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historical tick-data

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    historical tick-data

    1. When importing the historical tick-data, why doesn't it also export the ask/bid price like most of the other charting software? I would expect it to export the following info:

    date & time, last price, ask, bid, volume

    currently, it seems ask and bid aren't included. Could this be fixed?

    2. Also, given past historical tick-data (with the data given above), NJ should be able to recreate a replay. I would love for that feature to be added. Any plans?

    Thanks

    #2
    Unfortunately, you can only import historical tick data using the format listed at the link below.
    http://www.ninjatrader-support.com/H...V6/Import.html

    We provide the Market Replay feature to replay recorded data (not imported historical data) at a later time. More information can be found at the link below.
    http://www.ninjatrader-support.com/H...verview14.html
    JasonNinjaTrader Customer Service

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      #3
      Yes, I do realize that this is the format that's expected. What I'm asking is to expand this to include ask and bid prices, which I see is very important. Maybe the UI can give the option to the user as to which fields to include the export (timestamp, last price, bid, ask, or volume). Other charting software offer this, so it would be great if NJ also offers it.

      With this data, the market replay feature can be provided without having to record it live. Right now, I imported the historical tick data from another software, and made a C# program that feeds this data to NJ using the LastPlayback(), AskPlayback (), and BidPlayback() APIs and it seems to work.

      So, what I'm saying is NJ does have the infrastructure to support all of this, so why not include it?

      Thanks.

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        #4
        Hi Noptrader,

        Thanks for your suggestions. I will ask development to add this to the list of future considerations.
        VinceNinjaTrader Customer Service

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          #5
          How do I feed historical data to the Ninja replay with a C# program? Thanks.

          Comment


            #6
            Hello,

            Thank you for your post.


            This is not officially supported outside of what Jason's post states a few posts below.
            BenNinjaTrader Customer Service

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