Currently NT does allow allow export of Bid-Ask-Last tick data in the sequence they come in. The export functionality forces you to export each of them separately. I presume this has to do with historical engineering decisions to keep this data separate for performance purposes.
It would be great to have an option where NT can export the tick data as it comes in.
This would require NT to save the data in two separate formats.
(1) The existing Separate bid-ask-last database
(2) An integrated in-sequence tick data.
This could be an option available only when manually initiating downloads from the Historical Data Manager so that regular operations of NT are not affected.
The integrated databases too can be separate from the current NT database to avoid any engineering issues.
Of course the holy-grail would be to handle full tick-based historical data simulation (like in replay). However till we reach that point, this minor enhancement will go a long way in helping users overcome the challenge for tick based indicators.
I use the GOM indicators a lot but often get stuck with incomplete data if my recording infrastructure goes down. There is no way of filling up the gaps via NT exported data since it lacks of the sequence of ticks.
I will have to write my own custom API functions to manage data downloads or buy a third party software to download the appropriate tick data and do conversions etc. NT already has 90% of the capability so this should be a fairly easy enhancement to make.
It would be great to have an option where NT can export the tick data as it comes in.
This would require NT to save the data in two separate formats.
(1) The existing Separate bid-ask-last database
(2) An integrated in-sequence tick data.
This could be an option available only when manually initiating downloads from the Historical Data Manager so that regular operations of NT are not affected.
The integrated databases too can be separate from the current NT database to avoid any engineering issues.
Of course the holy-grail would be to handle full tick-based historical data simulation (like in replay). However till we reach that point, this minor enhancement will go a long way in helping users overcome the challenge for tick based indicators.
I use the GOM indicators a lot but often get stuck with incomplete data if my recording infrastructure goes down. There is no way of filling up the gaps via NT exported data since it lacks of the sequence of ticks.
I will have to write my own custom API functions to manage data downloads or buy a third party software to download the appropriate tick data and do conversions etc. NT already has 90% of the capability so this should be a fairly easy enhancement to make.
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