Is it possible to save bid ask values (my own numbers) to custom barstype and read them with indicator if not paying for volume profile add-on? From my tests, it does not look like it’s possible - just want to check that I’m doing something wrong.
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I don’t have much experience with custom bar types, but I can tell you that each tick includes: trade time, price, volume, bid price, ask price and possibly other info, but these are the important ones. Of course this is assuming that your provider offers unaggregated level 1 tick data.
NT offers you methods to extracts this info from each tick and you don’t need any additional add-ons, licenses, etc to do it.
Not sure if this answers your specific question.
I actually want to use bid ask as a way to send additional data (share data that was used to create the bar since they are dynamic) to my indicators. I’m not subscribing to volume profile add-on so I’m not getting bid ask data from ninjatrader. However, when I tried creating bars with my bid ask (AddBar()) I could not retrieve it.
The Bid/Ask information you’re looking for is in the data that your data provider provides assuming they have that info included. You need unaggregated level 1 tick data.
You don’t need NT volume profile or Orderflow+ license for this. I’ve built my own volume profile and footprint tools that don’t require NT Orderflow+ license. They read the bid/ask information from a 1-tick data series. NT provides methods to extract this information. You don’t need any additional licensing.
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