QuoteGrid Replay

[vrtrader64]

QuoteGrid Replay would be useful, to do forensic analysis of multiple instruments.

 

MT would allow the user to explore the recent past in the QuoteGrid (using 1s resolution data derived from ticks) and view last/bid/ask quotes using either a slider or cursor keys to step back and forth in time, just like you can do now on a charts and RawData windows.

 

(MT would still capture quotes into the database if the feed is started, but the QuoteGrid would switch to "replay view" mode)

 

Can it be done?

 

Thanks for all the great work done so far.

[Jerry Medved]

I have REPLAY on the todo list and have some ideas on how to implement it, but it would not be QuoteGrid only. It would be at the symbol level, so everything for that symbol would replay and either real-time speed, or faster/slower

[vrtrader64]

I have REPLAY on the todo list and have some ideas on how to implement it, but it would not be QuoteGrid only. It would be at the symbol level, so everything for that symbol would replay and either real-time speed, or faster/slower

 

Great - when you say "not QuoteGrid only", does it mean you could also REPLAY the entire QuoteGrid ? That's what I would be interested in.

 

Also, it would be really nice as part of REPLAY functionality to capture&replay Bid/Ask quotes (maybe just sampled every 0.5s.) 

[Jerry Medved]

What I mean is, you would select one or more symbols to replay.  The system would then go into REPLAY MODE for those symbols. So everything for those symbols would show the current Replay quote. Charts, Raw Data, etc.  Everything would act as if it operating on the replay data, not live data. this includes bid/ask, though not bid/ask size.  The replay can only replay the data you see in Raw Data basically.  If the raw data is tick, then you will have tick replay. If it is OHLC backfill, then it will update 4 times per minute.  You would of course be able to specify replay speed, so 1 minute could be played back in 10 seconds for example

[vrtrader64]

OK, I guess what I am trying to imagine is how the QuoteGrid would behave while MT is in REPLAY MODE. 

 

I would like to see the entire quotegrid populated with Replay Data when MT is in REPLAY MODE, if possible.

 

Also, I would like to be able to step through (bar-by-bar or tick-by-tick) instead of having MT just "play a movie" for me. Will that single-step function be part of the REPLAY MODE ?

[Jerry Medved]

to replay the entire "QuoteGrid", you would have to select all the symbols on it.  We have not implemented this yet, so there is no UI to reference. I am sure I will be making options to select either individual symbols or entire portfolios

 

Step through - not sure. For a single symbol it would be easy.  For multiple symbols, there is no common "Step". Would have to step by some time period. Will have to deal with that when we get to it