Tick Replay in NinjaTrader 8: What It Does and When You Need It

Key takeaways

• Tick Replay loads the bid, ask and last events that built each historical bar in their original sequence, so indicators calculate history tick by tick.
• It is off by default: enable Show Tick Replay in the Market data settings, then tick Tick Replay in the chart’s Data Series window.
• Tools that classify trades at the bid or ask need it for an exact history; indicators built on bar prices, such as a daily pivot, gain nothing.
• It costs loading time and computer resources, and it needs historical tick data from your provider.
• Tick Replay is not a backtesting mode and does not replace the Playback connection.

What Tick Replay does in NinjaTrader 8

Tick Replay is a NinjaTrader 8 property that replays the market data behind each historical bar (bid, ask and last trade) in the exact order those events happened. An indicator running with Tick Replay therefore calculates its history tick per tick, as it would have done had it been on the chart live during that period. Without it, history arrives as finished bars: open, high, low, close and volume, with nothing about the sequence of trades inside them.

The setting is off by default and most indicators do not need it. It matters for tools whose result depends on individual trades and on the side they traded on: a footprint, a cumulative delta, a large trades filter or a volume profile built trade by trade. For the practical side of the first case, see how to use footprint charts in NinjaTrader 8.

Because the switch lives in each chart’s Data Series, Tick Replay is a per-chart choice. One chart of a contract can replay ticks for an order flow tool while another chart of the same contract loads plain bars for context; only the indicators on the first chart receive the replayed events.

Why history and real time disagree without it

In real time, an indicator receives every trade as it prints, together with the best bid and ask at that moment. It can tell that a trade lifted the offer or hit the bid, and add it to a buy or a sell column. A finished historical bar cannot provide that: it shows how far price moved and how much traded, not who was aggressive at each price.

NinjaTrader’s own documentation shows the consequence. Several built-in volume indicators, among them BuySellVolume, BuySellPressure and VolumeProfile, are designed for real time only. With Tick Replay disabled they plot nothing on historical bars, and they lose what they have accumulated whenever the chart reloads. With Tick Replay enabled they plot history, although the Help Guide notes that historical values may not be exactly those the indicator would have shown live.

Indicators from other developers follow the same logic, with one condition stated by NinjaTrader: a script benefits from Tick Replay only if it has been programmed to process those market data events.

How to enable Tick Replay on a chart

Turning it on takes two switches, one for the platform and one for each chart that needs it.

• Platform: in the Control Center, open Tools > Settings (Options in older builds), go to the Market data section and check Show Tick Replay. This only makes the option visible.
• Chart: open the Data Series window with a right-click on the chart and Data Series, or with Ctrl + F, select the series and tick Tick Replay. Click OK or Apply and the chart loads its history again.
• Indicators: add or reload the indicators that use it; each one then receives the replayed events.
• Bar type: the system Line Break and Renko bar types cannot be used with Tick Replay, so the option is disabled with them, and some third-party bar types disable it as well.

Tick Replay also depends on your data. Your provider must deliver historical tick data, and for tools that classify trades at the bid or ask, that history must include the bid and ask. Providers differ on this point, so check what yours supplies before concluding that an indicator is wrong. The other fields of the Data Series window are covered in our chart settings guide.

When you need Tick Replay, and when you can skip it

The Help Guide gives a simple test. A pivot indicator that only uses the current and previous daily levels gains nothing from Tick Replay, while a volume profile that depends on the exact sequence of trades gains a lot. The table applies that test to the Trading Evolution tools, from TEVO Footprint to the ICT models, based on their documentation.

• Enable it on the chart where you read order flow, not on every chart in the workspace.
• Leave it off for structure, trend or session tools that work on bar prices.
• Live data is exact either way: Tick Replay only changes how history is rebuilt.

In practice, TEVO Cumulative Delta shows the difference clearly: without Tick Replay its history is an approximation from the bars, flagged as such, while live values are calculated from each trade.

What Tick Replay costs

Replaying every event behind every bar takes far more work than loading finished bars. The Help Guide warns that Tick Replay uses more computer resources and affects performance, and its performance tips recommend using it sparingly and reducing the days to load, especially on tick-based series. Expect a slower first load and higher memory use, more so on active contracts and long histories.

A sensible layout is one order flow chart with Tick Replay and a modest amount of history, next to ordinary charts for context. If the platform becomes sluggish, reduce the days loaded before blaming the indicator.

Tick Replay is not backtesting or market replay

Two NinjaTrader features are often confused with it. The Strategy Analyzer runs backtests, and the Help Guide states that Tick Replay is not intended for strategy backtests and will not reproduce live results there; for finer order fills in a backtest it points to the High Fill Resolution option instead.

The Playback connection replays recorded market data or historical data through all windows, at the speed you choose, as if the market were live. That is the tool for practising your reading of a past session. Tick Replay, by contrast, only rebuilds indicator history on a chart that is otherwise fed by your normal connection.

Playback also needs data of its own: Market Replay data or historical tick data must first be recorded or downloaded, as the Playback section of the Help Guide explains. Tick Replay simply uses the historical data your provider already serves to the chart.

Troubleshooting Tick Replay

Most Tick Replay problems come from a missing setting or from the data itself.

• No Tick Replay box in the Data Series window: Show Tick Replay is off in the Market data settings, or the bar type is Renko or Line Break.
• Indicator history still empty or approximate: the provider may not supply historical tick data, or not with the bid and ask; some tools then fall back to an estimate.
• The chart takes a long time to load: reduce the days to load, or load fewer bars.
• History differs slightly from what you saw live: expected, since replayed events cannot reproduce live timing perfectly.

Put it into practice

• TEVO FootprintTEVO Footprint, a free footprint indicator for NinjaTrader 8: bid × ask volume per price, diagonal and stacked imbalances, bar POC and a delta table.
• TEVO Cumulative DeltaTEVO Cumulative Delta, a free CVD indicator for NinjaTrader 8: cumulative delta as a line or candles, session resets, zoom and a recent bars table.
• TEVO VWAPTEVO VWAP, a free NinjaTrader 8 indicator: session, weekly, monthly or anchored VWAP with 3 volume-weighted standard deviation bands and alerts.
• Installation video tutorialThe 12 steps from downloading the packs to adding an indicator on a NinjaTrader 8 chart.

Frequently asked questions

Sources

1. Tick Replay — NinjaTrader 8 Help Guide
2. Tick Replay Indicators — NinjaTrader 8 Help Guide
3. Settings: Market data — NinjaTrader 8 Help Guide
4. Working with Price Data — NinjaTrader 8 Help Guide
5. Performance Tips — NinjaTrader 8 Help Guide
6. Playback — NinjaTrader 8 Help Guide

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