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cgeorgan · 07-28-2010, 07:33 AM

How come the tick filter doesn't work on bid/ask updates? Is there another method to filter bad bid/ask quotes?

NinjaTrader_Tim · 07-28-2010, 08:55 AM

Hi cgeorgan,

There is no supported way of doing this from a script (even overriding the Plot method would not access Bid/Ask plots).

I suggest simply correcting or removing bad ticks in the Historical Data Manager:
http://www.ninjatrader.com/support/h...ml?editing.htm

07-28-2010, 07:33 AM	#1
cgeorgan Senior Member Join Date: Dec 2008 Location: Ann Arbor, MI Posts: 323 Thanks: 4 Thanked 0 times in 0 posts	Tick Filter + Bid/Ask How come the tick filter doesn't work on bid/ask updates? Is there another method to filter bad bid/ask quotes?
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07-28-2010, 08:55 AM	#2
NinjaTrader_Tim NinjaTrader Customer Service Join Date: Nov 2009 Location: Denver, CO Posts: 1,424 Thanks: 0 Thanked 3 times in 3 posts	Hi cgeorgan, There is no supported way of doing this from a script (even overriding the Plot method would not access Bid/Ask plots). I suggest simply correcting or removing bad ticks in the Historical Data Manager: http://www.ninjatrader.com/support/h...ml?editing.htm Tim NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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