Clarification on tick replay and OrderFlow+ needed

[rustyspring]

Hi everyone. I suspect this has been asked before, but I have looked, and also read the documentation (e.g. https://ninjatrader.com/support/help...ick_replay.htm) and I can't find the answer I needed stated clearly enough.

Which of the Order Flow + products required tick replay enabled? Specifically, do the Volumetric Bars need tick replay enabled?

As far as I can understand, Cumulative Delta and VWAP do not need tick replay. Market Profiles (Volume, TPO), Trade Detector, and Market Depth do need tick replay. Maybe if you turn tick replay off, some aspects of these tools still work? Volumetric Bars - I honestly have no idea.

On a related question, it's unclear to me when 'real-time data' becomes 'historical data', and therefore if I can get away with disabling tick replay. On my main window, I usually have 30 days' worth of data loaded. I tend to leave NT running during the week, and turn it off/refresh/ empty caches etc over the weekend. So it isn't clear to me if I actually need to enable tick replay at all.

Grateful for the clarification. Again, I have probably not understood everything, but not for lack of effort in looking up the answers myself!

[NinjaTrader_PatrickG]

No Order Flow+ tools require tick replay to be enabled. If the tool requires tick data, it has that data series 'baked in' to the tool. In other words, it doesn't require you to do anything in addition to simply adding the Order Flow tool to your chart. Tick replay should not be enabled unless it is specifically required for whatever you're doing as it will affect performance.

It's easiest to think of the difference between real-time and historical when you first open a chart. When the chart loads, data from that moment prior would be historical data. From that moment forward, it would be real-time data. If you cause your chart to reload in some way, that would then update to that moment when the chart is historical vs real-time.

[rustyspring]

Thanks Patrick for the quick response. Understood. What's confusing me specifically is that, if I create e.g. a new chart, Volumetric, let's say 30m, and under 'days to load' I select e.g. 30, and don't check tick replay, then I actually get all 30 days of volumetric bar info (see screenshot - I just created a new chart with those settings). Since tick replay is used to classify each tick move as being on bid or on ask, I would have thought that, by leaving tick replay unselected, it would have only given me volumetric bar data as it drew new bars going forward, and 30 days' worth of bars without the volumetric data prior to the time the screen loaded. But I actually appear to get all 30 days (see screenshots attached).

So, what's going on here? Is another calculation being used to get that data prior to the time the screen loaded? Or is the Order Flow + script still looking at tick data for those prior 30 days to classify whether executions were on the bid or ask.

Basically - can I turn tick replay off without sacrificing accuracy, so that I can improve my system performance?

[NinjaTrader_PatrickG]

Order Flow will intelligently request any data needed to fill in the Order Flow tool. I would recommend turning off tick replay since it is not required for use with any Order Flow tool.