Question about Market Replay and simulated fills

[lookOutBelow]

I wanted to ask a few questions about how NT handles a few things.

1) While in Market Replay, when you Playback 500x, will it play through every tick/trade in order, or is there a chance of it skipping something?

2) I've been recording live market data for a while now. However, I think I made a mistake by only having charts open for those instruments. The Help document suggest that I may have only recorded Last prices and not the Bid/Ask. Is this true?

3) If #2 is true, if I play that data back through Market Replay and run a strategy against it. How is the bid/ask determined when using GetCurrentAsk()?


Thanks

[NinjaTrader_Brandon]

Hello lookOutBelow,

Thanks for your post.

Data is only stored with second granularity in the database and this is expected. However the ticks should be saved in the order they were received therefor there order stays in tacked.

Bid and ask data will be available when recording from a chart

[lookOutBelow]

Thanks Brandon.

When I play Market Replay into a DOM, should I see a Bid/Ask at all? I only see the last price lit up..

Thanks

[NinjaTrader_Brandon]

Hello lookOutBelow,

Thanks for your reply.

No, the SuperDOM will only show the bid/ask price with Level II data is available. Bid and Ask will show on your Chart Trader and within the Orders tab of the Control Center for example however. To record Level II data you would need a window open that is accessing Level II data such as the SuperDOM or Level II window.