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History & replay · 4 min read

Create an isolated market replay

Freeze a bounded retained timeline and inspect it on a separate server clock.

Freeze a bounded analysis tape

Replay creates a private immutable selection of eligible retained events and a separate saved server clock. It evaluates supported analytics in an isolated engine. The replay launcher is available on eligible Map or Gamma headers. The visible choices include Options executions, Futures footprint, Gamma history and Market map. The resulting tape can be partial, so creation success does not imply a complete exchange session.

Choose a small first range

A short known interval makes source and control behavior easier to validate before increasing the request.

  1. Open Replay and select the supported dataset.
  2. Choose the exact source symbol or dated futures contract.
  3. Set explicit start/end for retained live-mode creation.
  4. Choose a suitable resolution for gamma history.
  5. Create the replay and read mode, quality and coverage.
  6. Confirm it starts paused before pressing Play.
  7. If creation reports capacity, narrow the range or use the supported coarser sampling selection.

Creation has hard bounds

The range must be positive and no longer than 24 hours. Frozen records, encoded bytes and gamma sampling are also bounded: a short but very dense interval can exceed limits before a sparse longer interval does. Gamma history sampling is limited to 500 points across the frozen range. Creation validates initial and end frames, so an invalid or unavailable required output can prevent acceptance instead of leaving a silently broken replay.

Worked example: a busy futures interval

Choose a brief retained interval for one actual dated contract and inspect footprint output. If the request exceeds the frozen event/byte limit, reduce its duration rather than expecting a visual candle interval alone to discard the source tape. After creation, read observed bounds and any gaps before interpreting volume as the full requested interval. The replay profile can summarize eligible frozen executions without importing today's independent full-session profile or reconstructing a resting book.

Troubleshoot rejected creation

Distinguish invalid timestamps, unavailable retained inputs, plan/history denial, gamma sampling limits and temporary creation capacity. Changing speed does not solve a missing source tape. Do not switch to synthetic fixture mode to make a live-history request appear complete. For support provide dataset, scalar query, range, resolution and safe error text; the private raw tape is not exposed through a download endpoint and credentials are unnecessary for diagnosis.

What the isolated timeline can establish

Retained replay uses a final-corrected canonical event timeline. Each retained identity's highest accepted revision is placed at its final event timestamp. This reconstructs corrected event time, not the exact information an exchange participant saw at every original arrival. Dated chain/reference seeds at or before the start can initialize the isolated engine. Later model inputs remain unavailable until their own source/model availability timestamp, and historical gamma frames stop at the current replay position.

Replay does not open a live provider feed, write live analytics or fire live alert callbacks. It cannot reconstruct a synchronized DOM or resting-liquidity book from an execution tape. A partial frozen tape is not expanded with today's full-session profile. Explicit synthetic fixture replay has a different mode and quality from retained replay. Read those labels and coverage together before interpreting a result. A saved replay selection demonstrates the requested analysis, while its actual eligible inputs determine which frames can be produced at each clock position.

Choose dataset and resolution for the intended evidence

Options executions, Futures footprint, Gamma history and Market map request different analytical outputs from the eligible frozen timeline. A footprint replay needs exact execution identity and direction where available; gamma history additionally depends on dated model inputs. A successful execution frame does not guarantee every model is available at the same position. Choose the dataset that answers the question rather than assuming any replay is a complete copy of the live terminal and all its current-book widgets.

For gamma, estimate the number of requested samples across the whole frozen range and choose a coarser supported resolution or smaller interval if it would exceed 500 points. That sampling limit is separate from the 5,000-record and encoded-byte tape bounds. A denser busy interval can exhaust source limits despite a small number of visible chart buckets. After creation inspect initial position, source quality, seeds and coverage before Play. A synthetic fixture can demonstrate controls, but it must retain its explicit mode/quality and must never be described as evidence of a real provider's historical coverage.

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