Record live data as historical with IB but still has no bid/ask on tick replay

[mbcmbc]

Hi,

I recorded some live data and I can see it (last bid and ask data) in historical manager window. But when I use tick replay Bid is always equal to Last (I checked it with a delta indicator). I know that this means there is no bid/ask data due this link: https://ninjatrader.com/support/help...ick_replay.htm

"If the data provided has no bid/ask data tied to the last tick data, NinjaTrader substitutes the bid/ask data for consistent user experience purposes (i.e., Bid = Last price, Ask = Bid + 1 tick). For a list of providers who support tick replay, please see the table from Understanding the data provided by your connectivity provider. Only bid and ask price is made available, bid and ask volume is NOT available."

I know that IB provider do not have historical bid/ask data but as far I recorded that data:

Should it be available? How I can use it?

Is there a way to use at least the recorded bid/ask data in tick replay?

I'm using: 8.0.21.1 64-bit Ninjatrader and IB API Gateway 973.2h

Realtime connection preference Interactive brokers
Historical connection preference: Anything


Thank you for your help.

Regards

[NinjaTrader_Jim]

Hello mdcmbc,

Thanks for your post.

Historical bid/ask tick data is not available through the Interactive Brokers Connection Adapter.

Tick Replay uses bid/ask stamped last ticks and does not use the bid/ask data itself.

You can record live data as historical or playback and be able to playback/load Bid/Ask/Last data, but this wouldn't help for using Tick Replay.

If you want to consider creating your own Tick Replay data that can be imported, please see the format page below.

https://ninjatrader.com/support/helpGuides/nt8/importing.htm

We look forward to assisting.

[mbcmbc]

Ok Thank you!

Then How can I access the recorded tick bid/ask data that i can see in the data history manager (in a custom indicator)?

Regards

[NinjaTrader_Jim]

Hello mbcmbc,

You can add a data series for MarketDataType.Bid and MarketDataType.Ask.

Ref - https://ninjatrader.com/support/help..._ask_serie.htm

We look forward to assisting.

[mbcmbc]

ok Than you!