Bid/Ask Historical Quote Petition

[LuboLabo]

My suggestion is to provide usable bid/ask historical quote on NT7, and may on NT 6.5 too.
I know that I'm not the only one, but there are a lot of people on forum that aim this step. I'm asking all these people to submit a post on this thread as a sign a sort of PETITION.

Thanks.

Lubo.

[NinjaTrader_Ben]

Hello,

I will send your suggestion to our development team for consideration. Thank you!

[LuboLabo]

No one?

It's really strange that no one leave his signature on this petiton, cos on others thread this issue is large discussed.
May in this section there's no much visibility.
People open your eyes!

Lubo.

P.s. Thank you NinjaTrader Ben.

[zikonc]

I would also like to ask NT staff to develop at least usable database of historical bid/ask values ....... say I understand why NT does not want to develop trading tools around the bid/ask concept but there are some of us that would at least try to develop something useful .... please do not make this harder on us than what it already is ....... at certain point some of us may use the little energy that we have left to simply leave .......

[LuboLabo]

Why not?

I would also like to ask NT staff to develop at least usable database of historical bid/ask values ....... say I understand why NT does not want to develop trading tools around the bid/ask concept but there are some of us that would at least try to develop something useful .... please do not make this harder on us than what it already is ....... at certain point some of us may use the little energy that we have left to simply leave .......

Don't why u tell NT does not want develop bid/ask indicators, there's also in NT 6.5 bid/ask indis like VolumeProfile, BuySellPressure, BuySellVolume etc. that use bid/ask quote in real time, and already exist customer and professional developed tool that use bid/ask quote.

The issue is that is not possible use this tool in other way that leave NT run always and hoping that will not disconnet to data feed.
I think this is paradoxical.

Lubo.

[NinjaTrader_Kyle]

Hi LuboLabo,

I will forward your comments on to my development team for further consideration.

Thank you for your feedback.

[GoldStandard]

I too would love correctly ordered/timestamped bid/ask data for backtesting, running realtime indicators in backtesting, and for running realtime indicators from saved data

Or some way to load data from market replay files into NTs database for use in backtesting or powering realtime indicators.

[LuboLabo]

backtesting

I too would love correctly ordered/timestamped bid/ask data for backtesting, running realtime indicators in backtesting, and for running realtime indicators from saved data

Or some way to load data from market replay files into NTs database for use in backtesting or powering realtime indicators.

I think backtesting and market replay are others issues, not to talk about here.

Lubo.

[Ricam]

Bid Ask Data

I would also like to request that historical as well as real time bid ask data be available. This would be a great addition to Ninjatrader.

While the solution would ideally include more fine grained timestamping, just knowing how many ticksizes separate the last price from the current bid and ask prices would also be a huge improvement. As I mentioned in an earlier post, these offsets could be encoded into a few digits added after the decimal point of the volume in the Last files.

[NinjaTrader_Ben]

Hello,

I will send this to our development team for consideration. Thanks!

[aviat72]

LuboLabo:

This issue has been discussed to death here. NT knows that a lot of people are waiting for this. However they need to prioritize. Right now their focus is on making NT7 stable instead of adding new features.

Hopefully they can start working on this and incrementally add the capabilities. The first task of course would be to get a DB ready which will save the ticks in order. Once you can export the ticks in order you can start using the GOM framework for your indicators. That will be a good workaround for the short term and does not require too much engineering effort.

Hope they can implement this quickly since this will help overcome most of the limitations.

[ZTR]

I am posting this as part of the petition.

[NinjaTrader_Ben]

Hello,

OK, thanks for your vote. I will be sent to our development team as well. We like the feedback. Thanks!

[Ricam]

Timestamping for Real Time Only Events

Would it perhaps be possible to give millisecond resolution to the e.Time output variable of OnMarketData/OnMarketDepth without having to make major changes elsewhere? This alone would be very valuable. Thank you.

[NinjaTrader_Kyle]

Hello Ricam,

I will forward your request on to my development team for further consideration.