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Historical Bid/Ask on Ninja 7

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    Historical Bid/Ask on Ninja 7

    Can I get the historical Bid/Ask on Ninja 7? I dodn't know if something had changed and I was aware of it.

    Sorry to ask a stupid question I know had been asked and answered hundreds of times.

    #2
    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:

    https://ninjatrader.com/support/help...rical_data.htm
    Patrick G.NinjaTrader Customer Service

    Comment


      #3
      Paul

      For a tick level bid/ask what is the recommended setting for the time interval: (TriggerCustomEvent(MyCustomHandler, 0, myTimer.Interval)?

      Cheers

      Comment


        #4
        ct,

        There would not be a recommended timer interval for this. What specifically are you trying to do?
        JoshNinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_JoshG View Post
          ct,

          There would not be a recommended timer interval for this. What specifically are you trying to do?
          Josh, I am trying to determine the bid/ask (buy/sell) for volume on a 1 tick time frame. I do my processing at a low level (1 tick) and then let it bubble up to the chart time frame. So most of my processing and calculations are done on time-frame "1" my added 1 tick time-frame.

          I hope that makes sense.

          Cheers
          Last edited by ct; 12-10-2018, 11:45 AM.

          Comment


            #6
            ct,

            I believe I understand your goal. But what are you doing with the timer exactly?
            JoshNinjaTrader Customer Service

            Comment


              #7
              Originally posted by NinjaTrader_JoshG View Post
              ct,

              I believe I understand your goal. But what are you doing with the timer exactly?
              Josh

              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.

              Comment


                #8
                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

                JoshNinjaTrader Customer Service

                Comment


                  #9
                  Originally posted by NinjaTrader_JoshG View Post
                  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

                  That is only available via Ninja 8, correct?

                  Cheers

                  Comment


                    #10
                    ct,

                    That is correct. This is not available for NT7 and would require upgrading to NT8 to do this study.
                    JoshNinjaTrader Customer Service

                    Comment

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