Futurestrader71: I am just curious, what are you using this data for?? My guess is that you throw a video at your broker when a dispute! Is that so, and if- has this been considered sufficient information.
No. I use it with new traders along with a detailed report of every trade to see what they are doing wrong. I also use it for my own trading when I'm not in tune with the markets to figure what I'm doing wrong. It is also useful to analyze activity at certain S/R levels to see what the bigger players are trying to do. I only have it record my DOM and T&S window.
Steve - check out the tymora-replay product at http://www.yourika.com - I believe that it does exactly what you're looking for - without the need for all this (ugh!) screen capturing everyone's mentioning. You can play back level 2 data, pause, and even reverse the action. For an additional fee, the data can even be saved in a simple text format to your computer so you can play around with it any way you'd like.
If you guys ever become inclined to know what's going on in the background of products like that Yourika product...Know that they are using a what you call XML database. XML has the ability to be played back persay... I know it would save you tons of data space because you can compress it like anyother file format...So you could eliminate the need to physically record you screen provided you use a charting package...Like the type available from www.modulusfe.com You can even get a free xml database from www.sleepycat.com If you're looking fo further help on putting something like that together PM me...