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On NinjaTrader you should be able to download the last 90 days worth of Market Replay data for most products - this is what I'm told by their customer support.
Can you help answer these questions from other members on NexusFi?
Yes, you cannot download more than one day at a time, which means if you want to download last week's data you will need to download the 20th, then the 21st, then the 22nd, and so on.
However you should be able to download the last 90 days worth of data in that manner.
I believe other Market Replay data providers let you download multiple days at a time, but not for free.
I use the pro version of marketreplay.net for batch downloading, and I'm able to download 12 months of data. I can download either the continuous contract of any future contract or the monthly contract .
