Bid/Ask data and Renko Bar Types

[jmcg618]

Hi,

Is it possible to save bid ask data in charts using the record live data as historical option in order to get around the problem with some renko bar types, such as Sim22's, not being able to function with the tick replay feature on?

[NinjaTrader_PatrickG]

Enabling 'record live data as historical' is typically used when historical data for an instrument is not available from your data provider. You can learn more about this property here:

https://ninjatrader.com/support/helpGuides/nt8/en-us/options_marketdata.htm

I am unsure what effects this might have when using a custom bar type, but I suspect it would not be a 'work-around' for what you're trying to accomplish.

Does the issue you're referring to occur with built in bar types?

Could you provide a link to the specific bar type that you're referring to?

Have you reached out to Sim22 to find out more about what to expect when using his custom bar type and enabling tick replay? If not, I would highly recommend doing so.

[jmcg618]

The issue happens with the built in native Ninjatrader Renko bars. Tick replay does not work with the native nt renko bars, but the bid/ask based indicators will populate the chart using the live data, but the data will disappear upon a restart of nt. I am asking whether recording live data as historical will keep the bid/ask data in the charts upon a restart?

[NinjaTrader_PatrickG]

The "Renko" bar type cannot be used with Tick Replay and as a result, the Tick Replay option will be disabled when configured with those bar types. There may be other 3rd party bar types which may also disable Tick Replay by design. If you are a developer, please see the property IsRemoveLastBarSupported for more information.

https://ninjatrader.com/support/helpGuides/nt8/en-us/tick_replay.htm

Any indicators which rely on tick replay to calculate historically will not function on a Renko chart since tick replay cannot be enabled. Enabling 'Record live data as historical' will not work as a 'fix' for this.

The only way to get this to work would be to program the indicator to obtain its own tick replay data instead of relying on the built-in tick replay property/tool. If you'd like more information on how to program this yourself, or if you'd like more information about our vendors who could program this for you, please write into PlatformSupport[AT]NinjaTrader[DOT[com so we may put you in touch with the right person to assist you further. If you decide to write in, please make sure to include a link to this thread and a brief description of what you'd prefer.

[jmcg618]

The "Renko" bar type cannot be used with Tick Replay and as a result, the Tick Replay option will be disabled when configured with those bar types. There may be other 3rd party bar types which may also disable Tick Replay by design. If you are a developer, please see the property IsRemoveLastBarSupported for more information.

https://ninjatrader.com/support/helpGuides/nt8/en-us/tick_replay.htm

Any indicators which rely on tick replay to calculate historically will not function on a Renko chart since tick replay cannot be enabled. Enabling 'Record live data as historical' will not work as a 'fix' for this.

The only way to get this to work would be to program the indicator to obtain its own tick replay data instead of relying on the built-in tick replay property/tool. If you'd like more information on how to program this yourself, or if you'd like more information about our vendors who could program this for you, please write into PlatformSupport[AT]NinjaTrader[DOT[com so we may put you in touch with the right person to assist you further. If you decide to write in, please make sure to include a link to this thread and a brief description of what you'd prefer.

Thanks for the info. Are there any vendors in the Ecosystem that currently offer a renko bar that is programmed to work with bid/ask data in this way?

[jmcg618]

Are there an issues with bars based on range bars?

[NinjaTrader_PatrickG]

Are there an issues with bars based on range bars?

Range bars are not fundamentally built in a way which prevents tick replay from being enabled on your Range charts. You may have tick replay enabled on 'range' charts.

Thanks for the info. Are there any vendors in the Ecosystem that currently offer a renko bar that is programmed to work with bid/ask data in this way?

I'd like to clarify that the issue is not with the Renko bars themselves. Renko bars at a fundamental level must be drawn in a way which is incompatible with tick replay.

It is the indicator which must be programmed in a specific way to function as if tick replay were enabled on your charts so it may display historical plots on Renko bar type charts.

Please write into PlatformSupport[AT]NinjaTrader[DOT]com so we may put you in contact with the right person who will provide more detail about add-on vendors.