A few comments. If all you want is
bid/ask/trades -
level 1 will do fine for you. The reason level 1 has more records is that it includes trades.
The replay files are seperate for levels 1 + 2. On replay they are synced to the nearest second, so doing analysis of them both will get messy. I believe it's on the Ninja wish list to sync intra second.
Lastly, the Zen Fire data is very good on the whole, but I have observed DTN IQFeed to be better. Here's a recent example below for 6E 12-10. These are trades as they came in live (and a record of whether they were at the bid or ask) The missing ticks are also missing from the replay file on Ninja's servers, which proves my internet connection didn't miss them. (Of course, maybe they're extra trades in IQFeed - if someone wants to check....)
All times GMT
>>>>>
>>>>>
>>>>> Zen Fire
>>>>>
>>>>> 12/11/2010 18:35:39 BID 1.3687
vol = 1
>>>>> 12/11/2010 18:35:42 BID 1.3687 vol = 2
>>>>> 12/11/2010 18:35:46 ASK 1.3688 vol = 1
>>>>> 12/11/2010 18:35:53 BID 1.3687 vol = 1
>>>>> 12/11/2010 18:35:53 BID 1.3687 vol = 1
>>>>>
>>>>> iqfeed
>>>>>
>>>>> 12/11/2010 18:35:39 BID 1.3687 vol = 1
>>>>> 12/11/2010 18:35:42 BID 1.3687 vol = 2
>>>>> 12/11/2010 18:35:42 BID 1.3687 vol = 2
>>>>> 12/11/2010 18:35:42 BID 1.3687 vol = 1
>>>>> 12/11/2010 18:35:42 BID 1.3687 vol = 1
>>>>> 12/11/2010 18:35:42 BID 1.3687 vol = 1
>>>>> 12/11/2010 18:35:46 ASK 1.3688 vol = 1
>>>>> 12/11/2010 18:35:53 BID 1.3687 vol = 1
>>>>> 12/11/2010 18:35:53 BID 1.3687 vol = 1
