Hello all,
Hoping someone can help me out here. I’m using jigsaw’s daytradr and have a subscription for Tradovate market replay. When I start a replay session, I can see the current trades column seems to lag behind the depth columns and they sometimes move independently of each other. This creates a non realistic replay and makes it difficult to simulate real time market movements.
Is this an issue with Tradovate’s market data connection or jigsaw? I’ll note that I only see this issue on my Tradovate connections and not on any of my other connections. I also trade the treasuries.
Thanks everyone!
