Market replay with DOM and MBO

[cordell]

Hello.

How can I do Market replay tick-by-tick in DOM and reading the MBO?

Thanks.

 

[MotiveWave_Jason]

Hello Cordell,

You can use tick data in replay mode, which will just display the best bid/ask and last price. It will not display market depth or MBO.

Regards.

 

[coys997]

Hello Cordell,

You can use tick data in replay mode, which will just display the best bid/ask and last price. It will not display market depth or MBO.

Regards.

Is the lack of depth just a lack of that particular data set? Being able to replay the DOM would be amazing.

 

[aminus04]

Is the lack of depth just a lack of that particular data set? Being able to replay the DOM would be amazing.

Hello Cordell,

You can use tick data in replay mode, which will just display the best bid/ask and last price. It will not display market depth or MBO.

Regards.

Can we replay the data on the DOM to practice execution? I know there is a replay function but I couldnt get it to work on the DOM