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How does NT deal with Imported Historical Data, vs loading live from a data provider

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    How does NT deal with Imported Historical Data, vs loading live from a data provider

    Hi,

    I bought a bunch of data from TickWrite and imported it into NT7. The data was in tick granularity, and covers Jan 2016 - Dec 2019. No issues here.

    When I connect to my data provider (Rithmic), and open a 6 month chart (Volume data series), I can see that it's re-downloading data that covers part of 2019 as well.

    How does the data from the 2 providers "mesh"?

    Would Rithmic delete TickWrite's data, and replace with its own, or both sets are loaded into the database, in which case we'll get twice the volume, and completely mess up any Volume readings?

    Any insights into this is much appreciated.

    Thanks.





    #2
    Hello nicbizz,

    Thank you for your post.

    In this case the imported data would be overwritten by the incoming data from your Data Provider.

    If you "Reload All Historical Data" NinjaTrader will try to download all the Historical Data being requested on your charts from the Data Provider that you are connected to and overwrite it.

    You can prevent this by setting your charts to not request data prior to the timeframe desired (right click the chart> Data Series> Days to Load) before connecting to this connection.

    Please let me know if I may be of any further assistance.
    Marco G.NinjaTrader Customer Service

    Comment


      #3
      Marco,

      Following on the above example, my TickData covers 2016 - 2019. Rithmic however only retrieves data for 1 year (so approximately Apr 2019 - 2020).

      If I were to "Reload All Historical Data", will it remove all historical data, or will it only overwrite data from Apr 2019 - 2020, and leave the previous years untouched?

      Thanks.

      Comment


        #4
        Hello, Nicbizz

        Thank you for your post.

        The Reload historical data will only overwrite data that is available from the server and will not overwrite data that is not currently available.

        I have the help guide linked below with more information.

        -->https://ninjatrader.com/support/help...rical_data.htm

        I look forward to assisting you in the future.
        Paul G.NinjaTrader Customer Service

        Comment


          #5
          Thanks Paul,

          Is it the same behaviour if I were to use "Import Historical Data" - it replaces existing data, instead of appending it ? I'm always a little concern that I might import the same data set twice, and have twice the amount of historical trades.

          Comment


            #6
            Hello Nicbizz,

            Thank you for your post.

            The Historical data will not create too data sets; the data will overwrite previous data that have the same timestamps as the new data, Importing historical data will not remove any data that does not overwrite the identical timestamps that do not exist in the new data.

            In short, if you import the last month of data, NinjaTrader will only overwrite the data for the last month, and you will not have multiple versions of that data. However, data older then a month will still be available and will not be changed.

            Historical trades will not be overwritten with importing data or connecting to a new data provider.

            If you need more support, please let us know.
            Paul G.NinjaTrader Customer Service

            Comment

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