Preloading historical data

[Chippy]

Is there a way to preload historical tick data so that indicators requiring a minimum number of bars can be populated at start up/reset? It's really annoying to have an indicator I've been using all day get reset because I wanted to add or change another indicator on the chart.

[NinjaTrader_Clayton]

Hello Chippy,

Thank you for writing in.

Are you using a default NinjaTrader indicator, an indicator you are making yourself, or a 3rd party indicator that you got from somewhere else?

• If you are using a Default NinjaTrader Indicator what is it?
• If you are creating your own NinjaScript Indicator, please let us know so we may connect you with the NinjaScripting team.
• If you got this Indicator from a 3rd party developer, please reach out to them directly for more information on how their indicator is expected to work and what needs to be done to have the indicator stay loaded in when modifying things on that chart.

In General, NinjaTrader is going to load in different data depending on what is already within the platform and what is still needed to plot the charts as needed. Please see the following link for more information on how NinjaTrader utilizes different types of data to load in the charts:

• https://ninjatrader.com/support/help...eloadingofdata

[Chippy]

Well, it happens with NT's Market Profile and also one of my own that makes calculations based on T&S

<ETA> I mistyped... I meant Order Flow Market Depth Map, not Market profile.

[NinjaTrader_Clayton]

Hello Chippy,

Thank you for clarifying!

I would suggest submitting a separate request about the Indicator you made yourself within the Indicator Development section of the NinjaTrader Forum, or send an email to the NinjaTrader Scripting support team directly for further information and suggestions.

• If you would like to do this, please send an email to PlatformSupport[AT]NinjaTrader[DOT]com with the respective @ and .
• Please set the subject to "Clayton ATTN 3540529"
• Within the email, please specify that this is an indicator that you are making yourself not provided by a 3rd party developer
• Please include any further information or details you would like and send the email

As for the Order Flow Market Depth map, adding or removing indicators from the chart will not cause it to reset. As well, there are certain Visual settings you can modify that will not cause it to reload.

If you change the Instrument, from the ES 06-22 to the MES 06-22 for example, it will have to reload and start plotting from there.

If you change the Chart Interval or Days to load, from 1 minute to 5 minutes for example, it will cause the chart to reload and restart the Market Depth map from there.


As described within the Help Guide for the Order Flow Market Depth Map:

• "After applying the Order Flow Market Depth Map it will begin to plot off of real time level II data (Display mode Historical Depth shown) with 10 levels per side of the market by default."
  • Since this indicator uses Real-time Level 2 data to plot the market depth, causing the data series to reload causes the chart to reload with Historical data up to the current moment in time. Thus, it has to start rebuilding the Market Depth Map with the Real-Time Level 2 data from the point of reloading.
  • Please see the following link for the origin of the quote above and more information on the Order Flow Market Depth Map:
    • https://ninjatrader.com/support/help...p.htm#Overview