Access to last bid ask

[hliboi]

Hello NinjaTrader,

Im wondering if its possible to populate a external chart (accessing via AT interface) with the bid ask since in NT8 its possible to store bid/ask via Tick replay.
Im assuming that of course you don't support this natively. But since the files stored now are different than the ones stored in NT7. Could you provide some guidance into this matter?

Thank you

[NinjaTrader_Jim]

Hello hliboi,

Thanks for opening the thread.

You are correct that this is not something that is provided through the AT Interface. How to use data downloaded through NinjaTrader to be used in another application also is something that we cannot support for.

Historical Data can be exported as text files so they can be imported elsewhere. The data is stored by "DATE TIME;OPEN;HIGH;LOW;CLOSE;VOLUME" Each line will represent the interval noted when you export the data. Bid and Ask must be exported separately.

What you can do with AT Interface - https://ninjatrader.com/support/help...o_and_how_.htm

You can reference more information on Historical Data here - https://ninjatrader.com/support/help...ta_manager.htm

Please let me know if I may be of further assistance.

[hliboi]

Thank you for your answer Jim.

I understand that i can export the data into text. My question is a bit beyond.
When one loads a NT8 with Tick replay one can see both bid and ask. Im sure that one could programaticly do this. One idea could be use streamwriter to right the values into text without manually export via the menus. One could even add a tick series to that the data exported would be more granular. And then streamread it into a external chart.
Could you please tell me if this is a valid idea? Kind of a indirect backfill.
Now, can one get more specific and access any deeper granularity? Or do it a more aproachable way? Could one access directly the files from NT8 db?

Thank you

[NinjaTrader_Jim]

Hello hliboi,

Thanks for the reply.

Yes, you could use a streamwriter to output the data you need while adding additional data series for bid and ask. Your idea is certainly valid.

The SQL db values are pretty unusable without exporting the data first. I think you are on the right track to export the data on your own so you have more control on how you can build your data set and include bid and ask prices. If you are looking for deeper granularity, you could use Tick Replay to replay the data so you can output it in your own readable format.

The Developing for Tick Replay documentation has a graphic that visualizes how OnBarUpdate() and OnMarketData() get called sequentially while using Tick Replay. It could be useful for creating your own data set: https://ninjatrader.com/support/help...ick_replay.htm

Please let me know if you have any questions.