BidAsk Historical...

[tulanch]

Perhaps this is what he is talking about...when I use the replay data I do not automatically get 24 hours of data, I only get the data from when I logged on till I logged off...thus only the data Ninja "touches" during the time I was logged in (by design of course). Thus if I leave myself logged in for 24 hours, my market replay data contains all the data for the 24 hour period becuase Ninja "touched" and thus stored all the incomming data in market replay database. But...your connection needs to be rock solid and the datafeed needs to remain in tack..sometimes during the daily futures market shutdown I find that the system does not recover gracefully for what ever reason.

I can use Market Replay data to "refreash" my bid/ask indicators (only during market replay of course) but a true windows "refresh" event can not. I belive I read that bid/ask data is not stored the same in both approaches.

I'm wondering if there is a way to save the dataseries data I use in my indicator and have it used on the chart update after a windows refresh? I'm certain I could write it to disk and pull it back in...will give that a try...I think thats what the one GOMCD indicator does...but numerous issues arrise related to the chart time frame, it would need to remain the same for this apparoch or the raw market data would need to be saved and processed accordingly.

[NinjaTrader_JoshP]

tulanch,

I do not believe this is an error. This is just the limitations of the historical bid/ask streams vs replay as discussed.

[timmyb]

Perhaps this is what he is talking about...when I use the replay data I do not automatically get 24 hours of data, I only get the data from when I logged on till I logged off...thus only the data Ninja "touches" during the time I was logged in (by design of course). Thus if I leave myself logged in for 24 hours, my market replay data contains all the data for the 24 hour period becuase Ninja "touched" and thus stored all the incomming data in market replay database. But...your connection needs to be rock solid and the datafeed needs to remain in tack..sometimes during the daily futures market shutdown I find that the system does not recover gracefully for what ever reason.

I can use Market Replay data to "refreash" my bid/ask indicators (only during market replay of course) but a true windows "refresh" event can not. I belive I read that bid/ask data is not stored the same in both approaches.

I'm wondering if there is a way to save the dataseries data I use in my indicator and have it used on the chart update after a windows refresh? I'm certain I could write it to disk and pull it back in...will give that a try...I think thats what the one GOMCD indicator does...but numerous issues arrise related to the chart time frame, it would need to remain the same for this apparoch or the raw market data would need to be saved and processed accordingly.

The GOMCD indicator will record it easily for you. Unfortunately All CD usuers are having serious issues with data dropping using ninja now and it is no longer recomended for this type of trading HOpefully the issues can be fixed soon.

[NickA]

tulanch,

I do not believe this is an error. This is just the limitations of the historical bid/ask streams vs replay as discussed.

Whether you call it an "error" "oversight" "design limitation" does not matter unless the bid ask and last historical data can be sequenced in the same order as it occurred live it is not really useful.

I hope that I do not appear overly critical that is not my intention. The bigger concern is that I don't think the guys that originally architected things like this fully understood how historical bid ask data might be used. My ongoing concern is that perhaps the issues are still not fully understood now. It is simply my intention to ensure they are (understood) and that is the reason for my posts. It is imperative that historical bid ask and last data can be processed in the same sequence that it was received in real time. That is all really.

Can bid ask and last data be replayed preserving the same sequencing of all data streams in relation to each other as occured in realtime? If they can then there is may well be a work around.

[NinjaTrader_Dierk]

We understood your request very well (since it's reasonable). However, I hope you understand our business decision to not support what you are looking for at this time (which I outlined in earlier posts) as well. Thanks

Also: see #27, #21 in this thread.

[NickA]

We understood your request very well (since it's reasonable). However, I hope you understand our business decision to not support what you are looking for at this time (which I outlined in earlier posts) as well. Thanks

Also: see #27, #21 in this thread.

I certainly respect the decision as I have mentioned previously too. I appreciate that tough decisions need to be taken to get the product out of the door. I still can't help feeling that it might not be the best decision in the long run. As Raymond pointed out changing things has implications, but, not changing things certainly does too . It must have been a tough call!

[GoldStandard]

Any chance of getting bid/ask sequencing in NT 7.1 or 7.2?

We understood your request very well (since it's reasonable). However, I hope you understand our business decision to not support what you are looking for at this time (which I outlined in earlier posts) as well. Thanks

Also: see #27, #21 in this thread.

[NinjaTrader_Dierk]

At this time we have no plans nor commitments to disclose regarding this issue.

[superarrow]

Hi NT,
I have been following the discussions in this thread with great interest, as well as in some trading forums. I strongly subscribe to the opinion for inclusion of the realtime sequence of bid/ask/last into the historical framework for future releases of NT. My trading depends on it to a great deal. So naturally this is important to me but I also understand the business decision NT has taken to date.

NT has come a long way and I am already happy with this great product. Most of the competing products took alot longer to get to where NT is today. I still wouldn't trade with them for their products lack in areas that NT shines.

However, as every business is dependent upon having an edge and providing its clients with the right tools, could I kindly request NT put the needs prescribed in this thread as a high priority for the next generation of NT if not sooner.

Cheers,
SA

[NinjaTrader_Dierk]

Thanks for your feedback.

[KBJ]

Re: Inclusion of the realtime sequence of bid/ask/last into historical data

...as every business is dependent upon having an edge and providing its clients with the right tools, could I kindly request NT put the needs prescribed in this thread as a high priority for the next generation of NT if not sooner.

Generally, I try not to just add "me too", when it's already been said (and quite well) by others, but in this case I feel that staying out of the discussion is a tacit agreement that the product is acceptable the way it is.

And this is not the case: it was expected that NinjaTrader V7 would have this feature, and its lack is a tremendous disappointment, and in some ways a "deal breaker" for my group.

Also, I know that the NinjaTrader team has their hands quite full at the moment (as I also have done software field testing and many releases over the years and have a fairly good idea of what you are going through) and this is why I just bite my tongue most of the the time instead of making suggestions that would be nice for only few people and not a majority of the NinjaTrader community.

That being said, sooner would be far better on this issue.

[NinjaTrader_Ray]

Hi All,

We do realize that there is demand for historical bid/ask data associated at a per tick level. We also realize that this is important for some of our users. Our focus now is to get NT7 stable and into production. Once we have hit that milestone, we will review this requirement to see what can be done. Thanks for your understanding.

[laredo]

this must be in error

http://vimeo.com/8943177

[NickA]

this must be in error

http://vimeo.com/8943177

Without stating why you think it is 'an error' it will be hard for anyone to help your understanding. If you read the last dozen or so posts in this thread carefully then it should be clear what the issue is.

[laredo]

Not with you Nick,but Im not concerned w/it.