Market replay

[rudyspurs]

Hello... I bought 3rd party super Dom series so I can see orders that have been traded, I’m using market reply to get deeper in to it but having market reply on one second intervals is pretty pointless with Dom as I can’t see what’s really is happening, is there any way to change it to tick reply so it shows every order on Dom rather than just every second?

[NinjaTrader_ShawnB]

Hello rudyspurs,

Thanks for your post.

There isn't an option to adjust this. However, market replay files have the ability to record timestamps 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 timestamp is natively provided. Please see the Historical & Real-Time Data section of the help guide for more information.

Please note that when using market replay, the NinjaTrader core market data updates occur at the granularity provided by the market data provider. However, the NinjaTrader user interface only visually updates in 1-second intervals for performance optimizations. Even though the NinjaTrader UI's are only visually updating at 1-second intervals, orders and indicators will calculate just as they were running in real-time.

To provide the highest possible playback performance the visual update interval is 1 second, order fills and indicator or strategy calculations are processed with the highest timestamp granularity possible still.


Please do not hesitate to contact us for any other NinjaTrader inquiries you may have.

[rezik]

NinjaTrader_ShawnB Looking for some clarification on the above topic.

I am also in the same situation. I have a 3rd party DOM and noticing that it's only updating every 1 second in replay and not behaving as if it was a live connection. I am using Ninjatrader as my broker and I believe the connection is through CQG (that's who my connection email came from) and they show to support tick replay with the link you provided earlier.

Shouldn't my market replay behave exactly like live?

Is it ONLY the UI (in replay mode) that is behaving at the 1 second interval? If the replay data is containing down to the tick and faster than the 1 second data why wouldn't a third party DOM show it?

Looking for clarification to understand.

Thanks!