  We use transport and inelastic neutron scattering measurements to investigate
single crystals of iron pnictide BaFe$_{2-x}$Ni$_{x}$As$_{2}$ ($x=0,0.03$),
which exhibit a tetragonal-to-orthorhombic structural transition at $T_s$ and
stripe antiferromagnetic order at $T_N$ ($T_s\geq T_N$).
  Using a tunable uniaxial pressure device, we detwin the crystals and study
their transport and spin excitation properties at antiferromagnetic wave vector
$S_1(1,0)$ and its 90$^\circ$ rotated wave vector $S_2(0,1)$ under different
pressure conditions. We find that uniaxial pressure necessary to detwin and
maintain single domain orthorhombic antiferromagnetic phase of
BaFe$_{2-x}$Ni$_{x}$As$_{2}$ induces resistivity and spin excitation anisotropy
at temperatures above zero pressure $T_s$. In uniaxial pressure-free detwinned
sample, spin excitation anisotropy between $S_1(1,0)$ and $S_2(0,1)$ first
appear in the paramagnetic orthorhombic phase below $T_s$. These results are
consistent with predictions of spin nematic theory, suggesting the absence of
structural or nematic phase transition above $T_s$ in iron pnictides.
