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If you are talking NinjaTrader than you certainly want to use the market replay data and run your simulation through the market replay tool.
Further if you want the most accurate view of what really happened at a specific point in time then the best and only version of the truth to use is the bid and ask price level information from the level 1 data feed.
Ian
In the analytical world there is no such thing as art, there is only the science you know and the science you don't know. Characterizing the science you don't know as "art" is a fools game.
I want to identify the reasons for that differences. I think the data are coming from the same data source at ninjatrader but in different formats (differences in tick time granularity). At minute bars, there shouldn't be such obvious differences.
