Data Playback

Understanding Data Playback

Data Playback is a useful tool for traders wishing to stream data step-by-step backward and forward in order to see how their strategy would behave in real-time. It allows playback of market data with the specified speed and resolution.

Playback in MultiCharts has a number of distinctive features making it a unique simulation tool:

• Jump to Bar Mode allowing you to set the start point with just one click.
• Possibility to choose Playback Resolution: tick by tick, second by second, minute by minute etc.
• Flexible Playback Speed: per bar (as is) or x updates per second.
• Step Backward/Forward allowing you to move forward or backward on the time scale without losing indicators/signals values.

Data Playback on Charts

1. Set the starting point of Data Playback by one of the following methods:
   • Click on the Jump To Bar button on the Data Playback Toolbar and click on the chart; or:
   • Set the date and time in the Playback Start Date/Time box and click the Jump To Time button on the Data Playback Toolbar.
2. Set the Playback Resolution (As is – bar per bar, tick by tick etc.) by one of the following methods:
   • Select the resolution from the Playback Resolution list in Data Playback Toolbar; or:
   • In the main menu select Format, then point to Data Playback, Playback Resolution and select the resolution.
3. Set playback speed using the Playback Speed slider on the Data Playback toolbar.
   Note: You can also configure the Playback Speed from the context menu by right clicking on the chart and going to ‘Playback Speed’.
4. Start Data Playback by one of the following methods:
   • Click the Pause/Resume Playback button on the Data Playback toolbar; or:
   • In the main menu select Format, then point to Data Playback and click Play.

To terminate Data Playback:

• Click the Go To Realtime button on Data Playback toolbar; or:
• In the main menu select Format, then point to Data Playback and choose Go To Realtime

Note: If you try to place a manual order during data playback when a broker profile is connected, the order will be sent to the broker with the current market price. That is not possible to place simulated orders during the data playback for testing purposes. All orders are sent to the currently connected broker.

Data Playback in Scanner

To playback data in a Scanner window, set the starting time and date in the Playback Start Date/Time box and click the Jump To Date on the Data Playback toolbar. When the starting point is set, the playback is set to Pause mode by default.

Note: Not all Data Playback resolutions are available for market scanner (See Data Playback Limitations)

Step Backward/Forward Playback

Step Backward/Forward feature allows step-by-step playback of the data without losing indicators/signals values.
Click the Step Backward or Forward Playback button to move backward or forward on the time scale.

Set the step size by one of the following methods:

• Click the arrow next to the Step Backward or Forward Playback button and then select the step size from the list; or:
• In the main menu select Format -> Data Playback -> Step Forward/ Step Backward and choose the step size.

Data Playback Modes

There are two Data Playback modes: Local and Global

When the Local mode is selected, the bars are played independently on each chart or scanner window where Data Playback is enabled. Each window will have its own starting point of the playback.
Windows with Data Playback disabled will receive real-time data from the data source.

When the Global mode is selected, all the data series on all opened windows of all the workspaces of one MultiCharts instance will be played back. In this case the starting point of the playback will be the same for all charts and scanner windows.

Note: In the Global mode, all the charts are played back within their own time zone. If the time zones of the charts differ, the time of the playback starting points for those charts will still be the same.

Select Global playback mode by one of the following methods:

• Click the Global mode button; or:
• In the main menu select Format-> Data Playback -> Global mode.

Note: If Global mode is not selected, Local mode is used.

Data Playback Limitations

Only the following playback resolutions are available on the chart with multiple data series, in market scanner and in the Global mode:

• Tick by Tick;
• Second by Second;
• Minute by Minute;
• Day by Day.

Note: If the playback resolution is lower than the resolution of the data series on the chart, additional detailed data will be downloaded from the data source. In this case status line indicates “Waiting for Detailed Data”.

Data series, indicators and strategies markers will disappear at the right side of the playback starting point. They will appear once Data Playback starts.
All the drawings remain in their original place. They can disappear when the starting point is set. When the playback reaches the place where the drawing was put, the drawing appears.
If a study requires more data for calculation than there are at the starting point, the calculation will start when the playback reaches the required bars number.
The real-time data is downloaded and collected while Data Playback is active.

When the playback reaches its end, real-time data is displayed on the chart

Skip ticks with identical price

Skip ticks with identical price option in Data Playback allows MultiCharts to skip the successive ticks with identical prices during playback. E.g., there are 100 ticks with identical prices going one by one. If Skip ticks with identical price is checked, these ticks will be played only once, not 100 times. If Skip ticks with identical price is disabled, all 100 ticks will be taken into account and played during playback.

Enabling/disabling the Skip ticks with identical price option:

• In the main menu select Format-> Data Playback -> Skip Ticks With Identical Price.
• Click on the Skip Ticks with Identical Price button from the Data Playback toolbar.

Note: Skip ticks with identical price option is enabled by default. The option is enabled/disabled for each chart individually.