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NinjaTrader
Historical bid ask delta
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Hello ballboy11,
If you mean to use historical ask and bid data and then calculating a delta from that it is certainly possible however I am not aware of a specific item that just does that. You could use AddDataSeries to add the ask and bid series to calculate a delta. That would rely on supported historical data providers that offer historical ask and bid data, otherwise you would have to record live data.
I look forward to being of further assistance.JesseNinjaTrader Customer Service
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All I want is when my volume profile is loaded from session open I want to show net delta on each bar. I know I can do that live but on historical not sure. As you mentioned earlier would I have to record the data. So when I turn off the computer the data would not exist ?
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