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Detect of Dataseries has Bid/Ask Stamped Tick Data

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    Detect of Dataseries has Bid/Ask Stamped Tick Data

    Is it possible to detect if dataseries has Bid/Ask Stamped Tick Data ?

    For example, after doing AddDataSeries(BarsPeriodType.Tick, 1)

    Can I somehow check if that added data series has Bid/Ask Stamped Tick Data?

    Thank you


    #2
    Hello zextra,

    In the code I'm not aware of a property that would let you know if the tick data is ask/bid stamped.

    We do list whether tick data is bid ask stamped in the help guide for each connection.
    https://ninjatrader.com/support/help...y_provider.htm

    If the data is not ask bid stamped, NinjaTrader substitutes the bid/ask data for consistent user experience purposes (i.e., Bid = Last price, Ask = Bid + 1 tick)
    https://ninjatrader.com/support/helpGuides/nt8/en-us/developing_for__tick_replay.htm
    Chelsea B.NinjaTrader Customer Service

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      #3
      Could we do a feature request? What I'm trying to do is if a user's data feed does not have bid/ ask stamped, then automatically use the Up Down Tick method for getting the delta.

      Comment


        #4
        Hello zextra,

        I have submitted a feature request for a property that indicates if the tick data is ask bid stamped.
        Once I have an ID for this request I will post in this thread for future reference.
        Chelsea B.NinjaTrader Customer Service

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          #5
          Thank you very much

          Comment


            #6
            Hello zextra,

            I have received tracking ID# SFT-3944 for this request for a property that indicates if tick data is ask / bid stamped.

            Please note it is up to the NinjaTrader Development to decide if or when any request will be implemented.

            Thanks for your request on this.
            Chelsea B.NinjaTrader Customer Service

            Comment

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