1. If you don't know about Ninjatrader 6 (NT6), request a free simulator here: http://www.ninjatrader.com:80/webnew/do ... ftware.htm
You could enter pretty much anything you want in the application but just use a valid email in order to receive the trial key. The free simulator will allow you to record and playback most available instruments from a datafeed.
2. Download the recorded data for May 08 - 10 2007 (Fed day -1, 0, 1) here: http://www.divshare.com/download/613515-a27
Unrar (eg use Winrar) to the Ninja6 folder in your document folder, replacing any db folder there (only for new users, existing NT6 users just copy the data folder).
3. Run NT6, enter the trial key and then file, connect, market replay connection and pick the date. Open File, new, chart and pick YM, add any indicators if desired. Open File, new, time and sales, right click and pick instrument (YM). Open File, new, pick a DOM if desired.
NT6 can record data from several sources and play them back http://www.ninjatrader.com/webnew/suppo ... guides.htm
The quality of playback depends on the the original datafeed. IB is supported but the data from IB is not tick based and therefore will not look right during playback. This YM data was recorded from Zenfire feed.
I hope this helps those who can't sit through the day looking at the tape or just wish to playback the important parts of a setup. If you have recorded any data you wish to share, by all means post them. The instruction for copy recorded data is in a PDF file within the second download above (basically just copy the db folder).