The desk, from the inside.
The replay is built on eight invariants, real tick-level historical data, a scanner-day clock that reveals alerts on their real triggers, and a deterministic execution layer with per-fill diagnostics. Below is each piece, named.
Real history, sourced precisely.
Every claim the desk makes about realism rests on the tape. No painted candles, no model-generated prints, no inferred NBBO.
Two scanners. Real triggers.
The same scanners you'd have been running live, replayed against the same tape, surfaced on the same clock.
Top Leading Gainers
The day's biggest pre-market and intraday movers, ranked. The names that were on every trader's screen. Ranked by the same logic that ranked them live, refreshed on the same cadence.
High-of-Day Momentum
HOD breakouts as they happened — prior HOD, breakout price, breakout volume, percent move. The single most-watched intraday momentum signal, surfaced live as it triggered.
The scanner-day clock
Each hit carries its exact trigger_ts from the live tape. As the replay clock advances, alerts reveal progressively — never ahead, never behind. Click an alert to jump the desk to that ticker at trigger_ts − 10s so you see the setup, not just the print.
A badge counts alerts that fired while you were engaged on another name. Session-window classification (premarket / regular / all) lets you drill into a single window.
A matching engine, not a chart marker.
This is the part chart-replay tools cannot do.
Latency profiles
Every submission draws a fresh latency from a seeded PRNG. Cancels draw their own. Fill vs. cancel races resolve in tick order.
Order lifecycle
- pending_latency
- working
- partial_filled
- filled
- cancelled
- rejected
Mechanics
- Marketable fills: limit ≥ ask, ~97% immediate fill rate, walks the book if size exceeds the inside.
- Spillover: synthetic walk-the-book pricing with penny-floor (0.01) slippage attribution.
- Resting limits: synthetic queue position behind the book, time-decay stale-skip probability, first-come-first-served.
- Rejection paths: no NBBO, insufficient buying power, invalid size or price, sell-without-position, sub-FINRA-floor starting cash.
Three NBBO snapshots. One breakdown.
Read what actually happened on the order — not what a chart says happened.
Every fill event carries the NBBO at three moments: when the order was submitted, when the engine evaluated it (post-latency), and when it filled. Plus the latency draw, fill-path classification (marketable / resting / spillover / cancelled / rejected), queue position for resting orders, and a slippage breakdown.
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Chasing bps
Penalty when the tape moved 20+ bps in the 2 seconds before fill.
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Late-entry bps
Time-decay penalty on resting orders that sat in queue while the inside moved.
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Spillover bps
Cost of walking the synthetic book when an order exceeded the inside size.
Sub-penny precision throughout. Sub-penny names get four decimal places, trimmed.
Eight rules the engine never breaks.
Violating any of these breaks the desk's claim to realism. They are not toggles.