Bid/ask size or quantity

[luxurious_04]

Is there a way to export tick data that includes the bid/ask size or volume in each tick not just the size or volume of the last price?

[NinjaTrader_Jason]

Hello luxurious_04,

Yes, please go to Control Center-->Tools-->Historical Data-->Load-tab. Click Export and then select the Bid or Ask data type, tick interval and the desired instrument and dates. Click Export.

Please note that you need to have the historical data present in NinjaTrader. You can view all historical data present in NinjaTrader under the Edit-tab of the Historical Data window.

[luxurious_04]

Hello luxurious_04,

Yes, please go to Control Center-->Tools-->Historical Data-->Load-tab. Click Export and then select the Bid or Ask data type, tick interval and the desired instrument and dates. Click Export.

Please note that you need to have the historical data present in NinjaTrader. You can view all historical data present in NinjaTrader under the Edit-tab of the Historical Data window.

I already know how to export, all I want is that the exported tick data need to have a bid/ask volume, not just the volume. For example, if I select Last data type, it should have this format yyyyMMdd HHmmss fffffff; last price; bid price; ask price; volume; bid volume; ask volume.

[NinjaTrader_Jason]

Unfortunately this is not supported. You need to select Bid or Ask as 'Data type' to export historical bid/ask volume data.