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Tic Data

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    Tic Data

    I can create charts and backtest as long as I use minute data. But when I try to create a chart or backtest on tick data, I can only do it for 2016. Earlier time periods don't work. Is this a ninjatrader issue or perhaps a kinetick issue?

    #2
    Hello jasonbradh,

    When requesting tick data with Kinetick between the hours of 9:30am ET to 4:30pm ET you will have access to 8 days of historical tick data. If you request the data outside those hours the full 180 days is available. After you request the data, it will be downloaded to your historical database and cache, and you will be able to access this data at any time.

    Requesting tick data consumes an extremely large amount of bandwidth and heightens data server loads. When bandwidth or server load is elevated to high levels, the result is that all data, including live data can be slowed down. We decided to make 180 days of tick data available, far more than other providers, and will not compromise the data by filtering it. We simply reduce any possibilities of overloading servers and bandwidth by limiting the amount of data available during peak trading time; the times that traders need data to be as fast as possible.

    So at what time are you attempting to download this tick data?

    How many days of tick data are you trying to load?
    Chelsea B.NinjaTrader Customer Service

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      #3
      I would like to backtest through 2014 if possible. Do I understand correctly that I will be able to do so after 4:30 ET? Or can I never get more than 180 days?

      Thank you,
      Jason

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        #4
        Hello Jason,

        With Kinetick you will not get more than 180 days of tick data.

        You may want to look into purchasing the historical tick data from a 3rd party site such as tickdata.com or cqg data factory.

        Below are publicly available links to these.
        http://www.tickdata.com/
        https://www.cqgdatafactory.com/
        Chelsea B.NinjaTrader Customer Service

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          #5
          Thank you!

          Comment

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