Link to NinjaTrader's updated Market Replay facility
Is here (. This is new (as of 2015) and may be another source for historical data.
2011
January's posting is here (
February's posting is here (
March's posting is here (
April's posting is here (
May's posting is here (
June's posting is here (
July's posting is here (
August's posting is here (
September's posting is here (
October's posting is here (
November's posting is here (
December's posting is here (
2012
January's posting is here (
February's posting is here (
March's posting is here (
April's posting is here (
May's posting is here (
** Started posting ETF data here for DIA, GLD, IWM, QQQ, SLV, SPY, USO, XLE, XLF, XLK **
June's posting is here (
July's posting is here (
August's posting is here (
September's posting is here (
October's posting is here (
November's posting is here (
December's posting is here (
2013
January's posting is here (
February's posting is here (
March's posting is here ( (gomi) and here ( (Qcollector/flat file)
April's posting is here (
May's posting is here (
June's posting is here (
July's posting is here (
August's posting is here (
September's posting is here (, CL update here (
October's posting is here (, flat files here (
November's posting is here (, flat files here (
December's posting is here (, flat files here (
2014
January's posting is here (, flat files here (, extra backfill 6A and Bonds here (
February's posting is here (, flat files here (, 6A and Bonds here (
March's posting is here (, flat files here (
April data is here (.
May data is here (.
June data is here (.
July data is here (. (Added EU Markets; see this link for name conventions.) Also July fix for gold here ().
August data is here (.
September data is here (.
October data is here (.
November data is here (.
December data is here (.
2015
January data is here (. (Added 6J)
February data is here (.
March data is here (.
April and May data is here (.
June data is here (.
July data is here (.
August data is here (.
September data is here (.
October data is here (.
November data is here (.
December data is here (.
2016
January data is here (.
February data is here (.
March data is here (.
April data is here (.
May data is here (.
June data is here (.
July data is here (.
August data is here (.
September data is here (.
October data is here (.
November data is here (.
December data is here (.
2017
January data is here (.
February data is here (.
March data is here (.
April data is here (.
May data is here (.
June data is here (.
July data is here (.
August data is here (.
September data is here (.
October data is here (.
November data is here (.
December data is here (.
2018
January data is here (.
February data is here (.
March data is here (.
April data is here (.
May data is here (.
June-July data is here (.
August-September data is here (.
October-December data is here (.
Flat File Format Details
For details of the fields in the flat file data, please look here ( and here (.
Flat file to NinjaTrader Converter
Is available in this thread, here (.
Video Tutorial on using the gomi data with GomRecorder and NinjaTrader:
Two part video. Part 1 covers QCollector side, only of interest to you if you want to collect your own data. Part 2, which starts at 6:00 minute mark if you want to skip to it, covers what to do with the data downloaded from this thread and copy it to your GOMFOLDER for use with NinjaTrader.
mike/grecorder-embed/grecorder-data
Tutorial below courtesy Sammy C
How to import historical intraday tick data into NinjaTrader using data collected through the GomRecorder
These are my notes based on Danayster’s excellent “How to Download This Tick Data for Ninjatrader” video outlining the process of getting the data already collected through the GomRecorder into NinjaTrader for Windows 7.