NT7 & Historical Bid/Ask data

[rt-trader]

Hi,

I understand that with NT7 historical Bid/Ask data will be stored.

How will this data be accessed within an indicator?

Will there need to be distinctions made within and indicator between Live and historical data or will NT7 look after this seamlessly?

Thanks

[NinjaTrader_Ray]

Its just another series.

You would add another series in Initialize() like:

Add("ES 09-09", PeriodType.Minute, 1, MarketDataType.Ask);

and then you would access this series just like you do multi-series strategiees in NT6.5.

[rt-trader]

Ray,

Thankyou for the answer. I may not have phrased my question clearly.

Will what you suggest allow for the historical recreation of say a Time & Sales stream or to populate a Footprint style Bid/Ask chart historically?

Thanks

[NinjaTrader_Ray]

Ray,

Thankyou for the answer. I may not have phrased my question clearly.

Will what you suggest allow for the historical recreation of say a Time & Sales stream or to populate a Footprint style Bid/Ask chart historically?

Thanks

The following:

Add("ES 09-09", PeriodType.Tick, 1, MarketDataType.Ask);

would provide of course a 1 tick series of ask prices. This will not be a "market replay". I am personally not familiar with foot print style bid/ask chart so I can't answer yay or nay. There will not be a direct correlation of what the bid/ask price was on each tick if that is what you are looking for. You would have to self calculate this.

[rt-trader]

OK,

Thanks Ray..

[Ricam]

Self caculating bid and ask prices for ticks

Footprint® style chart is a volume and delta ladder as shown on the Market Delta website.

Would certainly appreciate if NT could post some sample code showing how to self calculate the bid and ask prices for each tick as referred to in previous post, thanks.

[NinjaTrader_Bertrand]

Ricam, sorry not sure I follow - Ray posted the sample Add() needed to add an ask series bars object to your custom strategy / indicator.

You can then access and work with this series just as used from strategies in 6.5 (context via BarsInProgress or directly via BarsArray).

[NickA]

It is a problem with sequencing described here

http://www.ninjatrader-support2.com/vb/showpost.php?p=125763&postcount=33

and here

http://www.ninjatrader-support2.com/vb/showpost.php?p=143882&postcount=37

In fact that thread is about the same thing.