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Fill algo for Sim101 vs Market Replay

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    Fill algo for Sim101 vs Market Replay

    Is the exact same simulated fill algo used for both Sim101 and Market Replay?

    ** update

    I see that the two delay setings in Options > Simulator are not used in Market Replay. If true, is this the only difference between how orders are filled?

    Also, does Enforce Immediate Fills have the exact same result in Sim101 and Market Replay?


    Thanks
    Last edited by lookOutBelow; 02-05-2016, 04:27 PM.

    #2
    Anyone? Is there any difference between Sim101 and Market Replay fill algos besides the delay settings? And does Enforce immediate fills have same effect on both?

    Thanks

    Comment


      #3
      Hello lookOutBelow,

      By default, both the Sim101 and Replay101 accounts will use the same settings. You are correct, the settings in the Simulator Options tab will adjust both accounts. However, the way data is received/executed on is very different from an unfiltered real time data provider versus the Replay data. Replay data comes through in packets.
      Drew O.NinjaTrader Customer Service

      Comment


        #4
        Hmm. First I've heard of this. What do you mean that it comes through in packets? Can you elaborate further?

        Thanks

        Comment


          #5
          Hello lookOutBelow,
          Thanks for your reply.
          I have reached out to development to get some more insight on this.
          Correction, replay data is not distributed in packets.
          Fills in sim101 vs replay101 are different. Since you'd expect replay data to be repeatable every time you run it, you cannot randomize" the execution fill, so it happens right away. You can adjust the sim101 delay settings so that there are not any for it to function like the replay101 account.
          BrandonNinjaTrader Customer Service

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