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How far back can Market Replay go with Continuum?
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How far back can Market Replay go with Continuum?

  #1 (permalink)
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How far back can Market Replay go with Continuum?

I understand the ability to download Market Replay data is linked to the data feed provider you are with.


How far back could one go with Continuum?


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  #2 (permalink)
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xplorer View Post
I understand the ability to download Market Replay data is linked to the data feed provider you are with.


How far back could one go with Continuum?


Asking for a friend

No, AFAIK it's not linked with your data provider, these data are coming from NinjaTrader servers.
I think it's 2 years old maximum.

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  #3 (permalink)
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sam028 View Post
No, AFAIK it's not linked with your data provider, these data are coming from NinjaTrader servers.
I think it's 2 years old maximum.

Thanks Sam.


Probably I should have also specified: is this valid for both L1 and L2?

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xplorer View Post
Thanks Sam.


Probably I should have also specified: is this valid for both L1 and L2?

I think so, yes, but NinjaTrader support will have the real/official answer.

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I got in touch with NT support. Leaving their reply here in case anyone has the same question


Quoting 
When market replay data is concerned the amount of available data depends heavily on the market you are downloading for.

However, for most supported markets you can get L1 and L2 data up to 90 days back. Sometimes you may be able to get more data though as previously mentioned this can depend on the instrument you are requesting.


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not sure if this help. I see this on my MR data down-loader for ES

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  #7 (permalink)
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paps View Post
not sure if this help. I see this on my MR data down-loader for ES

Thanks paps, that would suggest availability of 3 years worth of data for the ES, which is a lot.


That screenshot is of an interface I don't recognize. Normally when I download with the default NT7 interface I only get this

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Is yours a different interface?

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xplorer View Post
Thanks paps, that would suggest availability of 3 years worth of data for the ES, which is a lot.


That screenshot is of an interface I don't recognize. Normally when I download with the default NT7 interface I only get this

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Is yours a different interface?

I use this for data download. http://www.marketreplaydata.com/

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paps View Post
I use this for data download. http://www.marketreplaydata.com/

me2 wish they would clean it up a bit some spikes there are out of this world.

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