I have downloaded the ES 03-22 contract along with the Market Replay data, which consists of 15 .7z files. I can extract these files in Windows 11 simply by clicking “Extract.” How can I use these files with Market Replay?

Tradeer 

I have downloaded the ES 03-22 contract along with the Market Replay data, which consists of 15 .7z files. I can extract these files in Windows 11 simply by clicking “Extract.” How can I use these files with Market Replay?

Hi Tradeer,

After downloading these files did you follow the process contained in the instructions?

xplorer 

Hi Tradeer, After downloading these files did you follow the process contained in the instructions?

Hey hey Xplorer! First of all, thank you so much for always adding market replay data - I really appreciate it! Your contributions are incredibly valuable to us!
Yes, but I only tried 001 to 003. There are 15 files in total - should you always copy and paste all files from the folder? Do you create a new folder called 'ES 03-22' in the /db/replay folder, or do you just put all 15 files in the existing folder? I unzipped the files and renamed them, e.g., to 'ES 03-22-7z.001'. When I unzip it, it creates a new folder. I can't unzip it with 7-Zip, but with the Windows 11 extraction function, it works without any problems.
And how can I then start the Market Replay data? Do I need to go to Tools -> Historical Data -> Get Market Data -> Select Instrument and Date? Should I then enter 'ES 03-22'? That's why I created a folder with this name and put in the 001-003 data for testing. I have so many questions because I've never done this before.
Thanks for the quick response!

Tradeer 

Yes, but I only tried 001 to 003

Here's the set of instructions. They need to be followed step-by-step.

Try this first and let me know how you get on tomorrow.

NOTE: You need to have 7zip installed.

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:

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 …

Okay it works now. Tested it with CL first. Less data and faster

Tradeer 

Okay it works now. Tested it with CL first. Less data and faster

I created a small script to make renaming the files faster. I had issues when the order wasn't correct, so it's important to download them sequentially. And I didn’t have enough storage space. You also need to make sure you have enough storage, since the file was 6.27 GB once unzipped.
To run the script, press Windows+R, type powershell, and hit Enter. Then, execute the script in PowerShell.

Set-Location "C:\Path\To\Your\Files"
$files = Get-ChildItem -Filter "ES 03-22*.7z"
$counter = 1
foreach ($file in $files | Sort-Object Name) {
$newName = "ES 03-22.7z." + $counter.ToString("000")
Rename-Item -Path $file.FullName -NewName $newName
$counter++
}

1.Open PowerShell.
2.Replace "C:\Path\To\Your\Files" with the folder containing your files.
3.Replace "ES 03-22" with your own base name if needed.
4.Run the script. Files matching the pattern will be renamed sequentially (e.g., ES 03-22.7z.001, ES 03-22.7z.002, etc.).

Tradeer 

I created a small script to make renaming the files faster. I had issues when the order wasn't correct, so it's important to download them sequentially. And I didn’t have enough storage space. You also need to make sure you have enough storage, since the file was 6.27 GB once unzipped. To run the script, press Windows+R, type powershell, and hit Enter. Then, execute the script in PowerShell. Set-Location "C:\Path\To\Your\Files" $files = Get-ChildItem -Filter "ES 03-22*.7z" $counter = 1 foreach ($file in $files | Sort-Object Name) { $newName = "ES 03-22.7z." + $counter.ToString("000") Rename-Item -Path $file.FullName -NewName $newName $counter++ } 1.Open PowerShell. 2.Replace "C:\Path\To\Your\Files" with the folder containing your files. 3.Replace "ES 03-22" with your own base name if needed. 4.Run the script. Files matching the pattern will be renamed sequentially (e.g., ES 03-22.7z.001, ES 03-22.7z.002, etc.).

Excellent, thanks!