nitro - just so you know, ninjatrader lets you capture and replay a feed. So you already have this feature. Problem is, ninja needs to be on the whole time to record the feed, and your instruments must be selected ahead of time.
scriabinop23, Thank you for the suggestion. I will look into this platform. I have already written a data capture utility that is able to replay the day, although only for one symbol at a time, not a packet of symbol price changes. The key is to be able to send orders to an simulated order management system that then fills based on reasonable conditions, e.g., like IB. Maybe I need to roll up the sleeves and take one extra step to do my own little order fill/entry engine system. I have written one of these too, it just has no notion of filling fake orders. Putting all these systems together into a simulator may not be that time consuming...
you are an idiot, what's wrong with having a demo account? maybe they need to test a new trading system via the api, or maybe to try out a new trading style? why would you make fun of someone because they want to have a demo account.... and yes i agree, demo account should replay the previous day's action, it would make api testing so much more meaningful.