Replaying an imported recording in a browser platform

Replaying an imported recording in a browser platform means loading a market data file that was saved earlier, then letting the browser rebuild the book from it. An imported recording is a file made outside the session you replay it in. The note on how to record a futures session for replay planned one such file. This note imports it into Liquivue and runs three checks before any practice starts.

The file in this example

All numbers below are invented. The file covers the ES December 2026 contract, ESZ6, from 9:25 to 10:35 New York time. It holds ten levels of market by price data, 2,100,000 book updates and 110,000 trades. Market by price data gives the total size at each price, not each order.

What the browser has to do

The platform reads each message in order and updates the book, then redraws the heatmap. Over 70 minutes, 2,210,000 messages average about 526 a second. A screen that refreshes 60 times a second gets about 9 messages per frame. In a burst of 4,000 messages a second at the open, each frame has to apply about 67.

Liquivue needs a desktop browser with WebGPU. WebGPU is the interface that lets a web page draw with the graphics card. Liquivue also requires hardware acceleration, so a computer without it cannot run the replay.

Check 1, the time zone

The recorder stamped each message in New York time. Suppose the platform reads those stamps as UTC. In October, New York is four hours behind UTC, so the platform shows the 9:30 open at 5:30 New York time. The heatmap looks normal, and only the times are wrong.

Find the first trade after 9:30 in the file and note its time. If the chart shows that trade at any other time, fix the time zone before you go on.

Check 2, the tick size

Many recorders store prices as whole numbers of ticks. ES moves in ticks of 0.25 points, so a stored price of 20,264 means 20,264 times 0.25, or 5,066.00. If the platform applies the wrong tick size, every price comes out wrong by the same factor. At 0.01 the same number reads 202.64.

Compare the first trade price in the replay with the same minute on a normal ES chart. They should match to the tick.

Check 3, the depth

A ten-level file holds ten prices on each side of the book. With a best offer of 5,066.25, the tenth offer level is 5,068.50, 2.25 points higher. Above 5,068.50 the Liquivue heatmap shows nothing during the replay. Those rows read as empty because the recorder never saved them. Traders may have rested orders there.

Write the depth on the file name, so nobody later reads the blank rows as a thin book.

Checking the replay against backfill

Add up the contracts the replay traded from 9:30 to 10:30. Then compare that total with trade backfill for the same hour. Liquivue loads 1 to 96 hours of trade backfill, depending on the data provider.

The file missed 3,600 contracts. Look for a gap where the heatmap bands stop changing for a few seconds. Run this check soon after you record. Ninety-six hours is four days, so a file older than that may fall outside the backfill window.

What the replay shows in Liquivue

Once the three checks pass, the Liquivue heatmap draws resting size at each price from the book updates. Trade bubbles print from the trade messages, sized by contracts traded. CVD, VWAP and the volume and delta profiles count the same trades as the backfill check.

This site has not verified which file formats Liquivue imports, or whether absorption and sweep markers run during replay. Read the Liquivue help pages before you build a week of practice around one file.

Replay on other browser platforms

Few browser platforms on this site replay book data. Exocharts Web has no replay, according to its own web and desktop comparison. GoCharting lists bar replay, with no verified full order book replay. TensorCharts replay is a shared screenshot with optional audio commentary, not historical market replay. Bookmap lists recording and replay from its Digital+ tier on desktop, and this site has not established that Bookmap Web has the same tools. The rankings page sets out replay coverage for each platform.

A check you can run

Import ten minutes of a recording you made today. Write down the first trade's time and price and the total contracts traded. Compare all three with trade backfill for the same ten minutes. If the time, the price or the volume is off, fix the file setting before you practise on it.