DOM Replay

[PCAR]

Hello the community,

Apart from recording a session via OBS or other screen capture software, isn't there a native solution (like replay functionality) for having the DOM on replay?

Thanks in advance for your tips

 

[spider64]

Hello the community,

Apart from recording a session via OBS or other screen capture software, isn't there a native solution (like replay functionality) for having the DOM on replay?

Thanks in advance for your tips

Did you ever find out if DOM trading works in replay mode? I use automatic exit strategies, and I think I need to use the DOM panel to attach those to an entry trade for replay testing.

 

[mweichert]

Very interested in this as well.

 

[Vlad]

DOM roplay works, but you won’t see L2 data (neither MBO nor MBP). None of common data feeds provide L2 historic data as it’s just too much and would be expensive. So platform providers need to build their own solutions to give this to their customers either as a cloud/download service, or as a local capture capability. I don’t think MW provides either. You can email support and request this capability, surely it’s been requested before so they might tell where they are with development if anywhere

 

[mweichert]

Its too bad that MW doesn't at least support displaying historical DOM data. The DOM functionality is already there so its a bit confusing as to why they would limit it to live data. If they allowed displaying historical data, and then provided a means of importing L2 data, we could use something like DataBento. Instead, I have to use custom indicators powered by DataBento instead.