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How Far Back Should Rithmic for Ninjatrader Brokerage Data Go?

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    How Far Back Should Rithmic for Ninjatrader Brokerage Data Go?

    I'm using rithmic for ninjatrader while connected to Topsteptrader. I'm curious, how far back should the data go, for instance when backtesting. I'm getting weird things like extra or missing orders when attempting to backtest further than ytd.

    #2
    Hello sampras010

    What instrument(s)?

    What interval?
    Christopher S.NinjaTrader Customer Service

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      #3
      CL and QM are the instruments I've been focusing on, though from what I can tell it seems most intstruments are missing data at different points. Anyway, for CL and QM I've used 1 and 5 minutes as the data series from the strategy menu (in the strategy analyzer), and my script contains 1 tick range bars. No matter what I try it seems that a backtest, for example from 1/1/15 or even 10/1/15, starts off in December 2015 with either missing or extra trades in the beginning. Ytd backtests work fine.

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        #4
        Hello sampras010,

        You should receive historical data for these g

        Tick data: 366 days

        Minute data: goes back to 2006

        Daily data: goes back to 2009
        Christopher S.NinjaTrader Customer Service

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