• 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 CL 08-21 part 2 of 3, once that file has finished downloaded, you need to rename it into "CL 08-21.7z.002"
• 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)
  

If you are not too familiar with Windows file extensions and your Windows settings, make sure to check this thread out:

How to show file extensions for known file types in Windows When attempting to extract multi-part downloads I've seen a few users being tripped up by the Windows option that hides file extensions for known file types. Typically they would follow instructions, only to be met with extraction error messages. What …

dowload and unzip file in NT 8 replay folder Documents\NinjaTrader 8\db\replay
The file will create a folder with the relevant front month and a series of .nrd files inside (one per day)

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.