Real time historical data

[levikNT]

Hi,

I need to download real time historical data in 1 min resolution for a lot of instruments.
I am connecting to "Interactive Broker" and they have a restriction for historical data request,
for example it is allowed only 60 historical data request within a 10 Min period.
Is there an indicator or reference for help in order to load instrument historical data that considering this restriction.

Sincerely,Kobi

[NinjaTrader_Bertrand]

Hi Kobi, there would be nothing specifically I'm aware of here - these restrictions are part of the API used to establish the connection and thus you would need to be making sure you use as less tickers as possible (goes as well for TWS) and downloading your data desired in chunks. Further enhancing this area in on our feedback list for our next major NT update.

[levikNT]

Hi,
Thank you for reply,

I have more question regarding this item using the Historical Data Manager
If I already downloaded instrument historical data and later I am tried to download the same instrument data again
does NT check if the data exist or try to download it again?
If I have a gap in my historical data does NT request only the missing data?
What is the logic of downloading instrument historical ?

Sincerely,Kobi

[NinjaTrader_Bertrand]

Hi Kobi, yes the loading rules are detailed here in our helpguide - http://www.ninjatrader.com/support/h...rical_data.htm (see 2nd entry please)

Generally for the current day > it would always be reloaded completely as NT potentially could miss data.

[levikNT]

Hi Kobi, yes the loading rules are detailed here in our helpguide - http://www.ninjatrader.com/support/h...rical_data.htm (see 2nd entry please)

Generally for the current day > it would always be reloaded completely as NT potentially could miss data.

Hi Bretrand,

I read the loading rules :

1. The End date parameter of the Data Series window contains the current day
2. The End date parameter of the Data Series window contains the last day of data available in your data repository
3. The data repository contains no data within 3 days of the first day loaded in the chart

1. This refers to chart loading but I downloaded from the Historical Data management and these rules are not work

2. regarding the Market Analyzer would not help me if I attended to load more then 256 bars.
does these rules are relevant for the Market Analyzer too?

Sincerely,Kobi

[NinjaTrader_Bertrand]

Kobi, from the Historical Data Manager you can directly chose what to reload explicitly or you choose the Reload All option which would run across all active instruments.

http://www.ninjatrader.com/support/helpGuides/nt7/download.htm

It would be important to note that if you already have historical data for an instrument, please be sure to only select a date range in which your data provider offers historical data. If you choose a range older than what your data provider offers you may lose any data you had stored on those dates in that range outside of what your data provider offers.

[levikNT]

Hi Berttrand,

The Data provider (IB) support 1 year of historical data and I ask for 100 days of data.

as I mention before, the problems are:
1. let say that I have a list of instrumenet which contains 500 instrument and I start download untill I get
the limition error, so after 10 min I try to download again, but I expect that the Data manager will not start from the first instrument, I expect that it will contiue download from the last point before error.
that I already downloaded data for spicifc time .

2. you would like to be able to download the all list and use this list for other uses

3. if you keep the long list of instruments and in addition create smaller lists of instruments this will cause a duplication of instruments and will increase the data base which slow the openning of instrument manager to open.

4. when download an instrument list and there as en error that symbole not exsist ,I do not know which symbols are invalid ,

5. If I want to delete 500 instruments from the database how I delte all of this list all in once and one by one

Sincerely, Kobi

[NinjaTrader_PatrickH]

Hello levikNT,

Thank you for your response.

1. You would need to download the instruments in smaller "chunks". Unfortunately, there would be no other method around this.

2. You can use your Instrument List in several windows in NinjaTrader. For information on Instrument Lists in NinjaTrader please visit the following link: http://www.ninjatrader.com/support/h...ment_lists.htm

3. Using smaller Instrument Lists that are divided from the larger (500) Instrument List may be a viable option. If you are worried of duplication, then ensure you remove the original/larger Instrument List.

4. These errors should provide information on what instrument is being called. Can you provide the error message from the Log tab of the NinjaTrader Control Center?

5. This is unfortunately not possible. It would need to be done one by one. The database holds all instruments pre-loaded and created. If you are referencing only the deleting the Instrument List and not the instruments within the list then go to Tools > Instrument Manager > select the Instrument List and then Delete.

For information on the Instrument Manager please visit the following link: http://www.ninjatrader.com/support/h...nt_manager.htm

Please let me know if I may be of further assistance.