Importing BID ASK DATA FOR A PARTICULAR INSTRUMENT from a .txt extension file

[neetala]

Hi Sir I have three .txt extension files BNF.Last.txt,BNF.Bid.txt,BNF.Ask.txt now when I am importing the data in NT8 it is importing properly.But when I am using Orderflow candles(Volumetric) I am not able to see Ask Data.I can see the Bid Data in the orderflow.I have imported the data according to the Ninjatrader 8 format.I am uploading the test data please check and let me know what is the problem.

[NinjaTrader_Jason]

Hello neetala,

Can you please set 'Delta type' to 'Up Down Tick' and check if you now see both buy and sell volume. When I test this on my end, I see both buy and sell volume.

[neetala]

Hi @NinjaTrader_Jason,

Bid Ask

Accumulates the volume of orders filled at the bid or less vs ask or more. Orders filled at the ask or more price are considered buying pressure. Orders filled at the bid or less price are considered selling pressure. If the current tick price is between ask and bid, the volume will be recorded to the same pressure as the previous tick.

Up Down Tick

Accumulates the volume of up ticks vs down ticks. Up ticks are considered buying pressure. Down ticks are considered selling pressure. If the current tick price is the same as the previous tick price, the volume will be recorded to the same pressure as the previous tick.

Calculation of UpTick Vs DownTick is different and BidAsk is different.I want my historical data calculated on the basis of BidAsk and not UpTick or DownTick.So if i choose UpTick Downtick data calculation will be different.And one more thing I forgot to mention this instrument[BNF] is not a stock but it is a futures instrument.(1 Lot=15).So accordingly can you import this instrument in future and show me with BidAsk data on Volumetric Candle.

[NinjaTrader_Jason]

When I test this on my end, it does not show buy volume - the column on the right only shows zero's. When I set 'Delta type' to 'Up Down Tick', it shows values in both columns whether the instrument is configured as Stock or Futures.

I have created a bug report for my superiors.

[neetala]

Hi NinjaTrader_Jason
Did you report the issue to your seniors?What did they say and when this issue will get resolved.Can we see this issue resolved in the next Ninjatrader build?

[NinjaTrader_Zachary]

Hello neetala,

Thank you for your response.

A case was created for our developers, and they have provided a response that what you are seeing is expected with the data files that you are using. For Volumetric bars, the data imported data file must be bid/ask stamped, meaning that it contains the last, bid, and ask price together. Since you are using 3 separate data files, one for each the bid, ask, and last, this is not the correct type of data to correctly populate the Volumetric bars.

Please let us know if we may assist you any further.