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If you want to download historical data, you can use the Historical Data Manager.
If you create a list with instruments, you can download the data of all instruments contained in the list for the current day. In the screenshot below I have selected the Default list. This setting will download minute and daily data for all instruments in the default list from August 12 to August 15 with a single click.
My understanding is for Market Replay Data, you can only download one instrument, one day at a time. I asked the same question on the Ninjatrader forum, and that is the response I received.
If somebody knows of a way download more than one instrument or more than one day's data, please let me know.
Big Mike,
If the tool on that that link that JURA posted will do what I think it does, it is well worth the $50 lifetime membership fee. Does it work? Will it allow me to download mutiple instruments at the same time for any particular data replay day?
I don't use NinjaTrader and can't comment on whether it "works" or not. Do not become an Elite Member to "buy" an indicator or tool. Become an Elite Member if you want to support the site.
The author of that thread/tool placed it in the Elite section, as many do, to help support the site.
