Market Replay Recorder -- Does it record actual DOM bid x ask data?

[naked]

Does the Market Replay Record actually record the DOM as how it was in real-time? Size of bids, asks, etc?

If not, is there a way to enable this? Thanks much in advance!

[NinjaTrader_RyanO]

Hello naked,

Thank you for your post.

If you have a DOM open while Market Replay is enabled then NinjaTrader will record the price action, as well as the depth of market data.

It is important that you have a DOM open to record the market depth data, though.

To enable Market Replay please go to Tools-->Options-->Data-->Run Market Replay recorder. Please see the following link for more information.

http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?Replay

[naked]

Whoa, this is big. So you mean to say that Ninjatrader actually and correctly records the DOM and all the fluctuations in the bid x ask sizes??

[NinjaTrader_ChristopherJ]

Hi naked,

Yes, that is correct. If you have the SuperDOM open while this feature is enabled all Level II data will be recorded for later playback.