Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

What is the source of Market Replay data?

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    What is the source of Market Replay data?

    When we download Level 1 Market Replay (futures, specifically ES) data in NT7, what is the source of this data?

    Is the level 1 or time/sales filtered in any fashion or coalesced at all? Is it recorded AND delivered to us tick by tick or using a snap shot (i.e. IB delivers their live market data with a snap shot of (I believe) a couple/few hundred milliseconds)?

    Thanks
    Last edited by lookOutBelow; 12-03-2015, 02:52 PM.

    #2
    Hello,

    Thanks for your post.

    NinjaTrader utilizes a third-party service to record this data and provide it to our users as a free service. I can confirm that this data would be unfiltered and would not be snap shot data.

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by charlesugo_1, 05-26-2026, 05:03 PM
    0 responses
    67 views
    0 likes
    Last Post charlesugo_1  
    Started by DannyP96, 05-18-2026, 02:38 PM
    1 response
    150 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by CarlTrading, 05-11-2026, 05:56 AM
    0 responses
    162 views
    0 likes
    Last Post CarlTrading  
    Started by CarlTrading, 05-10-2026, 08:12 PM
    0 responses
    99 views
    0 likes
    Last Post CarlTrading  
    Started by Hwop38, 05-04-2026, 07:02 PM
    0 responses
    287 views
    0 likes
    Last Post Hwop38
    by Hwop38
     
    Working...
    X