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Tick Replay while Playback?

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    Tick Replay while Playback?

    Hello,

    My strategy works on simulated account with real-time data from Kinetick. Since it needs a few minutes' worth of ticks, I've set it up with Tick replay. The ticks are fed to the strategy during Historical state. So far so good.
    When I've switched to Playback account with everything the same otherwise, it doesn't happen. No ticks come during Historical state.
    Is there something extra I need to do to make it work?

    Thanks!

    #2
    Hi, thanks for writing in. Make sure to switch the account to "Playback 101" so you can enable the strategy while connected to playback. If you have the strategy properly enabled, you should not need to do anything else. Make sure you have this historical data as well. Connect to your data provider and go to Tools>Historical Data>Load to download tick data for the instrument you are using.

    Kind regards.

    Comment


      #3
      Hi. I think using Playback 101 is enforced to do the playback. Anyway, I've added a tick counter to OnMarketData event handler. See the attached screenshots, it shows there is no ticks sent in case of the playback. Indeed, other than the account used, the other settings are identical.

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        #4
        Hi, thanks for sending that in. If the data is moving on playback then you have tick data coming through. Test on a blank strategy that only overrides OnMarketData and test in realtime-playback connection. If that does not work remove and re-download the data you are trying to replay.

        Kind regards,
        -ChrisL

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