Market Replay substitutes a recorded tick stream for the live feed while leaving every chart, indicator and panel setting untouched. This page records the data depth, the speed steps, the keyboard controls and the alignment rules that apply while a replay session is running.
01 Historical tick data depth
Replay works from locally stored tick archives. Depth is measured as the span of continuous recorded volume for a given instrument, and each archive is split into daily or weekly segments so that a session can be loaded without opening the entire history.
| Attribute | Value |
|---|---|
| Segment length | 1 trading day |
| Recorded granularity | Tick by tick |
| Retained span | Multiple years |
| Storage unit | Per instrument |
Archive coverage differs by instrument and by venue, so the first check before a review is the recorded span for the selected symbol. An instrument with several years of archive supports long-horizon studies, while a recently listed contract supports only the period since listing.
02 Playback speed steps
Playback advances by fixed steps rather than by a continuous slider. Each step multiplies the recorded rate, so a step of 1x replays at recorded speed, 5x advances five times faster, and fractional steps slow the stream below real time for detailed inspection.
- Step to a slower rate for row-by-row review.
- Step to recorded speed to confirm timing.
- Step up to move quickly through quiet passages.
Speed changes take effect at the next print, so a paused stream does not jump forward when the rate is raised.
03 Keyboard control
Transport bindings act on the active replay window and are stored per profile. Single-step mode pauses the stream after every print so that a bar can be inspected as it forms, which is useful when verifying how a cluster row fills during fast passages.
Transport
- Start and pause
- Step one print forward
- Step one bar forward
- Jump to session start
Rate
- Increase speed step
- Decrease speed step
- Return to recorded speed
- Toggle single-step mode
04 Timestamp alignment
Recorded prints carry exchange timestamps, and the replay clock is built from them. When an instrument records across two venues, the alignment reference decides which clock drives the axis; a mismatch of one hour between two data sources shifts bars by a full hour unless the reference is set explicitly.
- Reference clock
- The timestamp family used to order prints.
- Session anchor
- The template boundary that resets the day.
- Gap handling
- Whether recorded idle time is compressed during playback.
05 Session selection
A replay session is chosen by date and by instrument rather than by a free time range. Selecting a date loads the matching segment, and the session template active on the charts then crops the visible window to its regular hours.
| Field | Value |
|---|---|
| Date | Single trading day |
| Instrument | One symbol per session |
| Template | Regular hours |
Loading a segment does not require every chart in the layout to move. Only panels bound to the replay source follow the replay clock, while panels still on the live feed continue independently.
06 Replay with indicators
Indicators run against the replay clock exactly as they run against a live feed. A volume profile anchored to the session start rebuilds as the replay advances, cumulative delta accumulates from its anchor, and cluster rows fill in print order.
Replay and live sessions share the interval and session configuration documented on the chart module page, which is why a replay review validates the same settings later used on a live desk. Cluster rendering during replay follows the modes described on the footprint cluster modes page.