Market Replay Data, Backtesting Data, Live Data

[gv1150]

Between Market Replay Data and Backtesting Data [Historical data I guess]---which represents real live data more accurately?

I have been seeing differences in the outcomes of a single day run through backtesting and run through market replay. I thought it was my strategy somehow, but then I started output some data elements from 9:30:00 - 9:30:10 for every bar (I'm using 10-tick bars) ... the data is different. Not hugely different, but different enough that I can see how my strategy behaves differently.

So I'm wondering ... which of the two better represents the real data of the day?

Thanks.

[NinjaTrader_RyanM1]

Hello gv1150,

Thank you for your post.

Market replay is data stored from a live feed recorded with your own PC. If your connection drops or can't keep up with the stream, then you will not have the whole picture. It's likely you do not have the same resources available on your local pc as a historical data provider.