NT 8 Market Replay data for ES
Contract: ES 12-21 - Multipart download ( why are these in chunks?)
Download and extract instructions:
Note this is a multi-part download.
- You will need to download all parts before extraction.
- Dowload and unzip all files in NT 8 replay folder Documents\NinjaTrader 8\db\replay
- Once an individual part has been downloaded it needs to be renamed according to the number in its sequence
- For example, if you are downloading ES 06-21 part 4 of 11, once that file has finished downloaded, you need to rename it into "ES 06-21.7z.004"
- Once all files have been downloaded and renamed, right-click on the first one and select "extract here"
- Make sure to use the "Extract here" function as shown, and not the "Extract to" function, to avoid the creation of a folder within a folder
- The archive will create a folder with the relevant front month and a series of .nrd files inside (one per day)
Note 1: the archive contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month.
Note 2: 7zip is required to extract the replay files. It is a free download available at https://7-zip.org/download.html
If you are not too familiar with Windows file extensions and your Windows settings, make sure to check this thread out:
Category NinjaTrader Market Replay Data
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