GetCurrentAsk / GetCurrentBid behavior with Market Replay

[joehanus]

I know using GetCurrentAsk / GetCurrentBid with a live, realtime connection will return the Ask/Bid immediately as it comes in from the Level 1 data stream, and that when using historical data during back-testing it will return the Close price, but how about when using market replay / playback? Does it behave the same way as with a live connection? Thank you!

[NinjaTrader_Jesse]

Hello joehanus,

it has the same output in playback, for historical bars = close, for realtime bars = ask/bid

[joehanus]

Hi Jesse, thank you for your response! To make sure I understand you correctly:

Realtime and playback = ask/bid
Historical = close

Thanks!

[NinjaTrader_Jesse]

Hello joehanus,

Right.