Sorry to ask a stupid question I know had been asked and answered hundreds of times.
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NinjaTrader
Historical Bid/Ask on Ninja 7
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X
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Historical bid/ask data will be available in NinjaTrader 7 if you're connected to a data provider that supplies that data to NinjaTrader. You can see what supported data providers supply historical bid/ask data in the "Understanding the data provided by your connectivity provider" section of the link below:
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Originally posted by NinjaTrader_JoshG View Postct,
There would not be a recommended timer interval for this. What specifically are you trying to do?
I hope that makes sense.
CheersLast edited by ct; 12-10-2018, 11:45 AM.
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Originally posted by NinjaTrader_JoshG View Postct,
I believe I understand your goal. But what are you doing with the timer exactly?
Can I get the current bid/ask on demand via MarketDepth? I know about getcurrentbid and getcurrent ask but that doesn't work on historical. I only know how to do the timer on MarketDepth.
Bottom line I want to get the current bid/ask price to know if the volume is a buy or sell at the tick level.
I guess my real question is with Continuum as my data feed how do I get the correct historical bid/ask price for a 1 tick time frame?Last edited by ct; 12-11-2018, 09:21 AM.
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ct,
No, you will not be able to call OnMarketDepth() historically to get bid/ask information.
It sounds like you are going to need to look into using Tick Replay. Tick Replay is used to playback 1 tick historical data to build the bars as if they had been built live, this means that tick data will be thrown as Market Data events in historical and subsequently OnMarketData and OnBarUpdate events will be called as if it were live.
Tick Replay - https://ninjatrader.com/support/helpGuides/nt8/en-us/?tick_replay.htm
Developing for Tick Replay - https://ninjatrader.com/support/help...ick_replay.htm
Josh G.NinjaTrader Customer Service
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Originally posted by NinjaTrader_JoshG View Postct,
No, you will not be able to call OnMarketDepth() historically to get bid/ask information.
It sounds like you are going to need to look into using Tick Replay. Tick Replay is used to playback 1 tick historical data to build the bars as if they had been built live, this means that tick data will be thrown as Market Data events in historical and subsequently OnMarketData and OnBarUpdate events will be called as if it were live.
Tick Replay - https://ninjatrader.com/support/helpGuides/nt8/en-us/?tick_replay.htm
Developing for Tick Replay - https://ninjatrader.com/support/help...ick_replay.htm
That is only available via Ninja 8, correct?
Cheers
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