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Simple question
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Simple question
This is probably very obvious.. however, how can I tell what historical data a instrument currently has? Such as I have ES data, but how can I tell what resolution and how much data NT actually has loaded for that instrument? Anyway to tell?Tags: None
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Hello,
Thank you for your post.
This depends on how much and what type of historical data your data feed provider supplies.
You can open up a chart and right click to open the Format Data Series box. Try putting in a number of days back for the chart to get data to test how far back your data will reach.
More information on data feed providers and historical data: http://www.ninjatrader-support.com/H...ricalData.htmlRay S.NinjaTrader Customer Service
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So, all I can do is look at a chart to see if it shows anything....? For my strategies i'm testing I need to be sure the data is at low enough resolution, goes back far enough etc... Seems there should be some feature in NT that can show for each resolution it has data far the start and end date.. granted there could be parts of the data that is discontinuous.. but this would at least provide more info than that..
I have a few more questions concerning data... does everyday I run this thing and its conected to a dataprovider, is all the data its pulling in being stored.. such as I run a strategy that is using ES data... and i'm running it live... will those days I run it live the data be stored for future backtests?
If it is in fact stored, what resolution is it stored? Ticks?... the reason I ask is if i'm running live on Interactive Brokers, there tick data is snapshot and not all ticks.... so if its storing the data in say tick resolution.. and now i go to back test a strategy that uses 5 minute bars... well when it converts those ticks into 5 minute bars, the volume will be incorrect...
Also, lets say I develop a strategy that utilizes multipe time resolutions.. 1 minute, 5 min, and say daily that are all used in the decision making process.. but I have no data for this security and am using say Interactive brokers, when I set the strategy trading, will it automatically pull the data from interative brokers? Or only the one listed for historical such as opentick will it backfill the data before attempting to trade the strategy?
Granted a lot of these issues may not apply to NT, but I need to be sure.. seems like a great product but I need to make sure the data issues are handled correctly.
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Hello,
1.) You can also contact your data provider as NinjaTrader will pull whatever they provide. As far as what type,(tick, minute, daily, etc,) that is included in the link I provided.
2.) If you have "Store real-time bar data" checked under Tools --> Options --> Data, then NinjaTrader will store live tick data when you are connected. This is also explained in the link I previously posted for further detail.
3.) See answer for 2 above.
4.) The data will be pulled from the data feed provider you set as your historical provider when you set up your connection. There is an option to use another provider for historical data, if you have chosen opentick for historical data, that is the provider NinjaTrader will go to for this data.Ray S.NinjaTrader Customer Service
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