TradeStation doesn't store bid & ask data!

#1
So I just found out that Tradestation servers do not store bid and ask volume data, only total volume. It seems they only store the last 5 days of bid and ask volume, so there is no point in having a cumulative delta indicator or a delta mode in the weis wave because they won´t plot historically. I find that unbelievable for such a "famous" platform not have this data.

http://help.tradestation.com/10_00/eng/ ... cator_.htm
http://help.tradestation.com/09_01/trad ... etwork.htm


Re: TradeStation doesn't store bid & ask data!

#2
logicgate wrote:
Sat Feb 06, 2021 1:39 am
So I just found out that Tradestation servers do not store bid and ask volume data, only total volume. It seems they only store the last 5 days of bid and ask volume, so there is no point in having a cumulative delta indicator or a delta mode in the weis wave because they won´t plot historically. I find that unbelievable for such a "famous" platform not have this data.

http://help.tradestation.com/10_00/eng/ ... cator_.htm
http://help.tradestation.com/09_01/trad ... etwork.htm
That kind of sucks man, I wonder what the reason is for this? Sounds pretty stingy :think:
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Re: TradeStation doesn't store bid & ask data!

#3
Yes it sucks...

I thought it was too good to be true having real time and historical data for "free" I mean, you can open an account with Tradestation and fund the account with US$50 and use the platform and have futures, forex, stocks data, all realtime, with real volume and no fees.. I wanted to use for analysis but the lack of historical bid and ask volumes is a big deal breaker for me.

The cumulative delta would work "live" and perhaps plot 5 days of history, but you can´t study the indicator behavior so...

Re: TradeStation doesn't store bid & ask data!

#4
logicgate wrote:
Sat Feb 06, 2021 10:17 am
The cumulative delta would work "live" and perhaps plot 5 days of history, but you can´t study the indicator behavior so...
hihi man........... that s shit how bout ninjatrader??? surely ninja has bid ask data kept right?? cos sierra have bid ask inside Analysis > Studies u can load bid ask but after u go into Chart > Chart Settings.............
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Re: TradeStation doesn't store bid & ask data!

#5
moey_dw wrote:
Sat Feb 06, 2021 4:10 pm
logicgate wrote:
Sat Feb 06, 2021 10:17 am
The cumulative delta would work "live" and perhaps plot 5 days of history, but you can´t study the indicator behavior so...
hihi man........... that s shit how bout ninjatrader??? surely ninja has bid ask data kept right?? cos sierra have bid ask inside Analysis > Studies u can load bid ask but after u go into Chart > Chart Settings.............
Sierra chart? Aren't we talking about TradeStation here brother? Haha. I haven't used Sierra in a while after switching to PRT but I do miss it, there's a few ways you can do this in Sierra:

  • Global Settings > Graphics Settings
  • Enable the Draw Bid and Ask Lines at Last Bar When Enabled
  • Global Settings > Graphics Settings. In the Colors and Widths list, select DOM Ask Line or DOM Bid Line
  • In Width, choose the Pixels.

Okay, now I'm sort of confusing myself. Pretty sure you have to do something in Global Settings > Data/Trade Service Settings, too :think:
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