Getting Level1 and Level2 data from beginning of session

[weedjitsu]

Hi,
I'm building a fully automated strategy that relies on level1 and level2 data.
I'm using OnMarketData and OnMarketDepth but it streams data only from the moment I enable the strategy.
I would like to be able to access level 1&2 data prior to that, to run my analysis on what happened prior to that.
I have trading hours that I configured, starting from 8:30am until 3:15pm for example. I Enable my strategy at 10am but I need the
data from 8:30am. How do I do that?
In addition to that I would like to be able to know if the data I'm currently receiving is from a playback or is it live data.

Thank in advance

[NinjaTrader_ChrisL]

Hello, thanks for your note and welcome to the NinjaTrader forum.

Level 2 data is not stored historically, so indicators that use this will need to be real-time only. For level 1 data, you can use Tick Replay to your advantage. One indicator that takes advantage of this is is the BuySellVolume indicator. We also have a guide on developing for Tick Replay here.

Please let me know if you have any questions.