type of price (last/bid/ask) saved from realtime data

[SARdynamite]

Hi,

One of NT7 new feature is to handle ask and bid data as well as last data.

Let's say I select on Tools/Options "save chart data as historical" in data field
Let's say that I run Market Analyser with instruments (+ 1 indicator) on and a live connection so I get bid and ask realtime data from this broker

Is the data stored by Ninja from live data only last ? or does NT7 also store bid and ask data at the same time ?

Thanks

[NinjaTrader_RyanO]

Hi SARdynamite,

Thank you for your post.

In my quick tests after configuring NinjaTrader to save the chart data and then opening a bid or ask chart the data will be stored in the historical database. However, you would need to create a particular chart for bid and ask data so that the chart data for the bid and ask charts would then be saved in the database.

However, when testing this using the Market Analyzer the bid and ask data was not stored, as you would need to have either a bid or ask chart open for the particular instrument.

[SARdynamite]

Thanks for your trials and answers.

I am recording about 35 instruments at the same time and I can't afford to open charts for each in order to save data. Therefore using the Market Analyser is by far the most practical way.

I believe recording ask/bid from Market Analyser just as it's done for Last price is a feature you should really handle to your development team ...just because it makes sense Thank you.

[NinjaTrader_Kyle]

Hi SARdynamite,

I will forward the suggestion on to development for further consideration. Thank you for your feedback!

[IL]

Recording and storing bid/ask data

Hi NT_Kyle and SARdynamite,

I categorically agree with the suggestion to upgrade Ninja with the ability to record and store bid/ask data. It is the necessity for most powerful trading techniques and indicators. Thank you.

[Trader.Jon]

ASK and the BID will LAST

Thanks for your trials and answers.

I am recording about 35 instruments at the same time and I can't afford to open charts for each in order to save data. Therefore using the Market Analyser is by far the most practical way.

I believe recording ask/bid from Market Analyser just as it's done for Last price is a feature you should really handle to your development team ...just because it makes sense Thank you.

I have used the attached, (modified from strategy found on the forum) but be aware that this is very intensive and might require a dedicated machine if there is heavy data flow. I split the process into multiple strategy due to load on initiation when strategy starts.

Let me know how it works for you.

Jon

[NinjaTrader_RyanO]

Hi Trader.Jon,

Thank you for that strategy, and I have shared this with my team in lieu of the current Market Replay capacities that we will be considering for enhancements suggested here.

Additionally, you may consider posting this in the strategies/indicators section of the forum, as well, if you haven't already done so.

[Trader.Jon]

Ryan,

My pleasure. I only added extra instruments/price types to a strategy that was already posted on the forums http://www.ninjatrader.com/support/f...catid=3&id=281

Jon

[NinjaTrader_RyanO]

Trader.Jon,

Perfect, and thank you again for providing that particular strategy with the edits in this case.

[Trader.Jon]

Ryan,

I am not much of a coder, and this strategy doesnt close its parameter window when I open it in a chart to run ... it takes a lot of cpu on a small machine, but not a lot of ram. It probably would be more useful if someone converted it to an indicator that could be loaded into market analyzer, or increase the functionality of market analyzer to be able to load strategies

Jon