Historical Bid Ask data , reliable ?

[doron]

hi
I am connected to CQG.
interested basically in ES and TF .
I am using charts with TickReplay.
when i load a chart of 2-3 days are tick data loaded fresh from CQG ?
Are historical Bid Ask data reliable ?

[NinjaTrader_EricB]

Hello doron,

Thank you for your post,

Tick Replay will use the previously download tick data from whatever Provider you're using, the ticks would be reliable per the data sent via the Provider. Please see the below section of our help guide for more on Tick Replay.

https://ninjatrader.com/support/help...ick_replay.htm

[doron]

hi
i am connected now to CQG , looking at 6E with 1 minutes bar with TICKREPLAY

i programed an indicator which is attached which print per bar bid and ask values once per bar .
This indicator get bid and ask values only for bars after the chart was loaded

no bid ask information was accepted for historical bars, why ??

end Of BarId 630 LastAskTime Monday, January 01, 0001 12:00:00 AM Last Ask Price -999999 Bid Time Monday, January 01, 0001 12:00:00 AM Last Ask Price 9999999
end Of BarId 631 LastAskTime Monday, January 01, 0001 12:00:00 AM Last Ask Price -999999 Bid Time Monday, January 01, 0001 12:00:00 AM Last Ask Price 9999999
end Of BarId 632 LastAskTime Monday, January 01, 0001 12:00:00 AM Last Ask Price -999999 Bid Time Monday, January 01, 0001 12:00:00 AM Last Ask Price 9999999
end Of BarId 633 LastAskTime Monday, January 01, 0001 12:00:00 AM Last Ask Price -999999 Bid Time Monday, January 01, 0001 12:00:00 AM Last Ask Price 9999999
end Of BarId 634 LastAskTime Monday, April 04, 2016 12:07:00 PM Last Ask Price 1.13955 Bid Time Monday, April 04, 2016 12:07:00 PM Last Ask Price 1.1395
end Of BarId 635 LastAskTime Monday, April 04, 2016 12:08:00 PM Last Ask Price 1.13935 Bid Time Monday, April 04, 2016 12:08:00 PM Last Ask Price 1.1393
end Of BarId 636 LastAskTime Monday, April 04, 2016 12:09:00 PM Last Ask Price 1.13915 Bid Time Monday, April 04, 2016 12:09:00 PM Last Ask Price 1.1391
end Of BarId 637 LastAskTime Monday, April 04, 2016 12:09:17 PM Last Ask Price 1.1391 Bid Time Monday, April 04, 2016 12:09:16 PM Last Ask Price 1.13905



am i missing something o it is a bug ???

[NinjaTrader_PatrickH]

Hello doron,

Thank you for your response.

TickReplay events only occur on the "Last" market data type. Please see the following link for more information: http://ninjatrader.com/support/helpG...ick_replay.htm

You can resolve your code with the following:

			if (marketDataUpdate.MarketDataType == MarketDataType.Last)
			{

              if (marketDataUpdate.Price >= marketDataUpdate.Ask)
            {

                LastAskTime = marketDataUpdate.Time;

                LastAskPrice = marketDataUpdate.Price;
                //TradeAnalyze.SaveLastAsk(marketDataUpdate.Time, marketDataUpdate.Price);
                return;
            }
            if (marketDataUpdate.Price <= marketDataUpdate.Bid)
            {
                LastBidTime = marketDataUpdate.Time;

                LastBidPrice = marketDataUpdate.Price;
                //TradeAnalyze.SaveLastBid(marketDataUpdate.Time, marketDataUpdate.Price);
                return;
            }
			}