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actually you can prove it to us. Just export tick data and paste a few lines here. If there is no bid ask data on each line then NT dropped the ball! I don't have NT7 so I can't do it.
Can you help answer these questions from other members on NexusFi?
Exporting tick data has EVERYTHING to do with it. If it doesn't export the bid ask then you can't import it and that means it's not part of the data structure.
from what I understand, the bid ask is stored separately and not synchronized with each tick.
Hmm ok. I'm not saying one way or the other, it just seems you knew so I wanted to know how you knew.
I don't see why exporting is required. You're trying to use NT's tick data on another platform? Why else export? I think historical bid/ask being sync'd with last, which your statement was it wasn't, is not exactly related to Exporting.
Such a shame I started bending there ears about it a couple of years (or more) back. Sadly TSSuport (creator of multicharts) are just as deaf. It's crazy the architecture to do it must be in place already. I am going to have one more crack at TSSuport to see if they might consider it. That really leaves IRT if you want to plug in and go though I might go with Neoticker as a) You can buy an out and out license and b) It has all the mechanisms to do this sort of analysis and in fact full order book analysis. Only trouble is whilst the architecture of the platform robust and open it is quite a steep learning curve to program it.
The other two important ingredients are being able to download historical last bid ask data (IQFeed provides a day I hear maybe others do too?)....and when loading charts history having an option to build each bar tick by tick. It's not rocket science and opens up a whole area of analytics. I think Mike said that NT7 can build tick by tick?
To achieve things like market delta (and to do stuff like GOM's without an external database and live capture) you need all 3 available to any indicator as it builds from history tick by tick.
Ok I understand what you mean by tick by tick. You mean if you have a 100 tick bar the data for each of those ticks has to be processed by the indicators. Like calculate on bar close = false for real time.
