Quote from NinjaTrader_Ray:
NinjaTrader is a widely used trading platform for trade simulation. You can use our software for free indefinitely for this purpose.
You do require a data feed which can be driven by various supported brokerage accounts or a paid market data service such as Kinetick. If you do not have a supported brokerage account, many of our broker partners provide limited data trials.
Here is list of supported data providers - http://www.ninjatrader.com/tour#Connect