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Best Bid Best Ask Quotes!

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    Best Bid Best Ask Quotes!

    Hello All

    Is there anyway to capture the Best Bid and Ask Quotes and store the data?. Please see the attached screen shot.

    Would like to capture:
    Best Bid Price and Size
    Best Ask Price and Size

    Thanks
    Attached Files

    #2
    NRITV,

    What you can do is run your own Level II book and capture whichever bid/ask level you want. Please see here: http://www.ninjatrader.com/support/f...ead.php?t=3478
    Josh P.NinjaTrader Customer Service

    Comment


      #3
      Thank You Josh. Will try and let you know.

      Originally posted by NinjaTrader_Josh View Post
      NRITV,

      What you can do is run your own Level II book and capture whichever bid/ask level you want. Please see here: http://www.ninjatrader.com/support/f...ead.php?t=3478

      Comment


        #4
        Hey Josh,

        Just a question. Does NT7 store this level II data NRITV is referring to in its internal database for historical reference?

        Thanks
        mrlogik
        NinjaTrader Ecosystem Vendor - Purelogik Trading

        Comment


          #5
          mrlogik, unfortunately not, however you could replay it via the Market Replay feature (where NT7 would offer the needed replay data to download from our servers). Historical bid / ask series data (Level 1) would be accessible as well for NT7 (MultiSeries indicators / strategies).
          BertrandNinjaTrader Customer Service

          Comment


            #6
            That's what I thought.

            Thanks for the info.
            mrlogik
            NinjaTrader Ecosystem Vendor - Purelogik Trading

            Comment

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