When running this indicator in Playback I often get outlier figures such as "1" or "2" for buy volume or for sell volume. These figures don't pass the common sense test when volume for the previous tick may have been over 100. Is this just a consequence of Playback having some data gaps or may I have some incorrect settings or insufficient coding?
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Hello Doctor JR,
Thank you for your post.
What you are describing may be due to gaps in the data you have downloaded. The data available will vary between Market Replay' mode and 'Historical' mode.
The granularity and accuracy of historical mode will be dependent on your data provider.- Historical tick data can be used to playback chart data without market depth.
- Market Replay data holds the exact sequence level I and Level II (market depth) data.
- NinjaTrader offers a limited amount of Market Replay data free to download for playback purposes. Only the most common instruments are currently available.
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