NinjaTrader Market Replay on a VPS: Data, Workspace and Playback Setup

Run NinjaTrader Market Replay inside your Ninja Mobile Trader VPS desktop, with the replay files, charts and indicators on that Windows server. NMT specializes in hosting NinjaTrader Desktop: you can reach the same installation from a PC, Mac or mobile device, with Windows licensing included and 24/7 VPS support. That gives your simulation work one home instead of a different setup on each device.

The sequence is simple: prepare the data, open a dedicated simulation workspace, close other connections and start NinjaTrader’s Playback connection.

Choose the right replay feature#

NinjaTrader documents the two Playback data types in its setup guide. Tick Replay adds calculation work and is not a setting that makes simulated fills match live execution. For Tick Replay resource checks, see our NinjaTrader sizing guide.

Prepare the workspace on your NMT server#

Use the Windows VPS connection guide if you have not opened your hosted desktop yet. Install the required platform and compatible indicators there; a replay file downloaded to your laptop is not automatically on the server.

Save and close your live workspaces, then create a separate Playback workspace. Plan this for a time when live trading is stopped. Stop live strategies, copiers and automatic reconnection tools for the rehearsal so they do not interfere with the deliberate switch to Playback. Closing a workspace alone is not proof that all automation has stopped.

Download or record the data#

For NinjaTrader’s downloadable library:

1. Disconnect from Playback and turn off Enable market recording for playback in the Market data options.
2. Open Tools > Historical Data and expand Get Market Replay data.
3. Select the instrument and date, start the download and leave the window open until it finishes.

NinjaTrader provides a limited free selection of instruments and dates; check availability before planning a session. Its download instructions explain the recording/download restrictions.

To make your own recording, enable that recording option while receiving live data. Instruments active in NinjaTrader windows can be recorded. Depth recording requires a receiving Level II, SuperDOM or FX Pro window for that instrument. Confirm your data subscription supplies what you need.

For historical tick playback, manage the available tick history through the Historical Data window.

Start Playback and verify the session#

NinjaTrader requires all other connections to be closed before Playback connects. Select Playback from the Control Center’s Connections menu; review the data window before continuing.

In the Playback controller:

1. Check coverage. Right-click and select Show Available Data to inspect the instrument’s available dates and times.
2. Match the mode. Choose Market Replay or Historical for the data you prepared. Set the start/end range and a starting point within available data.
3. Check the account. Confirm Playback101 is selected in the order or strategy interface you intend to use.
4. Begin at a readable speed. Check that the intended chart advances before increasing speed. Max processes data as quickly as possible; it is not a live execution benchmark.

For a NinjaScript test, load chart bars before the replay starting time. NinjaTrader’s Playback controls distinguish the faster default, Playback from selected, from Playback from start, which processes replay events across the selected range and takes more work.

Record results before disconnecting or moving the slider: those actions can reset Playback trade history. Playback101 processes orders synchronously without Sim101’s simulated internet delay, so replay fills do not establish what a live account would receive.

Keep the same data and settings between sessions#

NinjaTrader stores Market Replay files under Documents\NinjaTrader 8\db\replay. Its data-file guide describes moving them between installations or including replay data in a supported backup/restore. Keep a separate backup; remote access and a backup serve different purposes.

For a repeatable comparison, save these details with your results:

• Platform and indicator versions, instrument/contract and data type.
• Replay dates, chart interval, trading-hours template and indicator settings.
• Starting point, speed and Playback mode.

Use Task Manager inside the VPS when a required replay workspace repeatedly stalls. Compare the complete chart and indicator load with NMT’s available capacity using the sizing guide above. Increasing replay speed or changing the dataset changes the workload, so keep those conditions consistent when comparing runs.

When you return to live operation, deliberately review connections, accounts and automation settings. The strategy continuity guide covers that separate recovery task.