I want to build my own stock trading simulator with the ability to play it faster. ThinkorSwim has onDemand. But it's not fast enough to accumulate more experience. To code up my own market replay tool I need 2 things: past tickdata( or 1min data) and historical time&sales.
However, I'm curious if it's technically possible to generate a time&sales from tick dataset? Then how is tickdata different from time&sales feed?