Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

market replay with level 2 data

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

    market replay with level 2 data

    Hi I am testing an order-flow based strategy and would like to know how market replay level 2 data is calculated in replay mode.

    Does the bid ask data come in sequence as the bar is being built, or is it calculated on the close of the bar?

    #2
    Hello brucelevy,

    Thanks for your post.

    It would come in sequence. This is discussed with great detail related to market replay in the helpguide and recommend you review the entire section titled, "Understanding how the Market Replay works: in the section: https://ninjatrader.com/support/help...t7/?replay.htm

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by Geovanny Suaza, 02-11-2026, 06:32 PM
    0 responses
    558 views
    0 likes
    Last Post Geovanny Suaza  
    Started by Geovanny Suaza, 02-11-2026, 05:51 PM
    0 responses
    324 views
    1 like
    Last Post Geovanny Suaza  
    Started by Mindset, 02-09-2026, 11:44 AM
    0 responses
    101 views
    0 likes
    Last Post Mindset
    by Mindset
     
    Started by Geovanny Suaza, 02-02-2026, 12:30 PM
    0 responses
    545 views
    1 like
    Last Post Geovanny Suaza  
    Started by RFrosty, 01-28-2026, 06:49 PM
    0 responses
    547 views
    1 like
    Last Post RFrosty
    by RFrosty
     
    Working...
    X