Does the bid ask data come in sequence as the bar is being built, or is it calculated on the close of the bar?
Announcement
Collapse
Looking for a User App or Add-On built by the NinjaTrader community?
Visit NinjaTrader EcoSystem and our free User App Share!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less
Partner 728x90
Collapse
NinjaTrader
market replay with level 2 data
Collapse
X
-
market replay with level 2 data
Hi I am testing an order-flow based strategy and would like to know how market replay level 2 data is calculated in replay mode.
Does the bid ask data come in sequence as the bar is being built, or is it calculated on the close of the bar?Tags: None
-
Hello brucelevy,
Thanks for your post.
It would come in sequence. This is discussed with great detail related to market replay in the helpguide and recommend you review the entire section titled, "Understanding how the Market Replay works: in the section: https://ninjatrader.com/support/help...t7/?replay.htmPaul H.NinjaTrader Customer Service
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by frankthearm, Today, 09:08 AM
|
3 responses
7 views
0 likes
|
Last Post Today, 09:52 AM | ||
Started by yertle, Today, 08:38 AM
|
5 responses
15 views
0 likes
|
Last Post Today, 09:45 AM | ||
Started by adeelshahzad, Today, 03:54 AM
|
3 responses
16 views
0 likes
|
Last Post Today, 09:43 AM | ||
Started by bill2023, Yesterday, 08:51 AM
|
6 responses
27 views
0 likes
|
Last Post Today, 09:37 AM | ||
Started by NinjaTrader_ChelseaB, 01-08-2017, 06:59 PM
|
80 responses
19,667 views
5 likes
|
Last Post Today, 09:29 AM |
Comment