Historical Bid/Ask Data

[pbmi66]

Sorry, but my question was not on whether kinetick provides historical tick-by-tick data - rather, I can't see a way to use this historical data in the present version of NinjaTrader, for the reasons listed previously.

Anyway, the good news is that this is now planned to be addressed in the next version of NinjaTrader.

Thanks for your help.

[Surf714]

Any new updates to upload Historical Bid/Ask Data?

Hello!

Currently I am developing an indicator which requires bid/ ask data. In real time it works fine but I would need to "load" bid/ ask historical data to the indicator. In addition if there is internet disconnection then I would miss this data while the disconnection occurs and unable to load the missing bid/ask data when re-connection occurs.

Is there a way to have the Bid/Ask historical data to load automatically on my charts and indicator?

Any solutions to overcome this challenge will be greatly appreciated.

Thank you!

[NinjaTrader_Brandon]

Hello Surf714,

Thansk for your post.

Who are you connected to for data? this is displayed in green at the bottom left of the Control Center.

[Surf714]

Hello Brandon,

Thank you for your reply. Currently I am using CQG.

[NinjaTrader_Brandon]

Hello Surf714,

Thanks for your reply.

With CQG does provide historical bid/ask data. You should be able to access it if it is requested.
Please open a new chart and within the Data Series under Price Based On select Ask
Are you able to load historical ask data?

[Surf714]

Hi Brandon,

Thank you for your reply...

Historic data was loaded in the chart and the indicator but something is od, I have an open 100,000 volume chart and the 100,000 " Volume ask" and it is quite different.

by selecting " Data Series under Price Based On select Ask" would it load both Bid/Ask Historical Data?

Is there a setting to download both bid/ask historic data at the same time?

The indicator I'm working on is delta based, so I would need both bid/ask.

Thank you for your time.

[Surf714]

Im Sorry, my mistake it did not load historical data... just real time data was loaded in the charts & indicator

[NinjaTrader_Brandon]

Hello Surf714,

Thanks for your reply.

What instrument and expiry have you selected?
What version of NinjaTrader do you have installed? You can check under Help > About
Do you receive an error on the screen and if so what does it say?

[Surf714]

Brandon,

1. ES 12-14
2. NT 7.0.1000.14
3. No errors

Thanks

[NinjaTrader_Kyle]

Hello,

Thank you for clarifying.

Please shut down NinjaTrader then update to the current 7.0.1000.26 release of the software via this link: http://ninjatrader.com/download-registration.php

After installing please restart NinjaTrader. Before connecting to any data source please open the Options menu. (Tools > Options) In the Data tab, click the 'Reset Instruments' button then restart NinjaTrader. Finally, reconnect to your data source and reload data.

[Surf714]

ok... I've updated NT 7.0.1000.26 release...

[NinjaTrader_Brandon]

Hello Surf714,

Thanks for your reply.

Please test once again with the ES 03-15

[Surf714]

Hello,

Thank you for clarifying.

Please shut down NinjaTrader then update to the current 7.0.1000.26 release of the software via this link: http://ninjatrader.com/download-registration.php

After installing please restart NinjaTrader. Before connecting to any data source please open the Options menu. (Tools > Options) In the Data tab, click the 'Reset Instruments' button then restart NinjaTrader. Finally, reconnect to your data source and reload data.

Hello Brandon,

I followed your instructions but no historical data is loading into the indicator,
only real time data is loading live...

Thank you

[NinjaTrader_Kyle]

Hello,

Which indicator are you working with?

Do you encounter the same behavior with default NinjaTrader indicators like MACD or SMA?

[Surf714]

Hello Kyle,

It is a custom made indicator, standard indicators are loading up without a problem.
The custom indicator runs we bid/ask data, in real time works fine, I just need to load historical bid/ask data to it.
Thank you.