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Download Level II data

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    Download Level II data

    hi,

    Is it possible to download Level II bid/ask price and volume data (live or historical). Assuming proper data subscription service.

    thanks

    #2
    Hello space_trader,

    NinjaTrader 8 allows you to download Level II bid/ask/volume data as either Market Replay or Historical Data.

    Market Replay comes directly from the NInjaTrader servers, includes Level 2 data including bid/ask and volume, and is supplied for the most common instruments only.

    This data does not require a subscription and may be used with any version of the NinjaTrader platform.

    To download Market Replay data, please click on Tools > Import > Historical Data, then select "Get Market Replay data".

    More information regarding the Market Replay may be found in our HelpGuide at the following address:

    https://ninjatrader.com/support/help...jaTraderServer

    Alternatively, NinjaTrader is also able to use historical data in the playback, regardless of whether this was downloaded prior while receiving real-time data or specifically for the replay.

    Using Historical Data does require an active subscription and would then download this data from your provider directly.

    If historical data is used instead, the data availability depends on your provider and datafeed subscription (e.g. whether you receive tick/bid/ask data or if Level 2 data is included).

    If you have any further questions in this regard, please let me know!
    Manfred F.NinjaTrader Customer Service

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