Setting the right connection for incoming data

[pstrusi]

Hi Ninjas,

I have set right my connection to Interactivebrokers and I got incoming tick data without any problem. But I´ve just bought from a company, a long time forex tick data, and I have a doubt:

My data feed comes from Interactivebrokers as "Last Trade", but the historical data I've just bought, comes in : bid+ask/2 so, question:

How can I set in my NinjaTrader that my incoming forex tick data be in Bid+Ask/2 and Not for "last trade" in order to have the same data behavior?

Thanks u

[NinjaTrader_JC]

Hello pstrusi,

NinjaTrader will be default use the Bid price for the last traded price. With that said, their is not a way to change the last traded price to be the "Bid + Ask / 2" without creating some custom coding.

I will forward this suggestion to our Development team.

[pstrusi]

Maybe I got it wrong, Do you mean that the default set is: Last trade = Last bid ? then you have a tick just based in Bid behavior?

[NinjaTrader_JC]

Hello pstrusi,

For Forex Instruments yes. Basically yes, you can override how he data is plotted on a chart with a custom chart style if you like, or you may create a custom indicator that will plot the average of the bid and ask data so you may easily read it on a chart.

[pstrusi]

Yes, that's a solution, but my doubt is that data is historical saved just as Last=Bid, I mean, by a code you can override it and to do backtestings or charts with Bid+ask/2, but the data that is actually been saved is : Last=Bid, so for further backtestings I will still have a problem. Some suggestions available?

[NinjaTrader_JC]

Hello pstrusi,

Thank you for your suggestion on how we can improve our product. It has been inserted into our tracking system with the unique ID # 2229.

Let us know if we can be of further assistance.