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Historical Ask/Bid Prices

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    Historical Ask/Bid Prices

    Hi,

    am I right when I assume that it is impossible to get historical ask/bid prices?
    As far as I know OnMarketData only gives access to the current ask/bid, except for market replay, I guess utilizing it in a strategy wouldn't produce a different behavior.
    Since no data export file format I know of provides the bid/ask price, storing the data in real time in an external file might be my only option.

    Thanks

    #2
    >> am I right when I assume that it is impossible to get historical ask/bid prices?
    Correct, this is on our list for NT7 though.
    DierkNinjaTrader Customer Service

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      #3
      Thanks Dierk, NT's customer support is unmatched .

      Comment

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