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Zapzap · 10-01-2009, 10:02 AM

I'm just wondering exactly what data does the market replay store when enabled. Ask prices and time in seconds? (This is my guess)

NinjaTrader_Jason · 10-01-2009, 10:10 AM

Hello Zapzap,

It will store incoming Level I data. Level II data is stored as well if you receive it from your data feed.

Zapzap · 10-01-2009, 10:19 AM

Quote:

Originally Posted by NinjaTrader_Jason

Hello Zapzap,

It will store incoming Level I data. Level II data is stored as well if you receive it from your data feed.

But does it know the exact time of ticks, OR on a fast tickchart on a fast market (when there are more bars in eg. in a second) it just draws the bars eg. in 1 second bundles?

And what exactly is level I data?

Thank you for the instant support.

NinjaTrader_Jason · 10-01-2009, 10:26 AM

It will record the data as provided by the data feed provider that feeds NinjaTrader real-time data.

Level I data is price data, such as last traded price, bid and ask.

Zapzap · 10-01-2009, 10:35 AM

How do I know what Zen-fire feeds to my platform?
It replays a bit strange, not as smooth as live data.

NinjaTrader_Jason · 10-01-2009, 10:41 AM

Zen-Fire provides unfiltered tick data into NinjaTrader.

10-01-2009, 10:02 AM	#1
Zapzap Member Join Date: Aug 2008 Posts: 66 Thanks: 1 Thanked 8 times in 5 posts	What data does Market Replay store? I'm just wondering exactly what data does the market replay store when enabled. Ask prices and time in seconds? (This is my guess)
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10-01-2009, 10:10 AM	#2
NinjaTrader_Jason NinjaTrader Customer Service Join Date: Aug 2007 Location: Breda, Netherlands Posts: 11,234 Thanks: 83 Thanked 336 times in 328 posts	Hello Zapzap, It will store incoming Level I data. Level II data is stored as well if you receive it from your data feed. Jason NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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10-01-2009, 10:26 AM	#4
NinjaTrader_Jason NinjaTrader Customer Service Join Date: Aug 2007 Location: Breda, Netherlands Posts: 11,234 Thanks: 83 Thanked 336 times in 328 posts	It will record the data as provided by the data feed provider that feeds NinjaTrader real-time data. Level I data is price data, such as last traded price, bid and ask. Jason NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

10-01-2009, 10:35 AM	#5
Zapzap Member Join Date: Aug 2008 Posts: 66 Thanks: 1 Thanked 8 times in 5 posts	How do I know what Zen-fire feeds to my platform? It replays a bit strange, not as smooth as live data.
	Facebook Twitter YouTube

10-01-2009, 10:41 AM	#6
NinjaTrader_Jason NinjaTrader Customer Service Join Date: Aug 2007 Location: Breda, Netherlands Posts: 11,234 Thanks: 83 Thanked 336 times in 328 posts	Zen-Fire provides unfiltered tick data into NinjaTrader. Jason NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

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