Best Bid Best Ask Quotes!

[NRITV]

Hello All

Is there anyway to capture the Best Bid and Ask Quotes and store the data?. Please see the attached screen shot.

Would like to capture:
Best Bid Price and Size
Best Ask Price and Size

Thanks

[NinjaTrader_JoshP]

NRITV,

What you can do is run your own Level II book and capture whichever bid/ask level you want. Please see here: http://www.ninjatrader.com/support/f...ead.php?t=3478

[NRITV]

Thank You Josh. Will try and let you know.

NRITV,

What you can do is run your own Level II book and capture whichever bid/ask level you want. Please see here: http://www.ninjatrader.com/support/f...ead.php?t=3478

[mrlogik]

Hey Josh,

Just a question. Does NT7 store this level II data NRITV is referring to in its internal database for historical reference?

Thanks

[NinjaTrader_Bertrand]

mrlogik, unfortunately not, however you could replay it via the Market Replay feature (where NT7 would offer the needed replay data to download from our servers). Historical bid / ask series data (Level 1) would be accessible as well for NT7 (MultiSeries indicators / strategies).

[mrlogik]

That's what I thought.

Thanks for the info.