Market Replay

Market Replay plays back a trading day tick by tick — the order book, the tape and the candles — so you can study how a move built, rehearse your entries and exits, or relive a day you traded. It runs on market data you download yourself, and everything happens inside your browser.

Market Replay is in Beta.

What You Need

• One day or more of MBP-10 market data for the stock you want to replay. MBP-10 means market by price, 10 levels: every trade and every change to the 10 best price levels on both sides of the book. The step-by-step guide shows how to get it from Databento: Getting Market Data From Databento. The quickest way is the free Trandence Tick Downloader app.
• A computer or a tablet. The order book, tape and charts need room, so Market Replay is not available on phones, in either orientation. A small tablet held upright (narrower than 768 px) counts as a phone — turn it sideways.
• A current desktop browser (Chrome, Edge, Firefox or Safari).

Your Data Stays In Your Browser

The files you import are read and converted on your device and saved in your browser’s own storage. They are never uploaded to Trandence.

This has a few consequences worth knowing:

• A replay imported in one browser is not available in another browser or on another device. Import it there too.
• Clearing this site’s data in your browser settings deletes your replays.
• Replays take space on your disk — roughly the size of the downloaded files. The library shows how much your replays use in total.

The one thing the replay does fetch from Trandence is context: the Price Action charts also show the previous trading days’ 1-minute candles, loaded the same way as the charts in your journal.

Importing Data

1. Open Market Replay from the sidebar and click Import data.
2. Drop the downloaded files into the dialog, or click to choose them. You can also choose a whole folder. Accepted files:
   • Databento MBP-10 CSV — .csv, .csv.zst or .csv.gz, exactly as downloaded
   • Parquet files exported by Trandence
3. Click Check files. Each file is read and checked; large exchanges can take up to half a minute each. Keep the tab open.
4. Review what was found: the symbol, the trading day or days, the exchanges, the number of records and the space the replay will need.
5. If the files do not name the symbol, type it. Then click Import.

Each exchange comes as its own file. Add them all at once, or start with one and add the others later — see below. The .json files Databento includes with a download are not needed; Trandence skips them.

Several Days In One Import

When the files cover several trading days, each day is saved as its own replay. In the player, the arrows next to the date step to the previous or next saved day of the same symbol.

Importing many days at once needs more memory while it runs. If an import of a long period fails, import a few days at a time.

When A File Is Rejected

The check explains every problem before anything is saved. The most common ones:

Message says	What to do
MBO, MBP-1, BBO, TBBO, trades-only or OHLCV data	Download the MBP-10 schema instead.
DBN files are not supported yet	Download the same data with CSV encoding.
More than one symbol	Import one symbol at a time.
The same exchange on the same day is in more than one file	Remove the duplicate file.
No records fall inside the 04:00–20:00 ET session	The files hold no trading session — check the date range of the download.
Not enough browser storage	Delete an older replay from the library and try again.

Adding Exchanges Later

You can start with one exchange and add more of the same day later. When you import files for a symbol and day that is already saved, the dialog shows which exchanges are saved and which the new files bring, and offers two choices:

• Add to the saved replay (the default) keeps the saved exchanges and adds the new ones. If an exchange is in both, the new file replaces it — useful when you download an exchange again.
• Replace the saved replay keeps only the exchanges in the new files.

If an import fails half-way, the saved replay stays as it was.

The Replay Workspace

Click Play on a replay in the library to open it.

Player Controls

The bar at the top of the page controls playback:

• Symbol and date, with arrows to the previous and next saved day of the same symbol.
• Timeline from 04:00 to 20:00 ET. Drag it, or click anywhere on it, to jump.
• Time field — the current playback time in 24-hour Eastern Time. Click it, type a time such as 9:30 or 10:20:15, and press Enter to jump there. Esc leaves it unchanged.
• Play / Pause and the speed: 0.5×, 1× or 2×.
• Replay library returns to your saved replays.
• Edit Layout lets you move, resize, add and remove widgets. Your layout is remembered.

Price Action Charts

The workspace starts with two candlestick charts, so you can watch two timeframes side by side. Each chart shows:

• the replayed day, building up candle by candle as time moves, with the previous trading days before it for context
• the day’s key levels: pre-market high and low, opening range, previous day’s high
• the indicators and drawings you add

Indicators. Click Indicators on a chart to add an EMA, SMA, VWAP or anchored VWAP. You can add as many as you like — for example EMA 9, EMA 20 and EMA 200 — and give each its own period, price source, colour, thickness and line style. Adding an indicator opens its settings; double-click an indicator’s line to open them again. An anchored VWAP starts from a candle you choose: after adding it, click the candle to anchor it at. Each chart keeps its own set of indicators.

Drawing. The toolbar on each chart has a horizontal line, trend line, arrow, text note and delete tool. Click a drawing to select and drag it; double-click it to delete it. Esc cancels a tool. Drawings are kept per symbol, on both charts, and carry over from one day to the next — a level you drew on Monday is still there when you replay Tuesday.

Market Depth

The order book shows the 10 best price levels of every imported exchange, one row per exchange and price, bids on the left and asks on the right. The spread is shown above the table.

• Sizes are shown in lots of 100 shares, rounded up — 100 shares show as 1, 150 as 2, and 7 shares as 1. To see exact share counts, open the settings icon in the widget and choose Exact shares.
• The header shows the day so far, from 04:00 ET to the playback time: Open (the first trade at or after 09:30 ET), High, Low, Last, VWAP and Volume.
• The settings also offer colour schemes and the font size.

Time & Sales

The tape lists every trade as it happens, newest on top, coloured by where it traded against that exchange’s quote at that moment:

• Green — at or above the ask: a buyer lifted the offer.
• Red — at or below the bid: a seller hit the bid.
• Neutral — between the bid and the ask, typically hidden or midpoint orders.

The header shows the last price, the current bid, ask and spread, and the day’s high, low and volume so far. The widget settings let you hide trades below a minimum size, highlight large ones and choose the columns.

Only What You Imported

Market Depth, Time & Sales, volume and VWAP are built from the exchanges you imported. If you imported only Nasdaq, they show Nasdaq only — volume and VWAP can differ from what your trading platform showed, which combines all exchanges. Import more exchanges of the same day for a fuller picture; Which Exchanges To Download shows how much each one adds.

Off-exchange trades — dark pools and wholesalers, roughly 40% or more of US stock volume — are in no exchange’s data, so even a replay with every exchange shows less volume than the consolidated figure on your platform.

Managing Replays

The Market Replay page lists every replay saved in this browser, newest trading day first, with its exchanges, number of records and size. Click Play to open one, or the trash icon to delete it. Deleting frees the space; to replay that day again you would need to import the files again.

Troubleshooting

“This replay is not saved in this browser.” The link points to a replay imported in another browser or on another device, or the browser’s site data was cleared. Import the files again.

“Market Replay needs a bigger screen.” You are on a phone or in a narrow window. Use a computer or a tablet; on a small tablet, turn it sideways.

The chart stops at the previous days and the replayed day does not appear. Press Play or move the timeline — the replayed day is drawn up to the playback time.

Nothing happens after “Check files”. Large imports take time; watch the progress bar and keep the tab open. If the browser runs out of memory, import fewer days at once.