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Market Replay vs. Kinetick

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    Market Replay vs. Kinetick

    Hi - I have a NT license, Kinetick subscription. I recently started using a proprietary level 2 indicator that works beautifully on the ES Market Replay feed, but doesn't look like it's seeing as much data on the Kinetick live ES with market depth. Is it possible that the Market Replay feed has more data somehow? Shouldn't the ES Market Replay data record and the Kinetick live tape with depth look essentially identical? (or am I missing some important qualifer?)

    thks, EZ

    #2
    Hello EZ,

    Can you please tell me if you downloaded or recorded the Market Replay data. If you recorded the Market Replay data while connected to Kinetick in NinjaTrader, the data should be the same.

    If you downloaded the Market Replay data, it will not produce identical data since they are different data feeds. You can expect difference in data between data feeds. Please see the link below under 'Understanding the variables involved in building chart bars'.
    http://www.ninjatrader.com/support/h..._are_built.htm

    Discrepancies Between Different Data Feeds
    Different data feeds produce different charts, especially when using tick based intervals vs time based intervals. Market data vendors each employ various methods for tick filtering, throttling and time stamping. As a result, no data stream is 100% identical and thus can cause subtle differences in charts. Since NinjaTrader supports many of the leading brokerage and data feed technologies, it is highly likely that two traders using NinjaTrader on different data feeds will have minor differences when plotting the same market and time interval.
    JasonNinjaTrader Customer Service

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