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Differences between Market Replay and Ticket Replay

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    Differences between Market Replay and Ticket Replay

    Hi, I'm new on NinjaTrader and I was wondering: "which are the differences between Market Replay and Tick Replay?".

    Thank you
    Stefano

    #2
    Hello stefanodp,

    Thanks for your post.

    Market replay is a format of data available to be used in the Playback Connection. It allows you to replay all events as they occurred in the instrument on a tick by tick basis. The playback controller allows the data to be played at the recorded speed or faster. Here is a link for further information: https://ninjatrader.com/support/help...connection.htm

    Tick Replay is used to playback 1 tick historical data to build the bars as if they had been build live, this means that tick data will be thrown as Market Data events in historical and subsequently OnMarketData and OnBarUpdate events will be called as if it was live. This provides more granular tick related information and can be helpful if you need to know the most recent last price, last volume, best ask price, or best bid price that occurred on historical data during the bar. An indicator or strategy running Tick Replay needs to have been specifically designed to take advantage of Tick Replay. In general, this means adding additional logic to the OnMarketData() event handler, however, Tick Replay can also be used to call OnBarUpdate() "OnEachTick" or "OnPriceChange" during historical calculations. Tick replay allows you to see historical data in indicators that previously would not be able to show historical values, for example, the indicator "Volume Profile" only shows data from the moment it is applied to the chart, by enabling tick replay on the chart, the volume profile can be drawn for the entire session.
    Paul H.NinjaTrader Customer Service

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      #3
      Thank you for reply.
      So, Market Replay dinamically "replay" the market from scratch, like it was in real-time starting from a datetime stated by the user. Tick Replay shows the same information, but in a statical way on the chart, right?

      Comment


        #4
        Hello stefanodp,

        Thanks for your reply.

        Yes.
        Paul H.NinjaTrader Customer Service

        Comment


          #5
          Hello Paul,
          Thank you.

          Just another thing. A guy I'm working with said to me that he tried Market Replay on NinjaTrader and temporized to a minimum of 1 second. So the Market Replay seems to aggregate data and not showing tick by tick data. Is it possible?

          Comment


            #6
            Hello stefanodp,

            Thanks for your reply.

            That was true in NinjaTrader7, however, for NinjaTrader8 (from the helpguide linked below):

            Market Replay Data

            NinjaTrader stores level I and level II together in a single market replay file to ensure that level I and level II events are perfectly in sync per instrument.

            Market replay files have the ability to record time stamps down the 100 nanosecond level. However please note that we use the time stamp provided by the market data providers when storing data. This means that you are limited to the granularity of the provider if the time stamp is natively provided. Please see the Historical & Real-Time Data section of the help guide for more information.

            References:
            https://ninjatrader.com/support/help.../?playback.htm
            https://ninjatrader.com/support/help...ta_manager.htm
            Paul H.NinjaTrader Customer Service

            Comment

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