eSignal
Central 
eSignal -- Tick Replay
Last issue, we talked about Bar Replay, and we mentioned that Bar Replay lets you test your formulas and strategies with a full day’s worth of data, using completed bar data. This time, we will talk about another eSignal tool that lets you test your formulas and strategies in a simulated real-time environment, but on a tick-by-tick basis. This tool is called Tick Replay.
Tick Replay / Downloader
To get to the Tick Replay Tool, click on an advanced chart, select Tools from the main menu and, then, Tick Replay. You will see two options under the Tick Replay menu. Before selecting the Replay Tick File option, you need to have at least one tick data file. Select the Tick Downloader to create a tick data file.
After selecting the Tick Downloader, you will see the window shown in the subsequent screen shot. Enter the symbol for the tick data you wish to download and the number of days of tick data. The maximum number of days of tick data is 10. Then, click on the button to the right of File Name, select the folder and enter a file name for the tick data file from the Save data as EPF file window that appears. These are the minimum requirements to download tick data. Click the Download button to begin the process.
During the download, you will see some status information in the Status box. The image shown below is the message that appears when the download is complete.
Tick Downloader Options
- Start and End Time
If you wish to filter data outside a specific range of time, you can enter a start and end time for the range of data you want.
- Save Trades Only
By default, the Tick Downloader will include quotes in the data file. This option will save only the trades to the tick data file.
- Price Adjustments -- Price Base
The Price Base Option allows you to adjust the base price at the beginning of the tick data. The prices going forward reflect the same percentage change in price as the original tick data but start from the specified base price.
- Price Adjustments -- Tick Factor
The Tick Factor is used in combination with the Price Base to convert equity data to look like another security, such as an E-mini. For example, you could download IBM tick data with a price base of 108200 and a Tick Factor of 25. The first trade would start at 108200 and, then, for every .01 increment of IBM, the price would adjust by a factor of 25.
Using Tick Replay
Before starting the Tick Replay feature, you must select an advanced chart so that it is the active window in your page or layout. You will need to set the chart interval to your desired interval for the replay. Then, go to Tools from the main menu, select Tick Replay and, then, Replay Tick File. You will be asked to select a tick data file.
Navigate to the folder where you saved your tick data file. The file extension for tick replay data files is .EPF. Select the file you wish to replay and select Open. The symbol of your advanced chart will become $PLAYBACK. This symbol tells the chart to use the tick data file you selected. At first, the advanced chart will be blank. You will use the Tick Replay window to start the replay.
You can start the replay several ways. You can simply click Play to start from the beginning of the data. You can also click the Jump button to jump forward and start at a specific point in time. There are three options.
Jump Options
- Forward X minutes
Select the number of minutes to jump forward in time.
- To Date
If there is more than one day’s worth of data, select "To Date" and enter the MM/DD/YYYY to jump forward.
- To Time
Select “to time” and enter the HH:MM time to jump forward again.
Selecting a Jump option and clicking the Jump button will start the play. During the replay you also have the option to increase or decrease the speed of the replay, as well as to pause or reset the replay. If you click the reset button, the replay stops. You will then need to restart by clicking the Play button or selecting one of the Jump options. The speed option plays at the selected number times real time. (For example, a speed of 10 is approximately 10 times real time.)
