Bid/Ask Volume History?

[rcsingleton]

NinjaTrader does not save price Bid/Ask volume data to its database, so when the chart is reloaded all indicators that use bid/ask volume are reset.

That is really annoying. Is this design problem fixed in the upcoming NT 7?

Regards,
R. C.

[NinjaTrader_ChristopherJ]

NinjaTrader does not save price Bid/Ask volume data to its database, so when the chart is reloaded all indicators that use bid/ask volume are reset.

That is really annoying. Is this design problem fixed in the upcoming NT 7?

Regards,
R. C.

Hello R.C.

Thank you for your post.

I believe only total volume is recorded to the database at this time. I will need to verfiy this with our development team and will report back as soon as I gather additional information.

Please let me know if I may be of further assistance.

[darthtrader]

I would like to know this too.
Or more specific to what I think rcsingleton is asking, is will indicators using onmarketdata() be able to back fill with historic data?

[NinjaTrader_Ray]

NinjaTrader 7 does support the persistence of historical bid and ask data as a separate data stream, this data will not be stored associated to each last trade price.

[darthtrader]

Nice..your the man Ray.
Also hats off on the monte carlo engine...I had thought about posting a suggestion for that but figured no way that would ever happen.
bravo

[cls71]

NinjaTrader 7 does support the persistence of historical bid and ask data as a separate data stream, this data will not be stored associated to each last trade price.

Hello,

if an advance is possible ...
what data will be stored ? ... bid, ask, breakout, breakdown and between ? or bid & ask only ?

Thanks

[NinjaTrader_Ray]

Hello,

if an advance is possible ...
what data will be stored ? ... bid, ask, breakout, breakdown and between ? or bid & ask only ?

Thanks

The data stored is the same as what we export outlined here

http://www.ninjatrader-support.com/HelpGuideV6/Import.html

The only difference is whether its last, bid or ask data. This is separated by the name of the file or folder in storage etc...