Bid/Ask Historical Data on CityIndex

[frantic]

Just wanted to report that there's no Bid/Ask historical data on CityIndex using either Ninjatrader Historical Data or Broker Historical Data. You get this with FXCM though.

[NinjaTrader_ChrisL]

Hello frantic, thanks for your note.

Could you let me know exactly what you are looking at so I can test the same thing?

[frantic]

Broker: CityIndex
Instruments: @USSP500 @USSMALLCAP wallstreet @USTECH @UK100 @GERMANY30 EURUSD GBPUSD USDJPY
(these are only the ones I tested - but it looks like all of them! Forex and CFD)
Timeframe: 1m 5m Tick Daily


Open any of these instruments and switch the DataSeries type from Last to Ask or Bid. You get live updates and new bars forming but no Historical data on Bid/Ask. Tested with and without Ninjatrader Historical data - same result.

[NinjaTrader_ChrisL]

Hello frantic, thanks for your reply.

That would be expected for Forex.com/CityIndex. They do not provide historical bid or ask data for minute, day, or tick charts. This is documented here.

You can record the incoming data as historical data to save the bid and ask prices. Go to Tools>Options>Market Data and enable "Record live data as historical". You must have a chart or market analyzer opened for the instruments you want to record.

Kind regards.