I have a strange issue with Market Replay.
(1) Did a "Download Replay Data" for NQ 09-12 including L1 & L2 for 7/23/2012
(2) Connect to Market Replay.
(3) Do a "Go To" 9:30 AM.
(4) The DOM sometimes does not show any data in the "Buy" column. At other times it is scattered in different rows. The "Sell" column is the same. Both the "Buy" and "Sell" does not refresh. Once data is "printed" in the row it stays. Normally there are a fixed number of colums above/below the price as it moves up and down the ladder.
(5) From 9:30:19 to 9:30:57 both the DOM & T&S show no activity which is hard to believe. See the 3&4.BMP which shows the begin and end of that period.
(5) The Time & Sales seems to be correct (except for no activity period) as it shows both buying and selling.
(6) See the attached .BMP files
Note: I tried attaching the .BMP files but all I get is "Uploading files - Please wait" so gave up.
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