use OnMarketData() with Replay Data == OK ??

[Trader.Jon]

Greetings!

Given from the F1 help:

When replaying, the Level I sequence is guaranteed to be in the correct sequence in relation to all Level I events for that instrument.

OnMarketData() method is called and guaranteed to be in the correct sequence for every change in level one market data for the underlying instrument

Can I realistically use the replay data and use OnMarketData() in my code to use that data (realizing 1 second granularity)? IF NOT, can this be considered a requested functionality?

I think I have tried before and it didnt work: that is why I ask. Maybe my code was lacking.

Thanks
Jon

[eDanny]

If you have that data checked when downloading for market replay it should work fine.

Dan

[NinjaTrader_Austin]

Jon, trades and other L1 information are aggregated into 0.25 second intervals, so it will not be 100%, but it will be close.

[eDanny]

Where you might really see any error in replay is on a one tick chart where some ticks may not show trades but then a tick will show the previous unmarked trades in one bar. This should not act like this in realtime.

Dan