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  • Tick replay speed

    This is probably a stupid question:

    When I replay a tick file, does it exactly represent what went on in that session in the market, or will there be any differences?

    At the default setting of 1x speed, will it reflect the accurate events, or do I have to increase the speed?

    It's just that on tick replay (with a trades-only file at 1x speed) the ES seems a lot slower than the real market...
    Last edited by bf2; 08-06-2009, 12:52 PM.

  • #2
    You're seeing 1 sec interval updates in playback mode because that's the finest granularity of the saved tick data. Your eye needs to see at least 60 updates per sec to perceive fluid motion.

    If tick data were timestamped at the millisecond level, then you would be a happy camper (i.e., 1000 updates per sec)

    To get the real-time experience you're looking for, you would have to be able to record the streaming data as it was coming into your PC. Then, you could play it back just like a camcorder.

    Some charting packages do this. Usually, it's the "mom and pop" shops that give you this level of TLC because they want the feature for themselves as well.

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