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Market Replay is currently supported for Tradovate/TSTrader connections only. Support for market replay starts in version 126.96.36.199.
Note - Please use stop/start sparingly. Overuse will see your disconnected for 15 mins. Use Pause/Continue instead (available in R26).
Market Replay is ON DEMAND. There is no data to download, you simply connect and replay.
Note that unlike other trading platforms, you can connect to Market Replay and live accounts at the same time. For example, you could be connected to Market Replay on Tradovate brokerage but live to Rithmic at the same time. Windows using Rithmic connection will show Live Rithmic data and Windows using Market Replay connection will show that. This gives flexibility but please be careful not to confuse live and replay (the account numbers should show the difference).
Tradovate demo accounts have rolling 5 day replay data available. Click Here to apply for a demo account. For live account holders on their Active Trader and Commission Free plans, it's free of charge with data going back to January 1st, 2017. For people on other plans, please discuss with Tradovate directly.
For non-account holders, the replay data is available for $69 a month. To sign up, first get a demo account, then sign up for replay data from within the Tradovate platform.
For now, we do not support having both Tradovate and daytradr connected to replay at the same time. Or rather, if you do that, you will not see the same replay account on both platforms.
To set up market replay, you will need to create a new connection profile for your Tradovate Demo/Live account (note that not all accounts support Replay, so check with Tradovate first if replay doesn't work as it might not be enabled).
Check the "Market Replay" checkbox when setting up the connection.
By default, daytradr does not download expired contracts, so if you want to replay contracts that have expired, then you will need to download instruments with the "Include Expired Contracts" option checked:
When you connect to a replay account, the following window will appear:
Date - Date to start replay (local time)
Time - Time to start replay (local time)
Speed% - Speed to replay. This is a percentage with 100 being normal.
Start/Stop - Starts and stops the replay connection - use sparingly as too many starts/stops will cause a halt in replay availability for 15 minutes.
Pause/Continue - use to pause the replay. You can pause/continue as many times as you need to.
If you change Date or Time, you will need to stop and start again for the change to make effect. You can change speed any time - just type a new number and press ENTER to apply the speed change.
Using a Replay Connection is like using any other type of connection - you can open tools, save workspaces etc as with any other connection type. Simply select the Replay Connection in the search window and use as normal.
The replay account will appear at the top of Depth & Sales as follows: