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Bid Ask with MBTrading

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    Bid Ask with MBTrading

    Hello,

    If I go to MBTrading website - I could manually download files with bid/ask data, import them into Bid/Ask series and test.

    However, when running NinjaTrader on live account - Bid/Ask series are not created (opening Historical data manager and don't see Bid/Ask series). Is historical bid/ask series supported with MBTrading?

    Also when downloading files manually from MBTrading I see sometimes multiple ticks but numbers are rounded to 1 second, milliseconds always show .000.

    Question: With other data providers (maybe FXCM) - is data rounded to last second or millisecond?
    Can I get historical data through ninjatrader (assuming it would automatically create bid/ask series that could be viewed in historical data manager).

    Thank you

    #2
    Hello music_p13,

    MB Trading does not provide historical minute or tick bid and ask data through the API to NinjaTrader.

    Minute data for all connection types will always be marked with .000 as the millisecond. For tick data, the data itself is provided through the MB Trading API without the millisecond granularity so these are set to .000.

    FXCM data is time stamped with millisecond granularity and will not be affected by this.
    Chelsea B.NinjaTrader Customer Service

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