Historical Ticks in Bar

[jpk67fr]

With NT7, we can Add(PeriodType.Ticks,1) to obtain each tick in historical data in indicators.
But it can be extremely CPU intensive (try to ask one month of ES with this solution...)

Could it be possible to have a function like:

List <Ticks> getHistoricalBarTicks()
which gives the list of ticks of the current historical bar.

Ticks structure should be something like:
DateTime time;
double last; // price
double ask; // it would be perfectly nice to have it (in ntm file for example)
double bid; // it would be perfectly nice to have it (in ntm file for example)
double volume;

This could be very useful for VolumeProfile for example.

Thanks

[NinjaTrader_Brett]

Hello,

Thanks for that information.

I will let development know of this suggestion, thank you so much for taking the time to post it.

I will let you know once development confirms receipt of it.

[NinjaTrader_Brett]

Hello,

Development received and added it under #1280.

Thank you and have a great rest of the day.

[jpk67fr]

In this forum, I found the function GetBars. It is a really great function but uncomment and not official.

Please, simply make this function official.

This can solve a lot of CPU intensive problem link with Add(PeriodType.Tick,1). For example, I can read the last day history in ticks and I don't need the 200th others days...


Secondly, even this function become official, we still have the problem of unknown ask & bid in history.
Can it be possible to add to "Bars" class, getBid(int idx) and getAsk(int idx) (read from ntm file too) ? Or something like this ?

For me, it is one of the biggest disadvantage of Ninjatrader. Information are there (into ntm file) but not usable.

Thanks

[NinjaTrader_Brett]

We do have plans to make more items that are unsupported and turn them into supported items in the future so keep an eye out for that as we move forward.

Also I can add that both these are on developments list to check in on to possibly make a change in a future major release of the platform.

-Brett