DTN Historical Bid Ask

[Eubie]

Hello Support,

I have a DTN connection and would like to get historical bid ask data upon connecting, so as to populate my gomi indicators. A thread herein

http://www.ninjatrader.com/support/forum/showthread.php?t=25687

says that this feature was put into a ToDo list, however when I connect to the feed, I get historical tick data but all Bid/ask dependent indicators have no historical values. Is there a way for me to get historical gomi values without QCollector/having the box on all night?

Thank you,
Daniel

[NinjaTrader_Jason]

Hello Daniel,

Unfortunately not, IQFeed does not support historical bid and ask data as per the link below under 'Understanding the data provided by your connectivity provider'.

http://www.ninjatrader.com/support/helpGuides/nt7/historical_data.htm

[coolmoss]

Hello Daniel,

Unfortunately not, IQFeed does not support historical bid and ask data as per the link below under 'Understanding the data provided by your connectivity provider'.
http://www.ninjatrader.com/support/h...rical_data.htm

This is not correct, as other platforms, connecting to DTN IQ Feed, allow for historical backfill of gomi type indicators. It's a huge shame NT doesn't provide this very important functionality. Sierra Charts, Investor RT, MarketDelta all will backfill bid/ask level indicators.

[Captain Future]

Unfortunately not, IQFeed does not support historical bid and ask data

Hi Jason

I have not done any work on the DTN IQFeed directly, so I might be wrong. But as coolmoss states, and this post by DTN seems to document, the information is available from DTN. Are there any plans to implement historic bid/ask backfill?

Regards
Captain Future

[NinjaTrader_Jason]

Hello Captain Future,

I am not aware of any plans to support historical bid and ask data with IQFeed. Please note that such data is supported with other connectivity providers.