Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

TD Historical Data Issue

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    TD Historical Data Issue

    I've got a great connection to TD that I've been using for a while now. However recently I've noticed that when backtesting or charting, using any kind of minute increment, the furthest back I can go is 5/1/2007.

    It doesn't matter if I'm using 1 minute bars or 10 minute bars, the furthest back I can go is 5/1/2007. It also doesn't matter what security I use, the result is the same.

    It I use Daily bars or greater, I can go back many, many years. This 5/1/2007 restriction is only manifest on minute bars.

    Both Ninja and TD claim they aren't restricting the API.

    Does anyone else run into this issue? Any chance on a resolution?

    #2
    Hello,

    When you pull up a chart change the Days back or Bars back field. If this does not help your have already done this, the connectivity provider does not support any more minute data.

    Generally, NT will display any amount of data your data feed will provide. Daily data and minute data are different so the limits for both may be different. The same goes for tick data.
    DenNinjaTrader Customer Service

    Comment


      #3
      Yeah, I've definitely tried that and the result is the same. Also if I restrict the to and from dates ranges before 5/1/2007, I do get an error that says basically error retrieving data.

      I'm still wondering if this is something I'm doing incorrectly as:

      1. TD says they aren't restricting the data
      2. NT isn't restricting the data
      3. StrategyDesk (TD software) pulls back years of minute data
      4. Wouldn't others have complained by now? I mean, 5/1/2007 to present is very little data.

      Comment


        #4
        Hello,

        Will you please post screen shots of the StrategyDesk chart showing minute data past 5/1/07 so I can show our development department? If so, I will check into this further for you.
        DenNinjaTrader Customer Service

        Comment


          #5
          A couple of screen shots of Apple from StrategyDesk. One is a Chart showing 5 min data in Jan of 2007. Another is a backtesting chart showing multiple trades in Jan and Feb of 2007. It would be great if you guys could duplicate this using NT and the TD API.
          Attached Files

          Comment


            #6
            Hello,

            Thank you. I sent this to our development department for feedback. As soon as I get more information I will post it.
            DenNinjaTrader Customer Service

            Comment


              #7
              We clarified with TDA support: TDA 1 minute data goes back to what NT provides you: 5/1/2007.

              The tool you are using, does uses data from a 3rd party provider which is not TDA.

              Comment


                #8
                Interesting. Well, time to use another datafeed. Thanks for the timely work guys.

                Comment

                Latest Posts

                Collapse

                Topics Statistics Last Post
                Started by Rapine Heihei, 04-23-2024, 07:51 PM
                2 responses
                30 views
                0 likes
                Last Post Max238
                by Max238
                 
                Started by Shansen, 08-30-2019, 10:18 PM
                24 responses
                943 views
                0 likes
                Last Post spwizard  
                Started by Max238, Today, 01:28 AM
                0 responses
                9 views
                0 likes
                Last Post Max238
                by Max238
                 
                Started by rocketman7, Today, 01:00 AM
                0 responses
                4 views
                0 likes
                Last Post rocketman7  
                Started by wzgy0920, 04-20-2024, 06:09 PM
                2 responses
                28 views
                0 likes
                Last Post wzgy0920  
                Working...
                X