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market replay simulation filling question

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    market replay simulation filling question

    Will having level II replay data files affect the way that the order is filled in simulation vs only level I?

    #2
    Hello andrew0,

    Thank you for your post. I will have someone reply to you on Monday.
    Ryan M.NinjaTrader Customer Service

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      #3
      acdrew0, no you can run an accurate replay with Level 1 data only. Level 2 data would just provide DOM / Market Depth info and could help hone trading decisions, too.

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