data From NinjaTrader

NOTE:  Before using this function, you must first turn of the live market replay recorder if you have it running.

  • Select instrument and date
    • This is only available for futures [and forex pairs]
    • Use L1 data for charting data
      • You can also download L2 data, which is market depth, if you really want it
      • You can only download data for one instrument and data at a time, but you can do this as many times as you want

How To Replay The Market Data

NOTE:  you must have recorded live data or downloaded replay data and have it inside your compute

  • Close any data connections
  • File | Connect | Market Replay Connection

Once you have established your market replay connection, you will be able to open up a chart for the data.

  • When you do connect to market replay, you will see that you have a replay controller
  • Right click on the controller and you will be able to see all your available data, along with go to a date and time of your choosing

You will use the single controller arrow to replay the data at single speed, and the double arrows to speed it up as fast as you want.  Additionally, you can pause the replay any time you want to make notes about you are watching.

And that’s all there is to setting up and connecting to the NinjaTrader market data replay tool.

We will continue to use the market recordings for our training videos and in training sessions, and it’s a trading tool that can be very useful for individual traders chart study and trading practice.