My volume bars appears to be very different in each case.
I use Barchart imported data for historical and Ninja download for replay.
I understand the problem is in the data. And also I think there is some problem with timestamps in replay data which is coming from Ninja replay downloads. I am not 100% sure.
I need 1 week of data to ensure that strategy testing can be consistent from backtest to replay and to then to sim.
So the actual questions are:
1. If I leave Ninja connected to Zen-fire for few days set "Record for market replay" and "Save chart data as historical" - will I have volume bars identical for historical and replay data ?
2. Is there data on Ninja server - again - historical and replay that can match each other in volume bars? I downloaded NQ for 18-22nd of Jan and couldnt use it as there is some problem with time stamps. See the picture attached.
3. Could you please confirm that my idea to match the data is viable - I am going to open a chart for a particular day and then it will be historical data. Take random measurements from bars or some SMA, make screenshot. Then I am going to connect to Replay and play the same day and then make same measurements... Would it work?
Thank you

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