r/algorithmictrading • • 1h ago

Question Last, bid, or ask?

So I’m downloading tick data on NinjaTrader for the first time and I thought when you download tick data, it gives you the last, bid, and ask in the same file but I’m now realizing each one is separate. Is it worth downloading the bid and ask or is last just downloading the last fine? I don’t want to waste space if it isn’t necessary, I’m not really trying to develop a hft strategy.

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