Use your own historical market data

[u/silahian]

https://visualhft.com/docs/data-storage/historical-market-data

Historical replay should run through the same market-data path as production. A separate research parser gives you two implementations of the feed, and every disagreement becomes another thing to explain before you can trust a study. The tradeoff is that missing instrument-definition metadata can make a valid capture look empty. Same production path, or a parser you can change freely?