Comparing live data to playback files

[tokyonoleo2]

I compared ES data I recorded from my live NT data feed with data from a downloaded NT Market Replay file for the same 7 hr. period. I found that the live recording had about 10% more lines of trade ('Last') updates than the playback file, and that the aggregate trade volume from the the live data was about 10% higher than that in the market replay file. Also, many of the updates on the live recording had out-of-sequence (prior time) time tags. I want to use market replay data as a source of training data for a machine learning model, but need to understand any differences between this and the live data. I'm only using Level 1 (onMarketUpdate) Last, Bid and Ask, not depth. Would appreciate any information you can provide on this. Thanks.

[NinjaTrader_Oxana]

Hello,
Thank you for your post.

Please email us your log and trace files right from the NinjaTrader platform (by going to Help-> Email Support) plus attach a screenshot of what you are comparing, so we may investigate this matter further. Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.
Please reference the following ticket number in the body of the email: 04116155

Thank you!

[tokyonoleo2]

OK and thanks for the quick reply!

I'll do a more thorough test and get back to you with log, trace files and screen caps from that.