I've discovered a missing of the data for any indicator that uses Tick Replay Data Series
I run 2 indicators on the ES futures (5sec) each is in separate window. First Indicator made output to the tab 1, second made to the tab 2.
I pressed F5 on the 1st and got the next.
As you can see from the screenshot the last hist trade was at the 26.03.2020 1:48:12
Then the first realtime trade was at the 26.03.2020 1:48:23
And we didn't see any ticks between these 2 dates
But second indicator got realtime ticks (you can see this on the 2nd screenshot)
So, tick replay didn't provide corresponding data between the start time of the State.Historical and the start time of State.Realtime
With best regards
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