A related question, is there a software that'll allow market replay at varying speed using downloaded historical tick data (i.e. from www.tickdata.com)? Ninja has a market replay, but you need to save the data from real-time, which imo, kinda defeats the purpose. I'm currently leasing Neoticker, but its really pricey, and I get the feeling I'm overpaying for the other features that I dont need. Any suggestions on alternatives would be great. Thanks!
you can do these things with tradelink as well, which is * open source and free * works with 12 brokers and 3 data feeds * plays back tick data intraday at speed controlable speed (using replay) * you can obtain data by recording it or importing it. presently data converters exist for cqg, tradestation, esignal, and trading physics in the platform. You could write your own converter for tickdata.com data using one of the existing converters as a template, it's usually 10-50 lines of code to write a converter. http://tradelink.googlecode.com