How to Import ALL of Stock data available

[lmatiukas]

hey there,

maybe someone already answered this - and I have searched for almost a full day honestly - so sorry if I missed it.

How do I pull all of the publicly traded stocks on the NYSE, and not just the SP500, and not even the Russell 2000 - but even that would be a good start.

What's a good way to import intra-day data and preferably have it work every-time i connect to run strategies. Or even if there is a way to download data, would I have to re-download it every time?

I would like to run my strategy on all 14000+ public stocks
Thanks

[NinjaTrader_PatrickH]

Hello lmatiukas,

Thank you for your post.

You will need to connect to a data feed provider that supports the instruments you wish to download data for. Or you need to have data files for the historical data to import.
For information on Data Providers in NinjaTrader please visit the following link: http://ninjatrader.com/support/helpG...rical_data.htm
For information on importing data in NinjaTrader please visit the following link: http://ninjatrader.com/support/helpG.../importing.htm

However, most providers will have a limitation on the number of instruments you can download data for. This is usually 100 instruments.
If you went the route of importing data, you would be looking at importing 14,000+ files a day. Likely not the best solution there either.

It is possible to download or import data from your provider or external files. If you wish to run your strategy over a collection of instruments in a historical backtest you would need to create an instrument list of the instruments and then review how to run basket tests in the Strategy Analyzer.
Creating Instrument Lists: http://ninjatrader.com/support/helpG...ment_lists.htm
Basket Tests: http://ninjatrader.com/support/helpG...asket_test.htm

Running a strategy in realtime on multiple instrument would mean enabling a strategy instance for each instrument on the Strategies tab of the Control Center. For information on running strategies please visit the following link: http://ninjatrader.com/support/helpG...t_strateg2.htm

[lmatiukas]

That's not very reassuring, and a damn shame... as likely no one is able to use NinjaTrader for what it's worth.

Follow up question for while I'm still trying to work with this, even with just a very small sample. I have a powerful computer, and it actually didn't crash for the last few days - it also looks like it ONLY works during day hours, as otherwise I get 100% kicked off from TD. It executed some trades on Sim account, but I don't see any changes to the linked Sim account, nor anything in Executions, nor positions.

I see it in the output screen, and individually if I check for historical trades, or if I open up the Chart, and have the strategy enabled on it. But how can I make this show up in other fields, and most importantly on the account? It doesn't show up in executions/positions/nor Accounts.

I've got screenshot of all those attached.

[NinjaTrader_PatrickH]

Hello lmatiukas,

Thank you for your response.

The Historical Strategy Performance shows what the strategy would have done over the historical data. It is a backtest and it is what is shown on the chart when you enable the strategy. These are not the actual trades on the account as they are the trades that would of happened over the historical.

To view the Real-time Strategy Performance please right click in the chart and select Strategy Performance > Real-time Performance.
The Real-time Performance is what trades occurred on the account on real-time data, so the point forward from when you enable the strategy.

Historical Strategy Performance is not present on the Account Performance.

Please let me know if you have any questions.