Tick Data for Market Replay

[mosalem2003]

Hi Support,
How to download tick data such that I would have an accurate market replay while trying my strategies versus historical downloaded price information for a certain symbol...
I always download L1, and L2 but comparing this to real market level ticks there is a huge difference and the downloaded data for market replay is omitting most of the tick data that is very sufficient to try the accuracy of strategies.
Thanks

[sledge]

Hi Support,
How to download tick data such that I would have an accurate market replay while trying my strategies versus historical downloaded price information for a certain symbol...
I always download L1, and L2 but comparing this to real market level ticks there is a huge difference and the downloaded data for market replay is omitting most of the tick data that is very sufficient to try the accuracy of strategies.
Thanks

I think this is expected.

Market Replay recording appears to be a sample. (I can't find that post, grrrrrr )
Maybe I am wrong in remembering what I have read (senile these days?), anyways, I found this:

http://www.ninjatrader.com/support/forum/showthread.php?t=56208&highlight=recording

I do remember this post about the simulation engine which might affect replay results:

http://www.ninjatrader.com/support/forum/showthread.php?t=56687&highlight=recording

[NinjaTrader_JC]

Hello mosalem2003,

Market Replay data should closely match the live market for futures. Although it there can be some missing tick because the market replay data is aggregated to 1/4 second intervals.

Could you clarify what major differences you are seeing?

Here is a thread that goes over the slight differences. http://www.ninjatrader.com/support/f...ad.php?t=38168