Hi,

So far, when i'm using Ninjatrader, i do need manually backfill historical bid/ask data on Sunday to cover those empty session before new trading week. So it would be good the historical bid/ask data will be automatic backfill to cover those session that i'm not trading. Would like to know which platform/charting software do designed to automatic backfill historical bid/ask data since date/time that the data feed was last stopped ? Thanks in advance

Regards,
Alfred

voluma 

Hi, So far, when i'm using Ninjatrader, i do need manually backfill historical bid/ask data on Sunday to cover those empty session before new trading week. So it would be good the historical bid/ask data will be automatic backfill to cover those session that i'm not trading. Would like to know which platform/charting software do designed to automatic backfill historical bid/ask data since date/time that the data feed was last stopped ? Thanks in advance Regards, Alfred

Not sure I understand what you are trying to achieve ?
What instrument are you trading ?

If you for example open NinjaTrader it will automatically load all historical price data.

However i have not seen any dataprovider that has historical bid/ask;

I am on IQ feed and IQ feed will only give bid/ask at the moment there was a trade
pure updates to the book are lost in historical mode, only available in live mode.
For that reason i record that information in a live session.

rleplae 

Not sure I understand what you are trying to achieve ? What instrument are you trading ? If you for example open NinjaTrader it will automatically load all historical price data. However i have not seen any dataprovider that has historical bid/ask; I am on IQ feed and IQ feed will only give bid/ask at the moment there was a trade pure updates to the book are lost in historical mode, only available in live mode. For that reason i record that information in a live session.

well, i'm still consider a beginner for futures. sorry if i cause any confusion. here's the example of blank data when i turned off my computer for a period of time, so i'm seeking a way to fill those red blank area when running live again. As of now i'm still using CQG data on Ninja7. Most of the time, i'm trading 6E and ES .Please advice. Thanks

I see..

I'm assuming you are using the Gomi tools with the tick data.

The tick data is written to your machine, when that arrives with the gomi recorder,
if the machine was not on, the, the data is missing

There is a tool that can be used to fix that, it's called babar

But unfortunately i think that only works with IQfeed as a data connection.
That woud be a possible solution..

I'm not used Gomi (anymore), maybe somebody else knows of another solution that works with CQG, not sure about that, you may want to post in the Gomi thread ,if my assumption was correct

rleplae 

I see.. I'm assuming you are using the Gomi tools with the tick data. The tick data is written to your machine, when that arrives with the gomi recorder, if the machine was not on, the, the data is missing There is a tool that can be used to fix that, it's called babar But unfortunately i think that only works with IQfeed as a data connection. That woud be a possible solution.. I'm not used Gomi (anymore), maybe somebody else knows of another solution that works with CQG, not sure about that, you may want to post in the Gomi thread ,if my assumption was correct

Thanks for the recommendation , i will be getting IQfeed data connection in near future. Apart from Ninjatrader, can recommend other platform that can perform the task assume i'm using IQfeed connection. Thanks