I have several indicators for TradeStation that use Ticks, and OpenInterest fields, and I was trying to work with NT and the different data providers, and currently using Kinetick, but does anyone know if any data provider that works with NT supports ticks, and open interest calculations? And can I access these to program indicators/strategies in NT 7?
Most of the data providers support ticks. Some of the free feeds or the broker feeds do not supply historical tick data.
For open interest the question is more difficult to answer. Open interest is only published with a lag and is only available for daily data. NinjaTrader cannot store open interest on its data base, so you need to store it externally and access the external data base via an indicator.