{
  "id": 17395191,
  "title": "NinjaTrader Tick Replay: What Historical Order Flow Really Contains",
  "url": "https://urgent.news/2026/10/31/ninjatrader-tick-replay-what-historical-order-flow-really-contains",
  "topic": "tech",
  "section": "Tech",
  "published": "2026-10-31T11:55:43.000Z",
  "source": {
    "name": "Dev.to",
    "slug": "dev-to",
    "url": "https://dev.to/icf_market/ninjatrader-tick-replay-what-historical-order-flow-really-contains-3472"
  },
  "original_language": "en",
  "account": "NinjaTrader's Tick Replay tool can help clarify how historical order flow data appears in a chart. While it cannot automatically provide a complete history of bid/ask quotes or depth, it does reconstruct historical bars using stored trade ticks. When this tool is enabled, a script designed for Tick Replay can receive historical OnBarUpdate() and OnMarketData() calls. OnBarUpdate() follows the indicator's Calculate mode, while OnMarketData() receives historical MarketDataType.Last events, including price, volume, and best bid/ask prices. However, it's important to note that Last events do not include a full quote history, nor do they replay independent stream of historical bid/ask changes or volume events. Additionally, historical charts might look complete, but they may not accurately represent genuine historical aggressor-side data.",
  "summary": "An order-flow indicator can behave correctly on a live NinjaTrader chart yet produce a different-looking historical delta. Sometimes the script never processed historical trade events; sometimes the events were present but the historical quote context was incomplete . Tick Replay can help with the first problem. It does not automatically solve the second. In brief: Tick Replay rebuilds historical…",
  "key_points": [],
  "editors_take": null,
  "illustration": null,
  "coverage": {
    "outlets": 1,
    "also_reported_by": []
  },
  "ai_generated": true,
  "disclaimer": "Summaries, key points and the editor’s take are written by software from other outlets’ reporting and may contain errors — always check the linked original."
}