Adding an Instrument without loading history

[dnokes]

Is there a way to get a market depth stream without loading historical data at another timescale?

[NinjaTrader_Bertrand]

dnokes, are you looking to access the primary instruments Level 2 data stream? Then you could just work with the OnMarketDepth() stream - if you Add() instrument the same lookback as chosen for the primary series will apply.

[dnokes]

I am using the OnMarketDepth() stream but I don't want a lookback at all. I tend to run a lot of strategy instances (a few on every front and next month instrument) and I don't want the overhead of loading and storing chart history. If I start a strategy I have to select an instrument and there appears to need to be at least 1 day of history. I just don't want NT7 to load any history at all. Is this possible?

[NinjaTrader_Bertrand]

You could select to create the chart with 0 bars as lookback - or do you work from the strategies tab to start them up?

Unfortunately you would need to Add() the instrument to have programmatic access, however you could just return for example out of any OnBarUpdate() calcs with Historical, this would speed up the loading for you since you only need a realtime stream to work with.

http://www.ninjatrader.com/support/helpGuides/nt7/historical.htm

[dnokes]

I do work from the strategy tab (because I create the strategy instances on a Group (i.e., use and instruement list). I guess I could try selecting daily data and return from the OnBarUpdate().

[NinjaTrader_Bertrand]

I see, yes that should minimize the loading / memory effects for you.