Market Replay File Format

[jorel]

Can someone please publish the market replay file format? I'd like to be able to scan through this file for the Level II data in order to construct information for an indicator to use for historical bars (like however many days back are requested by user when chart is configured).

thanks in advance,
Jorel

[NinjaTrader_Ray]

Hi Jorel,

These files are binary and are not exposed.

[jorel]

yes. I deduced their binary nature with my keen observational skills and a good programming text editor. In fact, since you are not going to show me the format, I will easily reverse engineer it and publish it on this forum.
thanks.

[NinjaTrader_Ray]

We do not sanction this and it likely violates our license agreement.

[jorel]

in that case, I won't do that.