I participate in another post with a doubt regarding Bid-Ask series, but this issue is so important that I think it could be valuable to dedicate an special post for this doubt.
I know that NinjaTrader builds its database from your DataProvider/Exchange once you have a chart active. Apparently it builds a three different and independent series: Bid-Ask-Last. But doing some comprobations and searching, I´ve read in this forum as it follows:
"However Bid/Ask data series are not constructed the way last or any data series are referenced. For example, Bid/ask series are build only if there is a corresponding last series. These internal logic's makes it different from the normal logic."
So, I have this reasonable doubt:
How can I build an independent Bid-Ask series (just for Bid-Ask events) and not just whenever a Last trade occurs?
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