Support of non-BidAsk historical data: Forex, Indian Market, Stock Markets : MZpack Helpdesk

Support of non-BidAsk historical data: Forex, Indian Market, Stock Markets Print

Created by: Mikhail Zhelnov

Modified on: Mon, 1 Jun, 2020 at 1:59 PM

If your market data provider doesn't support historical Bid-Ask data you will see all historical trades on the Bid side.

Eg. Forex market doesn't provide historical Bid-Ask data.

These indicators can be adjusted for historical non-BidAsk data: mzFootprint, mzVolumeProfile, mzBigTrade, mzVolumeDelta. Choose 'Orderflow – Calculation mode' = UpDownTick.

For Forex pairs, we recommend using relevant futures to enable all features of MZpack in your analysis (including DOM analysis). Eg. for EURUSD use 6E futures.

You can get free limited CQG subscription here https://ninjatrader.com/FreeLiveData

Hybrid mode and Indian Market (NSE)

Indian Market data providers (eg. Accelpix) don’t translate historical Bid-Ask data so far. For Indian users, Hybrid mode for ‘Orderflow – Calculation mode’ settings has been added. The Hybrid mode uses UpDownTick calculation for historical data and BidAsk calculation for real-time data, which is much accurate. Read more.

Mikhail is the author of this solution article.

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Support of non-BidAsk historical data: Forex, Indian Market, Stock Markets Print

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