Sessions on disk: replay offline, export L1 CSV, delete
Every CME session drained tick by tick is kept on disk and listed on the Replay setup screen with its tick count and size. From that list you can replay a session without a broker, export it as a gzipped L1 CSV, or delete it to free space.
Senzoukria · Documentation · Updated September 2026
Where to find it
- Where
- Sz menu → Replay → card "A session already drained can still be replayed"
- Header
- "{n} sessions on disk · {gb} GB" — total bytes of all listed sessions
- Per session
- Symbol, day, tick count (dominant figure), a density bar relative to the fullest session, and three actions: replay, Export L1 CSV, Delete
- Export format
- Gzipped CSV with timestamp, price, size and aggressor side for every tick; no order book
What it does
The card calls replay_cached_sessions and lists each entry with symbol, exchange, ISO day, ticks, bytes and save time. The tick count is displayed as the main number because it is what a drained session gives you; a thin bar below it shows the density relative to the session with the most ticks, so a quiet day is visible before you load it.
Clicking a session launches the replay with that symbol, exchange and day, zero context sessions and the date visible. Because the ticks are already local, this works with no broker profile at all; on the setup screen, the Load session button is only blocked without a broker when the selected symbol and day are not on disk.
When the list is empty the card shows "No session on disk yet" and explains how to fill it: load an instrument on the footprint with a broker connected, and the session drains tick by tick and shows up here (or connect a broker first when none is configured).
Actions
| Action | Label | What it does |
|---|---|---|
| Replay | Session button | Launches the replay offline: context history 0, date not hidden, tick size from the catalogue (0.25 when unknown) |
| Export | Export L1 CSV → Exporting… → {mb} MB · Show file | Calls replay_export_session with gzip on; the done state shows the size and opens the file location; "Export failed" on error with the reason in the tooltip |
| Delete | Trash icon, confirm "Delete the {symbol} session of {day}?" | Calls replay_delete_session; the confirmation says how many MB it frees and that replaying that day will pull its ticks from the broker again (30 to 60 seconds) |
How to use it
- Drain sessions while connected (open the instrument on the footprint); replay them during the weekend when the market is closed.
- Export a session to work on it in pandas or polars: the gzipped CSV is read as is.
- Delete the least dense sessions first; the density bar and the size in the confirmation tell you what you gain.
- Use "Check again" on the market status card to refresh both the clock and this list after a drain.
Limits and pitfalls
- Only transactions are stored and exported: the broker's tick history contains no order book, so no DOM or heatmap replay from these files.
- Export and delete are disabled while another export is running on the list.
- A deleted day is not gone from the broker; replaying it again re-downloads it, which takes 30 to 60 seconds for a full session of a few million ticks.
- The session list is read once per mount and after reload; sessions drained in another window appear after "Check again".
Related pages
This page in other languages
Frequently asked questions
- Can I replay a session with no broker connected?
- Yes, if the session is on disk. The Replay setup only blocks Load session without a broker when the selected symbol and day are not cached.
- What columns does the L1 CSV contain?
- Every tick of the session with timestamp, price, size and aggressor side. It is gzipped; pandas and polars read it directly.
- Where does the exported file go?
- The done button shows the size and "Show file"; clicking it reveals the file in its folder.