Market replay

[guillembm]

When downloading data for market replay, is bid-ask data also saved or bid-ask prices are considered like close price?

[NinjaTrader_ChristopherJ]

Hello,

Thank you for your post.

Yes Market Replay data will also include actual Bid/Ask information for Level I as well as Level II.

Please let me know if I may be of further assistance.

[guillembm]

Thanks,

another question. I have IB as my main connection and Kinetick as the secondary. IB data is slightly different from Kinetick and spreads are smaller.

When recording Replay data I suppose the recorded data belongs to the main connection. I'm Wrong?

[NinjaTrader_ChristopherJ]

Yes in this scenario data will be recorded based on the first connection established within NinjaTrader.