NinjaTrader Market Replay: Setup, Cost & Playback Guide (2026)
NinjaTrader Market Replay uses the Desktop Playback Connection to replay recorded Level I/II market data or historical tick data. See the current setup, cost limits, and simulation caveats.
NinjaTrader Market Replay is part of the Desktop platform's Playback Connection workflow. It can replay downloaded or recorded Market Replay data, or fall back to historical tick data when replay files are not available.
The important distinction is data quality. NinjaTrader says Market Replay data preserves the recorded sequence of Level I and Level II (market depth) events, while Historical playback uses historical tick data and does not provide the same market-depth record. That makes Playback useful for futures traders who want to study a past session in a desktop trading environment.
There is also an important limitation: replay is still simulation. NinjaTrader's documentation says Playback101 orders are processed immediately and synchronously and do not include simulated internet latency. You should not treat a replay fill as proof that the same order would have received the same queue position or execution live.
Quick answer: is NinjaTrader Market Replay free?
NinjaTrader Desktop can be downloaded and used for simulated trading without a monthly platform fee. Market Replay access is more nuanced.
NinjaTrader's current Desktop help says a limited amount of Market Replay data is available to download for free, and only for commonly available instruments. Its current brokerage pricing page also lists Market Replay as a plan benefit that is activated after the live account is funded.
So "NinjaTrader replay is completely free" is too broad. The platform and simulation environment can be free to use, but replay-data availability and account access depend on the workflow and account state you are using. Check NinjaTrader's current account and data terms before assuming that a specific contract or historical date is available at no cost.
What NinjaTrader Playback actually replays
NinjaTrader Desktop supports two playback data types:
Market Replay data
Market Replay is the higher-fidelity playback source in NinjaTrader's own documentation.
It stores the recorded event sequence for Level I and Level II data together. If you are studying a futures session with DOM or order-flow context, this is the data type to look for.
NinjaTrader can obtain Market Replay data in two ways:
- download available replay data from NinjaTrader;
- record incoming live market data for later playback.
Level II data is only recorded when a Level II-capable window is actually receiving that depth data.
Historical tick data
Historical playback uses historical tick data from the available data provider.
It can still replay chart activity, but NinjaTrader explicitly distinguishes it from Market Replay: historical playback does not contain the same Level II replay record, and its granularity depends on the historical data provider.
If your goal is simply to review price movement, historical tick playback may be sufficient. If the reason you chose NinjaTrader is historical market-depth context, use actual Market Replay data where available.
NinjaTrader Market Replay setup
The current NinjaTrader 8 workflow is simpler to describe if you use NinjaTrader's own terminology.
Step 1: install NinjaTrader Desktop
Download NinjaTrader Desktop and sign in.
The current Desktop application is built for Windows-based systems. NinjaTrader also offers Web and Mobile platforms, but the Playback Connection covered in this guide is a Desktop workflow.
Step 2: open the Playback Connection
From the NinjaTrader Control Center:
- open Connections;
- choose Playback Connection.
NinjaTrader requires other active connections to be closed before Playback connects.
When Playback starts, the Historical Data window lets you review the replay and historical data already available on the machine.
Step 3: obtain the data you need
In the Historical Data window, expand Get Market Replay data to download available replay data.
Choose the instrument and date, then start the download. NinjaTrader notes that:
- downloading Market Replay data is not available while already connected to Playback;
- the built-in downloadable replay history is limited;
- only commonly available instruments may have downloadable Market Replay files.
If suitable Market Replay data is unavailable, Historical playback can use historical tick data instead.
Step 4: use the Playback Control
After connecting, NinjaTrader displays the Playback Control.
The control lets you:
- choose Market Replay or Historical playback;
- define the playback range;
- play or pause;
- move to an available point in time;
- increase playback speed, including a maximum-speed mode.
NinjaTrader also provides options such as playing the current day only, starting Market Replay from the selected point, or replaying Market Replay data from the beginning of the selected range.
Step 5: trade through Playback101 if you are practicing execution
Playback creates a Playback101 simulation account based on the current Sim101 account properties.
That lets you submit simulated orders while the historical session is running. It is useful for rehearsing a workflow, but it is not a live execution model.
NinjaTrader documents several differences. In particular, Playback101 processes submitted orders immediately and synchronously, without the simulated internet-latency delay used in some other simulation contexts.
What NinjaTrader Market Replay does well
1. It preserves a detailed historical event sequence
The strongest reason to use Market Replay rather than ordinary candle replay is the underlying event data.
For available replay files, NinjaTrader stores Level I and Level II together so the events stay synchronized. That is useful when reviewing how price and displayed market depth evolved during a futures session.
2. It runs through the normal Desktop workspace
Playback data can feed NinjaTrader windows as if the historical stream were arriving now.
That means you can review a session with the charts, indicators and other Desktop tools you normally use instead of moving the exercise to a separate browser-only chart.
3. It supports both discretionary practice and strategy observation
Playback and Strategy Analyzer are different tools.
Use Playback when you want to watch the market unfold and interact with the platform over historical data. Use Strategy Analyzer when you want a configurable historical NinjaScript backtest.
For the latter, see the NinjaTrader Strategy Analyzer futures backtest checklist.
Where the limits matter
Replay fills are not live fills
The old version of this guide overstated NinjaTrader's fill realism.
Market Replay can preserve detailed historical market data, but NinjaTrader does not claim that Playback101 reproduces your future live queue position, network latency or exchange execution. Its documentation specifically says Playback orders are processed immediately and synchronously.
Use replay to test decisions and platform behavior, not to prove what a live fill would have been.
Downloadable Market Replay history is limited
NinjaTrader does not promise unlimited free replay files for every instrument and date.
If you need a specific old session, first check whether that instrument/date is available. Otherwise you may need historical tick data, data you recorded yourself, or another data source.
The detailed Playback workflow is Desktop-specific
NinjaTrader now has Desktop, Web and Mobile products, but the Playback Connection described here belongs to NinjaTrader Desktop.
The Desktop application is Windows-based. If you primarily work on macOS or want a browser-first replay workflow, that platform requirement matters before you build your practice routine around NinjaTrader.
Market Replay and Historical playback are not interchangeable
Historical tick playback is useful, but it does not provide the same recorded market-depth data as Market Replay.
When comparing replay tools, ask what you actually need:
- chart progression only;
- historical tick sequencing;
- Level II / DOM context;
- simulated order entry;
- browser access;
- futures-specific versus multi-asset practice.
Those are different requirements.
NinjaTrader Replay vs ChartMini
NinjaTrader and ChartMini solve different practice problems.
NinjaTrader Playback is the better fit when you already use NinjaTrader Desktop and want futures-oriented session replay with recorded Level I/II data where available.
ChartMini is a browser-based practice tool designed to hide future candles and let you make decisions without installing a desktop platform. Its Daily Replay covers historical stock, forex and crypto charts; its intraday simulator focuses on 5-minute forex and crypto practice. It does not replace NinjaTrader's futures Level II Playback workflow.
If your goal is specifically NinjaTrader setup, stay with the Playback Connection. If your goal is simply to practice decisions against hidden historical charts without desktop setup, use the Market Replay tool.
Who should use NinjaTrader Market Replay?
NinjaTrader Playback makes the most sense when:
- you use NinjaTrader Desktop;
- you practice futures;
- you want to replay a specific historical session;
- Market Replay data exists for the instrument/date you need;
- Level II context matters to your review;
- you want simulated order entry while the session unfolds.
A simpler browser replay tool may be a better fit when installation, local data management or Desktop-only workflow is more friction than you need.
Common questions
Is NinjaTrader Market Replay the same as simulated trading?
No. NinjaTrader offers simulated trading more broadly, while Playback is a specific Desktop connection that feeds recorded or historical data through the platform. Playback uses the Playback101 simulation account.
Does NinjaTrader Market Replay include Level II data?
Market Replay data can contain synchronized Level I and Level II data. Historical tick playback does not provide the same market-depth replay record.
Can I download unlimited Market Replay data for free?
NinjaTrader says only a limited amount of Market Replay data is available to download and only common instruments may be available. Current account/pricing terms should also be checked because NinjaTrader lists Market Replay among benefits activated after account funding.
Is NinjaTrader Playback available on Mac?
The detailed Playback Connection in this article is a NinjaTrader Desktop workflow, and NinjaTrader Desktop is built for Windows systems. NinjaTrader's Web platform supports modern browsers on Windows and Mac, but it is a different product surface.
Official references
- NinjaTrader 8 Help: Playback Connection — Set Up
- NinjaTrader 8 Help: Playback
- NinjaTrader Desktop
- NinjaTrader pricing