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Record/playback historic bid/ask quotes

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    Record/playback historic bid/ask quotes

    Is it possible to record incoming bid/ask quotes (or better yet, entire order books) so that indicators like BuySellPressure can display properly based on historic data?

    As it is, when viewing in realtime, the prints of all bid/ask-dependent indicators blank out if I change the parameters on any (other) indicator and then hit "apply'.

    This feature would also permit a greatly enhanced order fill simulation module in the backtester that could take into account whether the liquidity actually exists for a fill at a given point

    Thanks..

    #2
    This is currently not supported however it is on our list for future enahancement consideration.
    RayNinjaTrader Customer Service

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