I am interested to know if it is possible to alter to edit the details of the market replay for a given instrument.
For instance, what I am particularly interested is to know if I can modify the market replay feed for ES Mini and change the timestamps and the name of the instrument.
This way I will be able to split the instrument into several instruments, and to modify the timestamps.
For example if I have the market replay for ES Mini for Jan 01 - Mar 31, I would like to split that feed into three separate instruments named "ES Mini Jan", "ES Mini Feb" and "ES Mini Mar".
Then I would edit the timestamps of those instruments to all match the same timeframe.
And in the end I could run market replay simultaneously on all three instruments without the risk of interfering to each other.
This way I could greatly speed up the market replay limit of 500x , as I would be able to scale up the speed based on the number of simultaneous instances I run for the split months.
I would very much appreciate any information about the way market replay data is structured and how I could edit it. Even if you are not certain how I can do that, I would still appreciate any input and tips on how to investigate further if I can do the abovementioned.
Thanks!
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