cumulative delta historic bars

October 1st, 2015, 11:04 PM

Can anyone tell me if there is a cumulative delta for tradestation that will do
historic bars and realtime. And let you change time frames and reload without losing the bars and building them from realtime data? Looks like the one posted in elite might do this?

Looking at Linnsoft I/RT, which does do that, but have used Tradstation for some time now.

October 2nd, 2015, 10:46 AM

nonet

Can anyone tell me if there is a cumulative delta for tradestation that will do
historic bars and realtime. And let you change time frames and reload without losing the bars and building them from realtime data? Looks like the one posted in elite might do this?

Looking at Linnsoft I/RT, which does do that, but have used Tradstation for some time now.

No, Tradestation doesn't provide the historical bid/ask backfill necessary. You can use NinjaTrader 8 (not 7), Sierra Chart, MarketDelta or Investor/RT. They all support historical bid/ask backfill.

Mike

October 9th, 2015, 08:42 PM

there are ways people found by creating special txt or other DBs if you search on the web but is not the most elegant solution. As pointed out TS does not provide the functionality currently and maybe better of with Ninja if wanting something similar.

cheers

October 12th, 2015, 03:38 PM

thanks for the info.

paps

there are ways people found by creating special txt or other DBs if you search on the web but is not the most elegant solution. As pointed out TS does not provide the functionality currently and maybe better of with Ninja if wanting something similar.

cheers

cumulative delta historic bars

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cumulative delta historic bars