This is the support thread for the Backfilling Bid/Ask Recorder Application, which is in the Elite Circle Downloads area, here (.
This is a standalone application that creates data files for the GOMI toolset.
I wrote this application to get around the requirement that using GOMI toolset indicators (and their derivations) required me to keep charts up all the time, and if there were internet connection or other issues, there would be blank spots in my charts.
However once I got a ways into development, I realized it could be used for much more than that. This application is capable of grabbing Bid/Ask data from a wide range of instruments over a long time frame. (Currently 120 days due to data feed limits, but as I store more data my sample size will continue to grow.)
I now have Bid/Ask data in GOMI Binary format going back over 120 days for all futures contracts, the 100 most active ETFs and all the equities that comprise the DOW, NASDAQ, and S&P 500 indices.
Besides having Gomis indicators ready to go on just about any chart I can think of, I can now use the GOMI family of indicators in strategy development for any of these instruments, as well as datamine using external applications.
Additionally, the app can save data in a flat file format, which while larger, contains the information in the GOMI binary format as well as a way to find the spread at each tick, and (in live recording only) capture the bid and ask size at the time of each tick.
Requirements:
This application requires an IQFeed data connection. A regular subscription will do however; it does not require a special license, and this app will run concurrently with your NinjaTrader or other trading platform.
Gomi released an update of his toolset to version 2.5, which among other things has a change to help ensure that the indicators will be compatible with this application. If you use this application, be sure to update your GOMI toolset installation to the latest version, always available here:
If you currently have charts that use the GOMI toolset, the only change required to use this application is to remove the GomRecorderIndicator from the chart as it is no longer needed, and to be sure that all other GOMI indicators on the chart have their Write Data property set to false.
Please be sure to read the READ ME FIRST pdf file included in the package before installing or using the application.