Replay

[Trader17]

When I tried to replay a day I did not see data populate in my Order Flow bars as it uses tick replay feature. Am I doing something wrong?
Thank you.

[NinjaTrader_ChelseaB]

Hello Trader17,

Thank you for your note.

Does the script you are using call for ask and bid data?

These have to be called differently for getting the ask and bid from TickReplay.

Are there ask and bid series added in the code of the script? (This will prevent the script from working at all)

Below is a publicly available link to the help guide for developing a script that is intended to be used with TickReplay.

https://ninjatrader.com/support/helpGuides/nt8/en-us/developing_for__tick_replay.htm

[Trader17]

Not sure as it is third party. What is the procedure to do a replay using tick data intraday?
Thanks.

[NinjaTrader_ChelseaB]

Hello Trader17,

For a script to use TickReplay data it must be coded in a particular way (depending on what data is needed).

An example script that can benifit from TickReplay is the Volume profile indicator included with NinjaTrader. With TickReplay off, this indicator will start building in real-time and will not plot historically. With TickReplay turned on, this indicator will plot for all of the historical data on the chart.

To enable TickReplay:
Click Tools -> Options -> Market data -> and check to enable 'Show TickReplay'.
Next right-click the chart -> select Data Series -> and check to enable 'TickReplay' for that chart

Below are publicly available links to the help guide.

https://ninjatrader.com/support/helpGuides/nt8/en-us/options_marketdata.htm

https://ninjatrader.com/support/helpGuides/nt8/en-us/tick_replay.htm

https://ninjatrader.com/support/helpGuides/nt8/en-us/power_volume_indicators.htm

Are you asking about TickReplay which used to provide historical 1 tick granularity to back fill charts historically?

Or are you asking about Playback with Market Replay data which allows for a recorded day of data to be played back as if it were happening again?

[Trader17]

I was asking how to get back filled tick data to see my Order Flow Software replay work as in the live market.
Thank you.

[NinjaTrader_PatrickH]

Hello Trader17,

Thank you for your response.

Chelsea's latest post is how this would be achieved. There is no other means to force the ticks to play on historical data as in real-time, hence the Tick Replay recommendation. However, the indicator must be written to utilize Tick Replay.

Please let me know if you have any further questions.

[Trader17]

Thank you. And am I supposed to download the historical tick data before beginning the replay process?
Thanks.

[NinjaTrader_ChelseaB]

Hello Trader17,

This should automatically download as need if you are connected to a data feed that provided historical tick data, the same as a tick chart would. However, it is also able to pull from the cached tick data (that can be viewed in the Historical Data window) when disconnected.