NinjaTrader Market Replay — Tick-Level DOM Replay for Futures
NinjaTrader’s Market Replay records and replays real-time market data tick-by-tick, including Level II (depth of market) data. This is the gold standard for futures data accuracy in replay — you’re replaying actual recorded market prints, not interpolated data. Free platform tier includes Market Replay.
Platform: NinjaTrader Desktop (Windows) | Price: Free (sim) to $1,499 lifetime
Key Features
Tick-by-Tick Data Quality
The defining feature of NinjaTrader Replay:
- Actual recorded tick data — not simulated or interpolated
- Level II / DOM replay — full order book depth replayed
- Time & Sales replay — actual prints replayed
- Records bid/ask/last/volume at every tick
- Data quality equals what you record (depends on feed)
Replay Controls
- Play, pause, speed adjustment (1x to very fast)
- Jump to specific times within recording
- Forward-only playback (no rewind)
- Replays recorded market data sessions
Important: You must record data yourself while connected to a live feed, or find community-shared replay files. This is not “click any date and replay” — you need the recording.
Trade Execution During Replay
- Full simulated trading via Sim101 account
- Chart Trader — click-to-trade on chart
- SuperDOM — depth-of-market ladder trading during replay
- Market, limit, stop, stop-limit orders
- ATM Strategies — automated SL/TP/trailing stop management
- OCO and bracket orders
Indicators & Tools
- 100+ built-in indicators
- NinjaScript (C#) custom indicators
- Third-party indicator marketplace
- Volume profile and market profile tools
- All drawing tools available during replay
- Multi-timeframe charts
Analytics
- Trade Performance report after session
- Equity curve, drawdown stats
- Win rate, profit factor, average trade metrics
- Export trade log
- Third-party journaling integration possible
Supported Instruments
Primarily futures-focused:
- Futures: ES, NQ, YM, RTY, CL, GC, SI, ZB, ZN, 6E, etc.
- Forex and stocks supported with compatible data feeds
- Crypto not natively supported
Pricing
| Plan | Cost |
|---|---|
| Free (Sim) | $0 — full platform with sim trading, replay included |
| Lease | $99/mo — live trading |
| Lifetime | $1,499 one-time |
Free replay data available through NinjaTrader’s data feed. Third-party feeds (CQG, Rithmic) have separate costs. Popular with prop firm traders (Topstep, Apex).
Pros
- Best-in-class tick + Level II replay for futures
- SuperDOM replay — unique for order flow practice
- Free platform tier includes Market Replay
- Full simulated trading (Chart Trader, SuperDOM)
- ATM strategies for automated SL/TP management
- Large futures day trading community
- Extensive NinjaScript (C#) customization
- Trade performance analytics built-in
- Popular with prop firm traders
Cons
- Must record data yourself or find replay files — not on-demand for arbitrary dates
- Futures-centric — less suitable for forex/stocks/crypto
- Complex setup for beginners
- Windows only
- Data feed costs can add up ($50-100+/mo for live recording)
- Steep learning curve
- Platform feels dated compared to modern web apps
- No rewind
NinjaTrader Replay vs Alternatives
| Feature | NinjaTrader Replay | Quantower | cTrader Replay |
|---|---|---|---|
| Price | Free (sim tier) | $70/mo+ | Free |
| Tick Data | Recorded actual ticks | Feed-dependent | Native ticks |
| DOM/Level II Replay | Yes (unique) | Yes (footprint) | No |
| On-Demand Dates | No (must record) | Yes | Yes |
| Primary Market | Futures | Futures/Crypto | Forex |
| SuperDOM Trading | Yes | Yes (DOM) | No |
Who Should Use NinjaTrader Replay?
NinjaTrader Replay is the best option for futures traders who want to practice with actual Level II data and SuperDOM execution. If you’re preparing for a prop firm evaluation or practicing order flow reading, the DOM replay is unmatched.
If you want on-demand replay without recording, use cTrader Replay, TradingView Replay, or Quantower. For dedicated manual backtesting with analytics, try Forex Tester or StrategyTune.