TickxTick data on Historical data servers?

[Jim-Boulder]

I want to capture and then output to a file, tick x tick data---using ZenFire as my data server-which as I understand it doesn't provide historical data-but you have historical data stored on your servers---

I am confused whether this data is stored as tick x tick data--or not--can you clarify?

Specifically I want to use OnMarketDataUpdate events to capture time, price, volume and whether the trade was at or above ask or at /below bid...and output it to a file for additional analysis--so I do not need real time data as this will be done in the background--but I need to be able to get an entire sessions tick x tick data to do it completely.

If your historical data is not that granular-if I have recorded Market Replay data-will that allow me to do this?

Thx.

[NinjaTrader_Ben]

Hello,

The market replay data is only for replay and you cannot "see" the data points outside of the replay feature.

Zen-fire does support historical tick data:

Click here to view more information on Historical Data

[Jim-Boulder]

Thanks Ben--

As a follow-up--should the GetCurrentBid() /Ask work on historical data?

--how about market replay?

[NinjaTrader_Ben]

Hello,

No, not in a live environment.