Market Replay

[saliva]

I do not understand the need for the data to be recorded in advance to replay them (Market Replay) when in fact we must "backfill" our charts every morning anyway. Why can we not use what we already have? I don't know about others but this makes more sense to me.

[mason]

I guess that MR need tick data, which backfill doesn't support it.

[NinjaTrader_JoshP]

Market Replay records not only ticks for your current instrument. It records all instruments you watch in the exact order they come in at. It allows for faithful multi-instrument testing because it captures all the intricate market relationships that would otherwise have been lost with traditional playbacks.

[saliva]

Market Replay records not only ticks for your current instrument. It records all instruments you watch in the exact order they come in at. It allows for faithful multi-instrument testing because it captures all the intricate market relationships that would otherwise have been lost with traditional playbacks.

Even so, there must be an easier way to do this. Living on the west coast, there are many mornings when I simply don't bother getting up at 6:30. Then there are such things as power outtages.

Moreover, if what you say is correct, then can we not also backfill the correlating charts separately (eg. one for ES and another for ZN to see the correlation between the stock market and the bond market, respectively)?

I just think there's an easier way to achieve the same thing. Thanks for your input nonetheless.

[NinjaTrader_JoshP]

If you have the ES and the ZN recorded you can for sure backfill them. Please also be aware that if you have level 2 data Market Replay will also take advantage of that so its not as cut and dry as simple tick playback. We understand your concern on wanting to use tick data to playback and will put it on the list to review.

[saliva]

If you have the ES and the ZN recorded you can for sure backfill them.

Can you please elaborate what you mean by backfill? Does this mean that even if I only have 2 hours of recorded data I could still backfill the remaining 6 hours of missing data?

[NinjaTrader_JoshP]

No. By backfill I mean you can play them back. If you've recorded 2 hours you can playback 2 hours. Otherwise you will just need to load the data from your data provider to fill in the missing data. You will not be able to play those.

[saliva]

Thanks for the clarification. All I'm really interested in is to be able to replay the 5-minute chart in a tick interval for the entire day. Since I already have access to intraday backfill for all time intervals, I would find it more convenient to use the data gathered from the backfill feature rather than to record them throughout the day.

[NinjaTrader_JoshP]

Right. You will just need to record the days if you want to use Market Replay right now.