Market Replay data is aggregated

[Alexpl]

And else one question, can I use 1 seconds granularity on real live unfilterd data feed. I want to do it on my PC, not get data from filtered feed. Get data and granulate it. Reason, granularity (like in replay) is good for me. It produces signals. Delays in 1-2 seconds on big periods are acceptable.

[NinjaTrader_Joydeep]

Hello Alexpl,
Yes, you can use it, provided your connectivity provider provides unfiltered data.

NinjaTrader will save the data with a 1 second granularity however.