TDA supplies the ADV information in the DailyHigh, and the DEC information in the DailyLow.
I have had this up in Market Analyzer for 2 weeks where it changes as expect in the DailyHigh/DailyLow columns.
I just went to test some code relying on ^ADV in Market Replay and nothing happened for ^ADV in OnMarketData, but ES 09-12 was fine (since I have tick data).
I checked my historical data manager - and there is no ^ADV, ADV, or $ISSU listed.
I did find the ^ADV folder , C:\Users\xxx\Documents\NinjaTrader 7\db\tick\^ADV , but it is empty.
What am I missing here? Will it record if I put up a chart of ^ADV (which will always be blank, since there are no bars to plot)?
Is this a short coming in NT, if no bid/ask/last, there is no recording happening?
--edit--
I did find these files NTM files that appear to be binary of sorts.
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