BidAsk Historical...

[NinjaTrader_Dierk]

>> that we simply can not backfill stuff made using onmarketdata() in 7 like we could not in 6.5
Your understanding is correct.

[darthtrader]

If by "remember" you mean that bid/ask data would be stored as you record historical chart data, then yes.

Dirk, if bid/ask data is stored as chart data is recorded..
does this mean that VolumeProfile is wiped clean because of the way it was written and not upgraded for 7 or that we simply can not backfill stuff made using onmarketdata() in 7 like we could not in 6.5?

[NinjaTrader_Dierk]

They would be "independent" series.

[gomifromparis]

Ok that works, but then there is no way to link the bid/ask values to the price values. They are just other charts. So in that case I suppose there would be no way to compute the historical delta volume....

[NinjaTrader_Dierk]

Sure, there e.g. is signature below which you should see in intellisense:

void Add(string instrumentName, Data.PeriodType periodType, int period, Data.MarketDataType marketDataType)

[gomifromparis]

Hi,

Is there a way to access historical bid/ask data ? It doesn't seem possible in either indicators or bartypes ??

[NinjaTrader_Dierk]

Yes, VolumeProfile and VolumeUpDown start from scratch as you throw them on chart.

[funk101]

actually, what I meant was, realtime bid and ask volume on some indicators gets wiped when you refresh the chart, for instance, the volume profile, or VolumeUpDown. Is this still the case?

[NinjaTrader_Dierk]

If by "remember" you mean that bid/ask data would be stored as you record historical chart data, then yes.

[funk101]

Does NT7 remember bid ask historical data now?