Historical bid ask delta

[ballboy11]

Is there a way to get historical bid ask delta. I see volume profiling but I want to put net delta on the bar

[NinjaTrader_Jesse]

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.

[ballboy11]

Is it possible to access the replay data nrd files

[ballboy11]

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 ?