SabrTrader Documentation

Market Replay: Tick-by-Tick Historical Simulation

Market Replay is SabrTrader's tick-by-tick historical simulation mode. It downloads the raw trade-by-trade record for an instrument over a chosen date range and then re-feeds that data into the platform in chronological order, so charts, footprint cells, delta, volume profile, DOM tools and order entry rebuild exactly as they did when the session was live. Unlike backtesting, which scores a rule set against aggregated history, replay forces you to make decisions bar by bar and tick by tick with no view of what happens next.

Overview: What Market Replay Is and Why It Matters

Market Replay is a SabrTrader mode that plays back recorded historical tick data for a selected instrument so that every chart, indicator and order-flow tool rebuilds in the same sequence it did on the original trading day. It is a time machine for the tape, not a statistical test.

Replay is fully functional: the chart that opens when you press Go behaves like a live chart. You can attach any indicator, open footprint and order-flow views, place simulated orders, and run automated strategies against the replayed stream.

The three main use cases

• Challenge and practice. Rehearse execution on real recorded flow without risking capital. This is how traders accumulate screen time faster than the calendar allows.
• Session review. Re-run a day you actually traded and watch what the tape showed at the exact moment you clicked buy or sell.
• Algo and methodology testing. Run an automated strategy, or a discretionary rule set of your own design, against recorded order flow to observe behaviour and fills before deploying live.

Replay versus backtesting

Aspect	Market Replay	Backtesting
Data granularity	Individual ticks: price, size, time, aggressor side	Usually aggregated bars (OHLC) or ticks summarised by a rule engine
Decision maker	You (or a strategy) in real sequence, no hindsight	An algorithm scoring the whole history at once
Output	Experience, observations, execution reps	Statistics: win rate, expectancy, drawdown curve
Speed	Real time to a chosen multiple of real time	As fast as the machine can compute
Best for	Reading order flow, execution timing, discretionary skill, trade review	Validating mechanical rules over large samples

The two are complements. Use AlgoStudio Pro or the Auto Strategy Builder to find and optimise rules over aggregate history, then use Market Replay to watch those rules behave on the tape one tick at a time.

The Market Replay Window and Playback Controls

Opening the window

Market Replay is launched from the SabrTrader Control Center as its own detached, floating window. It is not docked inside a chart, which means you can drag it to the side of the workspace (or to a second monitor) and leave it there while the replayed chart occupies the main area. The window stays open and in control of the replay clock for as long as the session is running.

Sections of the window

Area	Purpose
Instrument selector	Asset class filter (for example futures), data connection, and symbol. Defines what will be downloaded and replayed.
Date range fields	Start date and end date of the tick history to download.
Download / progress feedback	Retrieves tick history from the selected connection and reports progress while it works.
Playback section	Start date, start time, Go, Play, Pause, playback speed multiplier, scrub bar, and an exact-time jump field.

Control reference

Control	What it does	Effect on the replay clock and indicators
Go	Loads the chart for the selected symbol automatically and starts feeding ticks from the chosen start date and time.	Sets the replay clock to the start point and begins advancing it. Chart history and indicators are built up to that point, then extended forward.
Play	Resumes tick feeding after a pause.	Clock advances at the current speed multiplier.
Pause	Freezes the tape at the current tick.	Clock stops. Charts, indicators and DOM remain on screen and can be inspected, measured and annotated.
Speed multiplier	Selects how fast recorded time advances relative to real time: 1x, 5x, 10x and higher.	Only changes the rate at which ticks are delivered. It does not change the data or the order of events.
Scrub bar / timeline	Drag to reposition the replay clock anywhere inside the downloaded range.	Rebuilds the chart to the new position. Coarse but fast positioning.
Exact-time jump	Type a target date and time and jump straight to it.	Precise positioning; used for repeating the same clock window across many days.
Direction (forward / backward)	Jumps can move ahead of or behind the current position within the downloaded range.	Jumping backwards rewinds session-cumulative values (cumulative delta, session volume profile, session VWAP-style references) to that earlier point.

What replay reconstructs

• Bars of any interval, built from the tick stream rather than from pre-aggregated history.
• Footprint cells — traded volume split by bid and ask aggressor at each price inside each bar.
• Delta and cumulative delta, accumulating tick by tick exactly as they did live.
• Volume profile distributions for the replayed session or range.
• Depth and liquidity tools such as the Liquidity Heatmap and SuperDOM, to the extent that depth data is present in the recorded history for that connection and symbol.
• All other indicators, including the free indicator set and the premium indicators such as Market Structure and TDU Price Action.

Trading Concepts Behind Replay

Tick history

Tick history is the raw trade-by-trade record of an instrument: price, size, timestamp and aggressor side for every executed trade. It is the atomic input for replay. Because footprint and delta require the aggressor side of each trade, only tick-level history — not pre-aggregated OHLC bars — can reconstruct them faithfully.

Order flow and delta

Order flow is the sequence of executed trades and resting liquidity changes that moves price. Delta is market buy volume minus market sell volume over a bar, a session or a chosen range. In replay, delta is recomputed from the tick stream, so a bar showing +450 delta in replay showed +450 delta live.

Absorption

Absorption is aggressive market orders being fully consumed by resting limit liquidity without price making progress. On a candlestick chart absorption looks like a stall. On tick-accurate replay it is visible as heavy one-sided volume printing at a single price while price refuses to move — exactly the kind of detail that vanishes when you only look at aggregated bars.

Session anatomy

• RTH open is the regular trading hours session open — for the equity index futures, the 09:30 ET cash open. It typically carries the day's highest participation, widest ranges and fastest tape.
• ETH / overnight session is electronic trading outside cash hours. It is usually thinner, more range-bound and dominated by fewer participants.
• Power hour is the final trading hour, when closing imbalances, index rebalancing and position squaring raise volume and can extend or reverse the day's trend.

Overextension

Overextension is a condition in which price has travelled a long distance from an accepted value area or a moving reference without a corrective pullback, raising the probability of mean reversion. Replaying the power hour is a common way to study whether a late-day thrust was overextended and how the tape behaved as it faded or continued.

Instruments and contract months

MNQ (Micro E-mini Nasdaq-100) is the micro-sized CME futures contract on the Nasdaq-100 index. Its small tick value makes it the default practice instrument for order-flow work. Every futures contract has a defined expiry, and the front-month contract changes at each rollover. When you replay a date from a previous quarter, the contract that carried the volume on that date is the contract month that was front month then, not the one trading today.

Screen time

Screen time is accumulated observation of live-like market behaviour. A trader who watches one session per day sees roughly 250 sessions a year. At 5x on the parts that do not matter and 1x on the parts that do, replay can compress months of screen time into days — with the important qualifier that speed only helps if you are actually reading the tape rather than watching it blur past.

Simulated fills and slippage

Replay approximates execution from the recorded record of trades and liquidity. It cannot reproduce your true queue position, hidden iceberg refills, or the market impact your own order would have had. Treat replay fills as directionally informative about strategy logic and timing, not as a guarantee of live fill quality.

Step-by-Step: Running Your First Market Replay

1. Open the Market Replay window. Launch Market Replay from the Control Center. A detached window appears. Drag it to one side of the workspace (or a secondary monitor) so it does not overlap the chart that replay will open for you.

2. Select the asset class, connection and symbol. Choose the asset class filter first (for example Futures), then the data connection that will supply the tick history — in the demonstration, Rithmic — then the symbol, MNQ. Historical tick data always comes from the selected connection, so the entitlements and permissions on that connection determine which symbols you can replay and how far back the history goes.

   

3. Set the date range to download. Enter a start date and an end date. In the demonstration the recording was made on the 7th and the range was set from the 3rd to the 6th — three trading days. The range defines what is downloaded, and download time scales with the range: three days is trivial, ninety days is a large job. Choose the shortest range that covers the sessions you actually intend to study.

   

4. Download the tick history and let it finish. Start the download and watch the progress feedback. Three days of MNQ took roughly 15 seconds in the demonstration. Thirty, sixty or ninety days take substantially longer and depend on your network throughput and the provider's history servers. Do not scrub, press Go or change settings while the download is running. Downloaded days are cached on disk, so re-replaying the same date later is fast; only new dates need fetching.

5. Set the playback start point. In the Playback section at the bottom of the window, choose the start date and the start time. In the demonstration the start date was the 3rd and the start time 00:00, meaning the very beginning of that trading day. Set a later time if you only care about, say, the cash session.

   

6. Press Go. SabrTrader loads the chart for the selected symbol automatically and begins feeding ticks from the start point. If you want to arrange the layout, add indicators or set up order entry before the tape moves, press Pause immediately after Go.

   

7. Add your indicators and order-flow tools. With the replay paused, apply the same chart interval and the same indicator set you use live: footprint, cumulative delta, volume profile, and depth tools such as the Liquidity Heatmap or SuperDOM. They rebuild from the tick history and will read the same values you would have seen live.

8. Choose a playback speed. 1x is real time. 5x compresses five minutes into one. 10x and above are for skipping dead periods. Change the multiplier at any time; it affects only the delivery rate, never the data.

9. Navigate to the moment you want to study. Drag the scrub bar for rough positioning, or type an exact time to land precisely. Typical targets: a few minutes before the RTH open, the start of the power hour, or a specific timestamp from your trade log.

10. Press Play and work the session. Place simulated orders, attach ATM brackets, manage the position, and note what the tape did at each decision point. Pause whenever you want to inspect a footprint cell or measure a level.

11. Rewind and repeat. Jump backwards to the same timestamp and run the sequence again with a different plan. Repetition on the identical tape is the fastest way to isolate whether an outcome came from the read or from the execution.

12. Save the layout. Save the chart and window arrangement as a dedicated replay workspace so the next session starts in one click instead of a rebuild.

Navigating the Tape and Choosing a Playback Speed

Three navigation patterns

1. Scrub bar drag — fastest way to get roughly where you want. Good for "somewhere in the late morning".
2. Exact-time entry — type the timestamp and jump. Use this when you need the same clock window across many dates, or when you are matching a fill time from your trade log.
3. Backward jump — return to an earlier timestamp, for example back to 10:00, and re-run a sequence you just watched. The chart rebuilds to that point and cumulative indicators rewind with it.

Worked navigation examples

Goal	Where to jump	Suggested speed
Study the open drive and initial balance	A few minutes before the RTH open (e.g. 09:25 ET)	1x, with pauses
Understand overnight context before the open	Overnight session start	10x, dropping to 5x near the open
Test whether a late trend was overextended	Start of the power hour (final hour)	1x or 5x
Re-run a specific sequence you misread	Exact time, e.g. 10:00, jumping backwards	1x

Speed selection guide

• 1x (real time) — execution rehearsal, reading absorption and delta honestly, and any moment where your decision timing matters. At 1x the tape's rhythm is truthful: pauses feel like pauses and bursts feel like bursts.
• 5x — building session context, watching pre-open positioning develop, and reviewing a full day in a couple of hours.
• 10x and above — skipping quiet overnight stretches and fast-forwarding to a level or a scheduled event.

Warning: high multipliers distort your sense of timing. A three-minute consolidation at 10x lasts eighteen seconds, which trains impatience and encourages impulsive entries. Use fast speeds to travel, not to trade.

What happens to indicators when you jump

Session-cumulative values are recomputed for the new position. If you jump backwards from 15:30 to 10:00, cumulative delta, session volume profile and session-anchored references return to the values they held at 10:00 — they are not carried over from where you were. This is correct behaviour and is what makes a backward jump a genuine re-run rather than a scroll.

Recommended Replay Workflows

Workflow A — Daily trade review

1. Download only today's date after the close.
2. Open the exact timestamps of your entries and exits from your trade log using the exact-time jump.
3. Start the replay two to three minutes before each entry, at 1x.
4. Write down what the footprint, delta and depth actually showed at the moment you clicked, then compare it with the reason you gave yourself at the time.

Workflow B — Deliberate practice on one setup

1. Download twenty to thirty trading days in one overnight job.
2. Pick one setup and one time window (for example the first thirty minutes after the RTH open).
3. Jump to that window on day one, trade it at 1x, record the result, then jump to the same window on day two.
4. After the sample is complete, tally the outcomes. Twenty repetitions of one setup on one instrument teaches more than twenty random sessions.

Workflow C — Pre-open routine rehearsal

1. Start the replay at the overnight session open at 10x.
2. Mark the overnight high, low and value area as you would live.
3. Drop to 5x from 09:00 ET and to 1x from 09:25 ET.
4. Write the plan before the open prints, then let it play and score the plan.

Workflow D — Algo shake-down before live deployment

1. Build or generate the strategy in AlgoStudio Pro or the Auto Strategy Builder.
2. Attach it to the replayed chart and run at a moderate speed.
3. Watch where it enters relative to the order flow, not only the resulting equity curve: does it buy into absorption, chase after an imbalance, or enter before the level is tested?
4. Re-run problem sequences at 1x with the scrub bar to inspect individual fills.
5. Only after replay behaviour matches expectation, move to simulated live and then to a live account.

Best Practices

• Download large ranges when you are not using the platform. Thirty to ninety days of tick history is a long job; queue it overnight and replay from cache the next day.
• Let the download finish completely before pressing Go, scrubbing or changing symbols.
• Keep a dedicated replay workspace. Save the chart interval, indicator set and window positions once, then reopen it every session.
• Dock the replay window to one side of the screen so the auto-loaded chart is never obscured and the controls are always reachable.
• Replay at 1x around every decision point. Travel at 10x, decide at 1x.
• Use the same instrument and the same chart interval you actually trade. Practice transfers only when the conditions match; MNQ on a 2000-tick chart teaches nothing about ES on 5-minute bars.
• Log observations as you go. Pause, write one line about what the tape did, then continue. Unrecorded replay hours produce very little learning.
• For discretionary testing, choose dates you do not remember. Replaying a day whose outcome you know is a memory test, not a decision test.
• Check the contract month before replaying an older date, so you replay the contract that actually held the volume then.
• Separate skill practice from strategy validation. Use replay for the former and aggregate backtesting for the latter, then confirm with replay.
• Re-run the same sequence more than once. The second and third pass on identical data is where the reading improves.
• Verify your session boundaries and time zone once at the start, so the times you type land on the sessions you mean.

Common Mistakes

• Fussing with playback before the download completes. Pressing Go or dragging the scrub bar mid-download produces gaps, stalls or an empty chart. Wait for the progress feedback to finish.
• Testing at 10x and then blaming the strategy. At high multipliers you cannot read absorption or manage a stop properly. Poor results at 10x say more about the speed than the setup.
• Replaying a day you have memorised. Hindsight makes every read look obvious. For discretionary practice, use dates you did not watch.
• Using the wrong contract month for an old date. Replaying a date from a prior quarter on today's front month gives thin or absent volume and misleading footprint data.
• Confusing replay fills with live fills. Replay cannot reproduce queue position, iceberg refills or your own market impact. A strategy that scalps one tick in replay may not do so live.
• Leaving the speed at 10x and missing the setup entirely. Set a reminder habit: after every jump, reset the multiplier deliberately.
• Forgetting that a backward jump rewinds cumulative indicators. Cumulative delta and session profiles restart from the jump point. Do not compare a rewound value with the one you saw before the jump.
• Downloading ninety days for a single-session review. It wastes time and disk and slows nothing but you.
• Practising on a different instrument or interval than you trade. The reps do not transfer.
• Never pausing. Replay's biggest advantage over live is that you can stop the market. Traders who never press Pause throw that advantage away.
• Treating replay as proof of edge. A handful of profitable replayed sessions is a sample far too small to establish expectancy; that is what aggregate testing is for.

Frequently Asked Questions

What is the difference between Market Replay and backtesting?

Market Replay feeds recorded ticks forward in time so you make decisions in sequence with no knowledge of what comes next; the output is experience, execution reps and observations. Backtesting evaluates a fixed rule set against aggregate history all at once and produces statistics such as win rate, expectancy and drawdown. Replay is tick-accurate and discretionary-friendly; backtesting is fast and statistical. Use backtesting to validate rules and replay to see how those rules interact with real order flow.

How far back can I replay tick data in SabrTrader?

The available history is determined by the data connection you select in the Market Replay window, not by SabrTrader itself. Your provider's history depth and your account's entitlements govern how many days or months of tick history can be requested for a given symbol. Futures tick history through a provider such as Rithmic is typically available for a rolling window; if a requested date returns nothing, the date is outside your entitlement, falls on a non-trading day, or refers to a contract month that was not trading then.

Which connections supply historical tick data for Market Replay?

Any connection you have configured that provides trade-by-trade historical data can be selected as the replay source. In the demonstration, Rithmic supplies MNQ futures tick history. You choose the asset class, then the connection, then the symbol; the download is issued to that connection. Feeds that deliver only aggregated bars or delayed snapshots cannot supply the tick-level detail that footprint and delta require.

How long does it take to download a month of tick history?

Three days of MNQ took approximately 15 seconds in the demonstration. Download time grows roughly with the number of trading days and the instrument's tick volume, so 30, 60 or 90 days can take many minutes to well over an hour depending on the provider, your network and the symbol's activity. Start large downloads when you are not planning to use the platform, and do not interact with the playback controls until the download has completed.

Can I place orders and use ATM brackets during Market Replay?

Yes. Replay is fully functional, which includes simulated order entry from the chart or a DOM ladder, and attaching ATM brackets so that a stop and target are placed automatically when the entry fills. Orders placed in replay are simulated against the recorded data and never reach a live exchange or broker account.

Do footprint, delta and volume profile work in replay mode?

Yes. All indicators are available during replay. Because footprint, delta and volume profile are computed from the tick stream, they rebuild to exactly the values they held live: each footprint cell shows the same bid and ask volume, and cumulative delta accumulates in the same order. Depth-based tools such as the Liquidity Heatmap and SuperDOM reconstruct to the extent that depth data is present in the recorded history for that connection and symbol.

Can I jump backwards in a replay without reloading everything?

Yes. Enter an earlier time in the exact-time field, or drag the scrub bar left, and the replay clock moves back within the already-downloaded range. The chart and indicators rebuild to that point. No new download is required as long as the target time is inside the range you already fetched. Session-cumulative values such as cumulative delta rewind to that point rather than carrying over from where you were.

What playback speed should I use for practice?

Use 1x (real time) for anything involving a decision: entries, exits, stop management, reading absorption. Use 5x for building session context and watching pre-open development. Use 10x or higher only to travel across dead periods to reach the part of the day you care about. Practising entries at 10x trains impatience because consolidations feel far shorter than they really are.

Why is there no data for the dates I selected?

The most common causes are: the range includes weekends or exchange holidays with no trading; the selected connection's entitlements do not cover that symbol or that far back; the symbol string refers to a contract month that was not trading on those dates; or the download has not finished yet. Test with a recent, known-active trading day on a liquid symbol to isolate whether the problem is the date or the entitlement.

Does replay use the correct futures contract month for old dates?

Replay plays back whatever symbol you selected. A futures contract has a fixed expiry, and the front month changes at each rollover, so a date from a prior quarter carried its volume in a different contract month than today's front month. If you replay an older date, select the contract month that was front month on that date; otherwise the data will be thin, misleading or absent.

Can I run an automated strategy against replayed data?

Yes. Attach an automated strategy — for example one built in AlgoStudio Pro or produced by the Auto Strategy Builder — to the replayed chart and run the playback. This is the standard shake-down step: it reveals whether the strategy triggers where you expect relative to the order flow, and whether its entry and exit mechanics behave sensibly, before any capital is exposed.

Are replay fills the same as live fills?

No. Replay approximates execution from the recorded record of trades and liquidity. It cannot know your true position in the limit-order queue, cannot reproduce iceberg orders refilling ahead of you, and does not model the market impact your own size would have caused. Strategies whose profit depends on capturing one or two ticks at a level are the most sensitive to this difference. Use replay to validate logic and timing, then confirm fill quality in a live-data simulated environment.

Can I replay multiple instruments at the same time?

Replay is configured for a symbol and a date range in the Market Replay window, and pressing Go opens the chart for that symbol. If you need to study a second instrument for the same session, replay it in a separate pass or in a separate replay-driven chart, and be aware that each instrument's tick history must be downloaded separately. For correlated-market study, most traders replay the primary instrument and use pre-marked levels from the secondary one.

Does Market Replay work while I am also connected live?

Yes. Replay is driven by downloaded historical ticks, not by the live stream, so it can run while a live or simulated connection is active. Keep the two clearly separated in your workspace: label the replayed chart, and never place an order intended for replay on a live chart. Using a dedicated replay workspace is the simplest safeguard.

Does replay show what the DOM looked like?

Depth reconstruction depends on whether the recorded history for that connection and symbol includes market depth as well as trades. Where depth history is available, SuperDOM and the Liquidity Heatmap rebuild the resting bid and ask picture. Where only trades are recorded, footprint and delta remain fully accurate but the depth ladder cannot be reproduced.

Is the 00:00 start time the start of the calendar day or the trading session?

00:00 in the playback start field means the beginning of the selected day as expressed in the platform's time reference, which is why it lands ahead of both the overnight and cash sessions. Futures trading days often begin the previous evening, so confirm once which time zone and session template your chart uses, then type times accordingly. If a jump lands somewhere unexpected, a time-zone mismatch is the usual cause.

How much disk space does tick history use?

Tick history is the largest data type a platform stores because it holds every individual trade. A single active futures day can be tens of megabytes; a quarter of history on a busy instrument can reach several gigabytes. Downloaded days are cached and reused, so periodically clear ranges you no longer replay if disk space becomes constrained.

Can I use replay for a prop firm evaluation practice run?

Yes, and it is one of the intended uses. Replay lets you rehearse an evaluation under realistic tick-level conditions: same instrument, same session windows, same daily loss and target arithmetic, with no capital at risk. The one thing it cannot rehearse is the emotional weight of real money, so treat replay results as an upper bound on live performance.

Troubleshooting

No data returned for the selected dates

Check, in order: (1) does the range include weekends or exchange holidays, which have no trading; (2) does the selected connection's entitlement cover that symbol and that history depth; (3) is the symbol the contract month that was actually trading on those dates; (4) has the download finished. Verify by requesting a single recent trading day on a liquid symbol such as MNQ front month — if that works, the issue is the original date or symbol, not the connection.

The download stalls or is far slower than expected

Long ranges on high-volume instruments transfer a great deal of data. Confirm the connection is still logged in, avoid running other heavy downloads at the same time, and do not click playback controls mid-download. If it remains stalled, cancel, reduce the range to a few days to confirm the path works, then rebuild the range in smaller blocks. Schedule 30-plus day pulls for periods when you are not using the platform.

The chart opens empty after pressing Go

Usual causes: the tick history for the chosen start date has not been downloaded, the start time falls outside the trading day, or the selected symbol has no data for that date. Set the start time to a period of known activity (for example just before the RTH open), confirm the date is inside the downloaded range, and confirm the contract month is correct for that date.

Replay will not advance past a certain point

The replay clock has reached the end of the downloaded range, or it has entered a gap in the history where no ticks exist. Extend the end date and download the additional days, or check whether the stopping point coincides with a session break, holiday or a rollover boundary where volume moved to another contract month.

The time I typed lands on the wrong part of the session

This is a time-zone or session-template mismatch. Confirm which time zone the platform and chart are displaying, and remember that a futures trading day usually begins the previous evening. Establish the offset once by jumping to a well-known landmark such as the RTH open and checking the volume surge appears where expected, then adjust all subsequent entries by that offset.

Indicators show gaps or flat sections during replay

Gaps in an indicator mirror gaps in the underlying tick history: an incomplete download, a thin overnight period with genuinely few trades, or a symbol that was not the front month at that time. Re-download the affected dates, and confirm you are replaying the contract that held the volume. Flat cumulative delta and empty footprint cells in the middle of the night are normal, not a fault.

Cumulative delta or the session profile changed after I jumped backwards

This is expected. Session-cumulative indicators are recomputed for the replay clock's new position, so jumping back to 10:00 restores the values that existed at 10:00. If you need the later reading for comparison, record it before jumping, or use a screenshot or note.

Memory use climbs and the platform becomes sluggish on long ranges

Tick history plus reconstructed footprint cells are memory-intensive. Reduce the loaded range, close unused charts and indicators during replay, use a larger chart interval for context passes and a fine interval only for the sequence you are studying, and restart the platform between very large replay ranges.

Simulated orders behave unrealistically well

Replay approximates fills from recorded liquidity and cannot model your queue position, iceberg refills or market impact. If a strategy relies on getting filled at the front of a queue at a heavily traded level, treat replay fills as optimistic. Re-test the same logic in a simulated environment on live data before drawing conclusions.

The replay window is hidden behind the chart

The Market Replay window is detached and floating. Drag it to a free area of the workspace or to a second monitor, then save the workspace so the placement persists. If it has moved off-screen entirely, reopen it from the Control Center or reset the saved workspace layout.

Glossary

Absorption

Aggressive market orders being fully consumed by resting limit liquidity without price making progress. It is often visible only on tick-accurate data, appearing as heavy one-sided volume printing at a single price.

Algo / strategy testing

Running an automated strategy against recorded data to observe its triggers, fills and behaviour before deploying it on live capital.

ATM bracket

A pre-configured order template that automatically attaches a stop-loss and profit target when an entry order fills, usable in replay for execution rehearsal.

Backtesting vs forward replay

Backtesting evaluates a rule set against aggregate history and outputs statistics; forward replay delivers data in original sequence and forces bar-by-bar decisions without hindsight.

Data connection / feed provider

The broker or market-data route that supplies live and historical data to the platform. In Market Replay the selected connection determines which symbols and how much tick history can be downloaded.

Delta

The net difference between volume traded at the ask (buy aggressor) and volume traded at the bid (sell aggressor) over a bar, session or range. Replayed tick by tick, it accumulates exactly as it did live.

ETH / overnight session

Electronic trading hours outside the regular cash session, typically thinner, more range-bound and driven by fewer participants.

Footprint chart

A chart type that displays traded volume split by buy and sell aggressor at each individual price level within each bar, used to read absorption, imbalance and delta. It requires trade-by-trade tick data.

Futures contract and rollover

A futures contract is an exchange-traded agreement with a defined expiry; rollover is the migration of volume from the expiring contract month to the next one. Replaying an older date requires the contract month that was front month on that date.

Market replay

Playback of recorded historical tick and order-flow data so that charts, indicators and order-flow tools rebuild exactly as they did when the session was live.

MNQ (Micro E-mini Nasdaq-100)

The micro-sized CME futures contract on the Nasdaq-100 index, one tenth the size of the E-mini NQ, widely used for practice because of its small tick value.

Order flow

The sequence of executed trades and changes in resting liquidity that drives price, studied directly through footprint, delta and DOM tools rather than inferred from price patterns.

Overextension

A condition in which price has travelled far from value or a moving reference without a corrective pullback, raising the probability of mean reversion.

Playback speed multiplier

A setting that controls how fast recorded time advances relative to real time. 1x is real time; 10x compresses ten minutes of tape into one minute of wall clock.

Power hour

The final trading hour of the session, when closing imbalances, rebalancing and position squaring increase volume and can extend or reverse the day's move.

Rithmic

A futures market-data and order-routing provider whose infrastructure underlies most prop firm accounts and many futures brokers, and which can supply historical tick data for replay.

RTH open

The regular trading hours session open — for equity index futures, the 09:30 ET cash open — which typically produces the day's highest participation and fastest tape.

Screen time

Accumulated observation of live-like market behaviour. Replay compresses screen time by letting a trader traverse many sessions and repeat the same sequences.

Scrub bar

The replay timeline control that can be dragged to reposition the replay clock anywhere inside the downloaded date range, used for fast approximate navigation.

Simulated fills and slippage

Execution in replay is approximated from recorded liquidity, so true queue position, iceberg refills and market impact are not reproduced and real-world slippage may differ.

Tick history

The raw trade-by-trade record of an instrument — price, size, timestamp and aggressor side for each executed trade — used to reconstruct bars, delta and footprint cells during replay.

Trade review / journaling

Replaying a session you traded in order to see what the tape actually showed at your entry and exit timestamps, and comparing it with the reasoning recorded at the time.

Volume profile

A histogram of volume traded at each price over a chosen session or range, used to locate high-activity areas such as the point of control and value area.

Workspace

A saved SabrTrader layout containing charts, DOMs and panels bound to specific connections, which can be reopened and switched. A dedicated replay workspace keeps replay charts separate from live ones.

Related Documentation