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Symbol replay

Adventures In .NET


On 11/19/2021 at 3:42 PM, Mike Medved said:

5. Market replay, this is a larger feature, but it would be nice to be able to back test or market replay to practice trading.

*** We have the replay almost there but other things keep crowding in front. It would be a replay for a particular symbol, though, not the whole market.


Did the market replay get put off further? Perhaps it could work with either a standalone recorder or a window in Medved where you enter the tickers you'd like to record. It then stores tick, level 2, and time and sales data locally, using that for tick-based data for trading practice upon replay. People could even share their market recordings. < fingers-crossed />

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y, kind of did.  NOTE: our replay just replays the data you see in raw data window. Stuff is not saved separately and Level II is definitely not saved.  The problem is making it User Friendly - right now we have stuff that can replay from one symbol to another, so I would commonly do stuff like replay from AAPL to TEST (a dummy symbol).  But that is not practical for public release. 

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