In NT7.0033, we use Last/Bid/Ask in our strategies by using :
(we configure the strategy with main Dataserie : Last / 1Tick on AAPL)
and we add in Initialize :
Add("AAPL", PeriodType.Tick, 1, MarketDataType.Bid);
Add("AAPL", PeriodType.Tick, 1, MarketDataType.Ask);
Then we print Last/Bid/Ask...
It works with no problem in realtime (no historical data is requested from the database, just live from our datafeed wich provide Last/bid/ask correctly)
Now we want to do calculations in the historical phase of the strategy, but historical data for the Bid/Ask Dataseries is not available in our DB nor in our datafeed (Last is still available). => The problem is that we cannot acces anymore to all our dataseries in historical (even for Last)
=> We did exactly the same test with NT8, in the same conditions. Even if there is no data for Bid/Ask, NT8 loads default values (same as Last) and we can access all the data series (and BID=Ask=Last )
Concerning NT7 behaviour, is it a bug or do we have to change something in our strategy ?
Concerning NT8, when we tried to download data from our Datafeed to populate the database, NT8 fills Ask/Bid fields with Last data even if the datafeed does not contain Ask/bid Data. Is it the attended behaviour ?
Thanks for your help for us to understand if it is limitations or bug from our side.
regards
François
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