What data does Market Replay store?

[Zapzap]

I'm just wondering exactly what data does the market replay store when enabled. Ask prices and time in seconds? (This is my guess)

[NinjaTrader_Jason]

Hello Zapzap,

It will store incoming Level I data. Level II data is stored as well if you receive it from your data feed.

[Zapzap]

Hello Zapzap,

It will store incoming Level I data. Level II data is stored as well if you receive it from your data feed.

But does it know the exact time of ticks, OR on a fast tickchart on a fast market (when there are more bars in eg. in a second) it just draws the bars eg. in 1 second bundles?

And what exactly is level I data?

Thank you for the instant support.

[NinjaTrader_Jason]

It will record the data as provided by the data feed provider that feeds NinjaTrader real-time data.

Level I data is price data, such as last traded price, bid and ask.

[Zapzap]

How do I know what Zen-fire feeds to my platform?
It replays a bit strange, not as smooth as live data.

[NinjaTrader_Jason]

Zen-Fire provides unfiltered tick data into NinjaTrader.