Historical Bid&Ask sizes

[jbesada]

Hello,

I want to recover historical Bid&Ask sizes for back testing. It seems, I can recover Last, Volume, Bid and Ask prices, but I get always 1 in the size field. I am using Kinetick as the data provider.
Is it possible?

Thank you in advance

[NinjaTrader_Jason]

Hello jbesada,

Unfortunately Kinetick does not support historical bid and ask data. Please see the link below under 'Understanding the data provided by your connectivity provider' which will list all supported data feed providers and what data they support.

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

[jbesada]

Hello Jason,

I am a bit confused, Kinetick supports historical bid and ask data indeed. I am asking why sizes are alwais one insteed of the real value.

Regards

[NinjaTrader_Jason]

Sorry, allow me to clarify. Kinetick does not support historical bid and ask prices for minute and daily data. It does support it for historical tick data. So I assume you make use of tick data.

When I test it on my end, I experience the same. All historical tick bid/ask data is loaded with a volume of 1. NinjaTrader displays the data it receives from the connected data feed. I am not sure why Kinetick provides volume in values of 1 for historical bid/ask tick data. I suggest to contact Kinetick for clarification.