Free add-on for NinjaTrader 8
NinjaTrader Market Replay Downloader
NinjaTrader downloads replay data one instrument and one day at a time. This add-on does a whole date range, for as many instruments as you like, in one run.
Version 1.1.0. About 2 MB. For NinjaTrader 8 on Windows 10 and 11. No account.
What it does
Many instruments, one run
Pick any number of instruments and a date range. The add-on queues every instrument and day and works through them, retrying if the connection drops.
Skips what you already have
Days that are already complete on disk are left alone, and so are Saturdays. Running it again fills only the gaps.
Catches half-finished days
A file cut short by a dropped connection or a NinjaTrader crash is detected and downloaded again, so a partial session doesn’t quietly skew your practice.
Progress for each instrument
Every instrument has its own progress bar, so you can see which one is on day 12 of 30, which is waiting and which is done.
Two at a time, if you want
An option downloads two instruments in parallel, which roughly halves the wait on long date ranges.
Uses the data feed you already have
It downloads through whatever connection NinjaTrader is using. There is no extra subscription and no separate sign-in.
How to use it
- 1
Install it
Download and run the installer. It is digitally signed, so Windows doesn’t treat it as coming from an unknown source.
- 2
Open it in NinjaTrader
Connect to your data feed, then choose Tools, Replay Downloader in the Control Center. Add your instruments and pick a date range, or use a preset such as Last 30 days.
- 3
Click Start Download
It runs in the background while you do something else. When it finishes, the data is ready in NinjaTrader’s Playback connection.
The details
- Price
- Free
- Works with
- NinjaTrader 8 on Windows 10 or 11
- Needs
- A data feed that provides Market Replay data
- Download size
- About 2 MB
- Privacy
- No account, no tracking, nothing uploaded
- Removing it
- Uninstall from Windows Settings, like any app
Market Replay questions
How do I download Market Replay data in NinjaTrader 8?
NinjaTrader’s own way is Tools, Historical Data, then the Load tab: choose an instrument and a date under Market Replay and download that day. It fetches one instrument and one day at a time. This add-on does the same job for many instruments and a whole date range in one run.
Where does NinjaTrader store Market Replay files?
In Documents\NinjaTrader 8\db\replay, with one folder per contract (for example “ES 06-26”) and one .nrd file per day, named by date. The add-on saves to the same place, so NinjaTrader finds the data without any importing.
Do I need a paid data subscription?
You need a NinjaTrader connection that provides Market Replay data. The add-on doesn’t supply data itself; it asks your existing connection for it. Whether replay data is included depends on your data provider.
How far back can I download?
As far back as your data provider keeps replay data for that contract. That is set by the provider, not by the add-on.
Is it really free?
Yes. There is no trial period, no licence key and no account. It is made by the developer of TradeScope.
Does it work with NinjaTrader 7 or other platforms?
No. It is an add-on for NinjaTrader 8 only.
Stuck? Contact support.
From the same developer
Replay is for practice. TradeScope is for the trades you actually took.
TradeScope reads your NinjaTrader 8 history on your own PC and turns it into a calendar, stats, a journal and price charts of every trade. Nothing to export, nothing uploaded.
Free for 7 days on your own data. No card needed.

Stop clicking through dates one at a time
Download Replay Downloader 1.1.0
Free. About 2 MB. For NinjaTrader 8 on Windows.