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Got a question about the Market Replay data with NinjaTrader. I want to trade the DAX (European Future Market), but I need to open an account in order to get the live data. I would like to hold off on opening an account until I can try some strategies out. I know that I can use the replay data, but I am wondering how soon can I use the replay data?
For example, if I want to trade the same day, could I download the replay data an hour after the market opens, then it will allow me to trade that same day? Or is there a delay in when they post the data (like a day or so)?
Thanks for your help!
Can you help answer these questions from other members on NexusFi?
The 7ticks servers from which you can download replay data usually limit the download speed to something around 25-30 kByte/sec. If you download the level 1 and level 2 replay data for ES for one day, the size of the two files would be something like 25,000 - 30,000 kByte. Downloading of that data may therefore take 1,000 seconds, or approximately 16 minutes.
This means that you will typically end up with data that is about 10 - 15 minutes old, when you use it. If you only require level1 data, the download time should be smaller than 5 minutes per instrument loaded.
