Jeremytang
10-13-2010, 11:37 AM
Does anyone have the replay data for the flash crash this year? May 6th 2010? (and May 7th)
For the ES, and/or TF, YM, NQ?
Jeremy
J_o_s
10-13-2010, 10:54 PM
Does anyone have the replay data for the flash crash this year? May 6th 2010? (and May 7th)
For the ES, and/or TF, YM, NQ?
Jeremy
Hi Jeremy,
Indeed interesting to look at. Have you tried the 'Download Replay Data' utility in NT7? (File --> Utilities --> Download Replay Data). I just tried it myself, because I also didn't have replay files of the flash crash, and I managed to download the ES 06-10 for May 5th through May 7th.
The download of the replay files can be somewhat slow, a couple of minutes for a day, so don't despair when it takes some time to download. ;)
Btw, Kudos to NinjaTrader that the replay files are still downloadable after such a long time. :) Great!
Good luck!
Regards,