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Use of level 2 data in a backtest/optimizer

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    Use of level 2 data in a backtest/optimizer

    Hey There,
    I need level 2 data in my backtest and optimizers. I think there was a software update request (maybe SFT-1198?) about this according to the forum. It was unclear to me how to vote for this or check on the status of this update. I am working on recording all the level 2 data to my own database for backtest recall, and it is definitely a challenge. I am hoping for a supported solution.

    #2
    Hello dk,

    Thank you for adding your vote this request.

    I have submitted a feature request on your behalf for NinjaTrader to store Level 2 data on the NinjaTrader Historical Data Servers and allow this to be used in historical data with a NinjaScript.
    Chelsea B.NinjaTrader Customer Service

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      #3
      Hello dk,

      Your request for Level II data request NinjaScript support is being tracked with ID #SFT-2507.

      Please note it is up to the NinjaTrader Development to decide if and when a request will be implemented.

      Thank you for your suggestion. Please let me know of any other suggestions you have for NinjaTrader.
      Chelsea B.NinjaTrader Customer Service

      Comment

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