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Ted,
Market internals are not a platform feature but instead a data provider instrument. NT will chart any of the usual and not so usual symbols if they are available from a supported data service. Many providers (Zenfire comes to mind) provide exchange feed symbols but do not provide any of the "back of house" calculated internals that many like to use.
I was wandering if anyone asked Ray if they're now planning to support bid/ask backfill during the webinar, or if he mentioned it at all?
I fast forwarded through the recorded somewhat webinar, didn't notice it being brought up. He usually dodges those questions.
@Bergsra, TICK, TRIN, VIX etc etc are part of the data feed, not charting. DTN IQFeed for instance gives you all these and you can chart them in NT or on Market Analyzer in NT. Use this other more appropriate thread to ask follow up questions please.
A feature i'd like to see is the possibility to define a template within a frame container and a few options to organise the charts automatically within that container like we do in Excel.
EDIT:
Would be cool if we could import/export session templates. If there is a way to share ot make a backup of these session templates i do not know how to proceed.
What's needed is a reworking of the data storage format to include Bid/Ask data persistance (not the current 1-second resolution bid/ask data that is stored separately) , 100% correct tick ordering, and millisecond timestamping.
This should do wonders for the accuracy of NT's backtesting engine, which currently is hard to trust because of these limitations & enable the creation of persistant bid/ask indicators.
It would also be nice if they used Kinetick/IQfeed data for the replay servers instead of zen-fire.
Since live trading is the reason people buy a license for NT, I think their reputation & sales could benefit from focusing more on data quality, reliability, execution & stability issues that are critical to live traders and less on new charting features. If NT was as reliable as X-trader or CQG, and handled data as well as IRT, they'd have a unbeatable product on their hands.
Hmmm... loads of stuff quickly off the top of my head -
1. All user interfaces to have consistent use of tabs, down arrows etc
2. The much mentioned bid/ask and intra second timestamping in backtesting
3. Market replay to skip periods for which it has no data
4. Instrument data and stuff like commissions to be importable and editable in seperate files
5. One click rollover. The instrument manager already knows the next contract month
6. A set of strategies and their parameters to be saveable in a file and reloadable
7. Does Ninja appreciate that there currencies other than the dollar? I'd rather they never touched multi currency at all until they were prepared to do it properly, but instead they decided to implement about 10% of multi currency functionality. To me that makes the product look highly unprofessional.
8. A scheduler for starting/stopping strategies
9. Store the db directory in a configurable dir that could be on network storage and shared.
I thought #5 was done already as of NT7, doesn't it have custom contracts and you can use a continuous contract?
As for #9, you could use a NTFS symlink and just trick NT into storing it wherever you want. But as for sharing it, who knows what kind of problems that would create
