Got a question about the Market Replay data with NinjaTrader. I want to trade the DAX (European Future Market), but I need to open an account in order to get the live data. I would like to hold off on opening an account until I can try some strategies out. I know that I can use the replay data, but I am wondering how soon can I use the replay data?
For example, if I want to trade the same day, could I download the replay data an hour after the market opens, then it will allow me to trade that same day? Or is there a delay in when they post the data (like a day or so)?
The 7ticks servers from which you can download replay data usually limit the download speed to something around 25-30 kByte/sec. If you download the level 1 and level 2 replay data for ES for one day, the size of the two files would be something like 25,000 - 30,000 kByte. Downloading of that data may therefore take 1,000 seconds, or approximately 16 minutes.
This means that you will typically end up with data that is about 10 - 15 minutes old, when you use it. If you only require level1 data, the download time should be smaller than 5 minutes per instrument loaded.
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