Can AddOn Get Tick Replay Data

[aslane]

I am familiar with using BarsRequests with an AddOn, but would like to be able to retrieve TickReplay data to see how each historical trade is marked. Is there any way to request this type of historical data stream? Is the only way to request the bid/ask/price data and merge them together? Is there any example showing the recommended manner to do so?

[NinjaTrader_ChelseaB]

Hello aslane,

TickReplay is not data itself. TickReplay allows OnBarUpdate to run with Calculate.OnEachTick or .OnPriceChange in historical data with a NinjaScript Strategy or Indicator.
https://ninjatrader.com/support/help...ick_replay.htm

TickReplay uses historical tick data, which can be retrieved with a bars request.

TickReplay does not affect addons as these do not have an internal OnBarUpdate method updated by NinjaTrader.
Addons cannot place orders with historical data. These can place orders in real-time only.

[aslane]

I understand it is not data, so, I guess I did not explain adequately.

I am trying to get the historical data stream with the bid/ask price to do calculations like Cumulative Delta in an AddOn. In the AddOn I can get historical bars, but I did not see a way to get the historical OnMarketData stream with the bid/ask. Hence the TickReplay question.

So how can an AddOn get the historical market data stream with bid/ask values at the time of each trade?

[NinjaTrader_ChelseaB]

Hello aslane,

If you are referring to market data updates in OnMarketData() this would be from the MarketData event handler assigned to the account. However, this does not show historically, as TickReplay is a tool for Indicators and Strategies.
https://ninjatrader.com/support/help...ick_replay.htm
https://ninjatrader.com/support/help...marketdata.htm

For historical data you would need to BarsRequest ask and bid Bars.

[aslane]

Thanks for confirming that that function is missing.