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What is the source of Market Replay data?

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    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.

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