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NinjaTrader
Kinetick Data and Order Flow+
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Kinetick Data and Order Flow+
Hi Patrick, I am on full license and I run some custom indicators using Ninjascript volumetric bars. I am expanding my trades from futures to stocks. Would Kinetic be able to provide the necessary data for such these indicators? Also, are there other data providers who can provide such data? Thanks.Tags: None
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I moved your post to its own topic since it is unrelated to the topic you posted under. In the future, please feel free to create a new topic for your inquiry if you can't find an exact match.
Volumetric bars require historical bid / ask tick data to perform the delta buy / sell aggressor classification (DeltaType BidAsk). Kinetick provides this data (see this table). If your provider could only support 'last' historical tick data, then the classification could still be made using DeltaType UpDownTick mode.
You can also learn more fundamental information about Volumetric bars here.
If you have further questions related to Kinetick, please contact Kinetick directly here.
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Hi Patrick, thanks for the reply and the Kinetick link. This is exactly what I need.
From the table you provided, there seems to be only 3 data providers that provide Historical Bid/Ask Tick Data for equities, of which only 2 provides Bid/Ask Stamped Tick Data.
Please advise whether I need Bid/Ask Stamped Tick Data for volumetric bars?
Thanks.Last edited by Rainmakersg; 04-22-2021, 09:00 AM.
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