Historical DOM

[blar58]

From my code, can I have access to the DOM data on historical data ?


Many thanks

[NinjaTrader_JC]

Hello blar58,

Historical data does not have any Level 2 data with it so you would not be able to access it historically. You would have to use either real-time data that supports Level 2 data or you can download Market Replay data with Level 2 data and replay it.

Here is a link that demonstrates how to create your own Level 2 data book that you may view at the link below.
http://www.ninjatrader.com/support/f...ead.php?t=3478

Please let me know if I can be of further assistance.

[blar58]

I am collecting data for Market Replay ( I have Record for market replay check ) so what you are saying is that I could have access from my code to level II data from the Market Replay data ?

[NinjaTrader_JC]

Hello blar58,

Yes, if you are recording Level 2 data. Level 2 data will only be recorded if a Level II, SuperDOM, or FX Pro window is open and getting live data. That way when you use the Market Replay Connections it will play back the data like you recorded it.

Here is a link to our Help Guide on Market Replay that you may read.
http://www.ninjatrader.com/support/h...ket_replay.htm

Happy to be of further assistance.