Store Level 2 Data - Please

[daven]

In the next version it would be really awesome if you would add the capability to store level 2 data as a historical data set. I have several indcators which I use, a few I wrote myself, storing bid-ask data, and they only work in real-time, meaning if I want to trade live on a particular morning, I have to have started the charts running the night before and make no changes to any indicator on the chart because if I do, I lose everything. That is a real pain in the rear to deal with. Out of frustration I am running a demo of Sierra Charts, and they seamlessly handle this issue with no trouble at all, and frankly it is a really powerful way to see what is going on with orders and buyers and sellers, that just can't be accomplished in any other way using any other indicator. Big changes in buying and selling predict changes in price, and it is too powerful a capability to ignore for another version of NinjaTrader. Don't get me wrong, I love NT, and have a lot invested in NinjaScript, and I have no great desire to jump onto another learning curve effort to learn how to program in a different scripting language. However, I see stuff coming so clearly when I have access to that buy/sell data that I think I ignore it at the risk of diminished trading profits.
I love NT, and think it is the most powerful trading platform around, except for this one deficiency, but it is a really big deficiency and if you continue to ignore the need your customers will eventually find a platform that can do this since several already exist.
Please, fix this in the next release.
DaveN

[NinjaTrader_Kyle]

Hello DaveN,

Thank you for your feedback.

I will forward your words on to our development staff for further consideration and will update you with a tracking number for the feature request tomorrow.

[NinjaTrader_Bertrand]

Hi Dave, I wanted to take a few moments and thank you for your patience and constructive feedback post here on our forums. I can very well understand your perspective on this topic and I'm happy to state we believe we will have something in the works with our next major update that will nicely cater your request allowing to work with bid / ask data historically in a more efficient manner. I would not have any detailed features or a schedule for release though, but rest assured we are also very excited for this upgrade and are working hard further enhance our platform for the future.