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How to plot bid/ask together

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    How to plot bid/ask together

    Hi,

    I am wondering how to plot bid/ask ticks on real time chart? I am driving the NT chart from DLL/external tick data source, for example, ES 12-11. On Data Series window, under Period, the "Price based on" parameter, you can choose either Bid or Ask or Last.

    Is it possible to plot Bid and Ask on the same chart? choosing one side of the market distorts the chart.

    what does "Last" do for the same parameter? It looks like most candles are green where bid or ask actually shows some up and down (green and red candles)


    thanks for the help

    #2
    Hello redartajnin,

    You can add two data series in one chart - one data series plots the bid price and the other data series plots the ask price. Please see the link below under 'How to add a Data Series' for information how to add data series in a chart.
    http://www.ninjatrader.com/support/h...price_data.htm

    'Last' refers to the last traded price.
    JasonNinjaTrader Customer Service

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      #3
      but how can I show the candles in a "combined" fashion? If I add a second data series on a candle chart, it shows 2 candles on top of each other and it look ugly.

      I guess the question becomes if there is a way to "merge" the bid and ask streams into one and plot it as 1 candle stick chart?

      Comment


        #4
        Unfortunately I am not sure if I understand - could you please clarify how you like to see bid and ask data combined.
        JasonNinjaTrader Customer Service

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          #5
          here is a screenshot of a bid data series and an ask data series on one panel, they overlap.

          how do I plot a candle chart using both the bid and ask tick streams?
          Attached Files

          Comment


            #6
            Thank you for clarifying.

            Unfortunately this is not supported. I think what you are looking for is a chart build from Last data. Last data consists of both bid and ask data - it will plot price bars based on the last traded price which could have been the bid or ask price.
            JasonNinjaTrader Customer Service

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              #7
              I have tried the last but somehow it shows more green candles and it doesn't seem to look right. see the attached chart.

              my data source distinguishes bid and ask, so what i did on the DLL side is I send all ticks (bid and ask) via LastPlayback, is this the correct way of doing it?
              Attached Files

              Comment


                #8
                Unfortunately I am not sure - I am not a programmer myself. NinjaTrader acts like a radio receiver and displays the data it receives. So if the data is not what you expect, it is likely not sent correctly to NinjaTrader.

                Do you receive proper data if you make use of 'int Last' instead of 'int LastPlayback'?
                http://www.ninjatrader.com/support/h.../functions.htm
                JasonNinjaTrader Customer Service

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                  #9
                  can you or someone explain the difference between Last() and LastPlayback()?

                  Comment


                    #10
                    There is something wrong with the chart you posted in #7. A 1 min. bar chart should have 60 bars between 9:00 and 10:00. This could be why your chart looks wrong.

                    Dan
                    eDanny
                    NinjaTrader Ecosystem Vendor - Integrity Traders

                    Comment


                      #11
                      yes you are right, it is because I stopped the program to investigate the problems : ) the candle chart does not leave a gap in time for some reason.

                      Originally posted by eDanny View Post
                      There is something wrong with the chart you posted in #7. A 1 min. bar chart should have 60 bars between 9:00 and 10:00. This could be why your chart looks wrong.

                      Dan

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                        #12
                        If you right click the chart and select Properties, you can set 'Equidistant bar spacing' to False and you should see gaps for when you did not receive data.
                        JasonNinjaTrader Customer Service

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