I've recorded some replay data but I'm having some trouble playing it back. The problem is that the bid/ask values change correctly but the last price is stuck as some other value not even close to the real price.
e.g. I'm replaying today's WDC action and by 09:34:02 the price had moved down to 33.50/33.51 but the chart is stuck at 33.65. The bid/ask on the T&S window is at the correct value but the tape is full of trades at 33.65.
After a while it will suddenly correct itself and the charts will jump to the correct value, but this can take a long time (in fact some charts never correct). This obviously makes it very difficult to paper trade.
Any suggestions?
Thanks,
David.
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