acdrew0
05-16-2010, 04:46 PM
Will having level II replay data files affect the way that the order is filled in simulation vs only level I?
NinjaTrader_RyanM
05-16-2010, 07:43 PM
Hello andrew0,
Thank you for your post. I will have someone reply to you on Monday.
NinjaTrader_Bertrand
05-17-2010, 04:25 AM
acdrew0, no you can run an accurate replay with Level 1 data only. Level 2 data would just provide DOM / Market Depth info and could help hone trading decisions, too.