That was my mistake. The tick replay is part of NinjaTrader 8 and adds intra-bar granularity to your script automatically.
If you are asking about NinjaTrader 7, OnMarketData will not work historically at all (it will not trigger).
So if you are adding a 1 tick series for the ask and a 1 tick series for the bid, the logic would then no longer use OnMarketData at all and this can be removed from the script all together.
Instead you would just use the tick data in OnBarUpdate which will (should) be the same between real-time and historical.
So any data received in real-time for the added tick series should be the same historically in the added tick series.
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