ninjatrader 7 and bidaskvolume historical backfill

[lumesh]

hi,

Does ninja 7 allow historical bid and ask volume backfill for cumulative delta charts ?

thanks.

[NinjaTrader_Bertrand]

lumesh, welcome to our forums - currently this is not fully supported, but already on our suggestion list for the future.

[lumesh]

lumesh, welcome to our forums - currently this is not fully supported, but already on our suggestion list for the future.

awesome, can't wait.

Must use other platforms until then but must admit ninjatrader has the most userfriendly platform.

[lumesh]

lumesh,

Post a screen shot of what you want and I'll see if I can make and indicator for it.

www.MultifactorSolutions.com

thanks for your help...i do have the indicator i want the problem lies in the historical backfill that NT doesn't provide...So i need to run my laptop 24/7 to get what i want...pretty annoying...Was hoping that this issue is among the FIRST to be fixed but to my surprise it's not

[paulg]

thanks for your help...i do have the indicator i want the problem lies in the historical backfill that NT doesn't provide...So i need to run my laptop 24/7 to get what i want...pretty annoying...Was hoping that this issue is among the FIRST to be fixed but to my surprise it's not

Where do you see "historical bid and ask volume backfill for cumulative delta charts" examples at www.MultifactorSolutions.com ?

[mountainclimber]

paulg - I think you misunderstood his post. There are none. I was offerring to build the indicator.

lumesh- NT does support historical back fill with some connections:

http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html

What do you mean by "volume"? Market depth (level 2) volume? If so, this is just not possible. For example, I attended a seminar where a Goldman Sachs rep said they try to store it for just 60 days, but it was so much information that they couldn't. I think it was some multiple of the entire amount of data stored on the internet! I don't recall exactly.
If you mean regular historical volume, NT does support that with some data feeds...see the link above.

I am curious what you are calling a cummultive delta chart. Please post a pic.

[lumesh]

yes, i mean exchange futures volume. Volume at the bid and volume at the ask separated. Like the indicator at NT called BuySellVolume.

It is possible. Following services provide it: SierraChart, InvestorRT, MarketProfile. Most of them are costly execpt Sierra but ninja interface is much simpler. The indicator is also called volume breakdown.

The link you provided is not useful here since the problem lies directly with NT as i understand. It does not support the separation of bids from asks...Only has total volume history.

So you must be confusing your GS example with smth.

About vol cumulative chart. Just type "volume breakdown" to google and open up the first link (investorRT) and see the chart...

paulg - I think you misunderstood his post. There are none. I was offerring to build the indicator.

lumesh- NT does support historical back fill with some connections:

http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html

What do you mean by "volume"? Market depth (level 2) volume? If so, this is just not possible. For example, I attended a seminar where a Goldman Sachs rep said they try to store it for just 60 days, but it was so much information that they couldn't. I think it was some multiple of the entire amount of data stored on the internet! I don't recall exactly.
If you mean regular historical volume, NT does support that with some data feeds...see the link above.

I am curious what you are calling a cummultive delta chart. Please post a pic.
_______________
Ben Nachtrieb, MSF Investments
Analyst/Developer, Multifactor
"Quantitative Solutions in Finance"
www.MultifactorSolutions.com

[mountainclimber]

I see what you are saying now...is not what I was referring to. "Volume breakdown" is the term I use for what you are discussing. Thanks.