The replay functionality relies on the availability of tick history data from your data vendor. If the replay function isn’t working, then you likely don’t have tick history for the day you are attempting to replay.
Each data vendor makes a different amount of data available to you based on their own internal policies. You will need to check with your data vendor to make sure that they allow you to pull tick history for the day you are attempting to replay.
Some vendors, such as IQFeed, change how far back you may request tick history based on various conditions, such as whether the markets are trading or whether it is after hours. Again, you will need to check with your data vendor to understand any restrictions that may be in place, either by their policy, or according to your own account restrictions.
