I am working on an indicator using the bid and ask, but have found that NinjaTrader is somewhat limited when using bid and ask data. If bid and ask data is stored to a DataSeries, that DataSeries would not retain the values when exiting Ninja. Furthermore, when Ninja restarts it would substitute the bid and ask data with the close of the bar.
To overcome this limitation, one of the reps at NinjaTrader recommended that I use the Gomi framework to enable Ninja to store data in binary files for later use.
As I am not currently an Elite Member of futures.io (formerly BMT)F, I can't evaluate the Gomi framework. I hope someone may be able to answer the following questions:
Using the Gomi framework, will I be able to store bid and ask data?
In the interests of minimizing processing, it would be adequate to store bid and ask data just once a minute. Does this present any issues when using the Gomi framework in Ninja?
I would like to have the freedom to use this indicator either in the Market Analyzer or on a chart. In order to store bid and ask data, do I have to set up my Ninja chart in any particular fashion? For instance, do I have to select Price Based On >> Bid? (right click on chart > Data Series > Price Based On). Or can the Gomi framework access bid ask data independently of chart settings?
In order to store bid ask data, do I need to use NT7 or will NT6.5 also work?
Are there any limitations when using the Gomi framework? For instance, can only the last 10,000 bid ask data entries be saved?
Does the Gomi framework cost anything beyond the Elite Member fee?
Can someone provide some example code showing utilization of the Gomi framework in NT?
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