Store Whether trade was at bid / ask for tick

[habibalex]

Is it possible to store this data in the NT database for NT8? I use GOM for NT7 and I was wondering whether this will have to be ported to NT8 or if there is a native option to handle this.

[NinjaTrader_DaveI]

Hello,

Yes, we've made a few major enhancements in this area, including the ability to capture Bid/Ask data historically.

However, in order for a GOM product to utilize historical Bid/Ask data, the product will have to be specifically coded to do so. If you are developing on the GOM framework yourself, then you can incorporate this into your code, but if you are using a GOM product from a third-party source, then the developer would need to specifically code for this. Also, in the latter case, note that any NinjaTrader 7 scripts will need to be converted to fit within the new NinjaScript framework.

For more information on using historical Bid/Ask data in your code, take a look at the link below:

http://ninjatrader.com/support/helpG..._ask_serie.htm

[habibalex]

GOM tick data files also load very quickly compared to ninjatrader 7 tick data load times, mostly because GOM doesn't create an elaborate object I think. Will there be a similar type of quick load for tick data series for NT8?

[NinjaTrader_DaveI]

That is a good question. I have not worked with GOM personally, but if the framework is handling data loading outside of NinjaTrader, then I would imagine that when/if the GOM base is ported to NinjaTrader 8, it would maintain the same data loading logic. It will be an interesting item to look into and test when the base is ported over, if it has not been ported already.