Download E-mini historical data when instrument manager doesn't have certain expiry?

[pstrusi]

I'm trying to download E-mini historical data from 2015 2016 2017 , but the instrument manager just allows me to set 2020-2021 expiry. I've tried the " ##-## " but it doesn't work either. Any idea?

Thanks

[NinjaTrader_Emily]

Hello pstrusi,


Thank you for your post.



So I may accurately assist you, please answer all of the following questions:

• What version of NinjaTrader 7 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 7.0.1000.?)
• Who are you connected to? This is displayed in green on the lower-left corner of the Control Center window.
• Who is your broker?
• What instrument symbol (and expiry if applicable) have you selected? For example, ES 03-21, AAPL, EURUSD, etc.
• What type of data are you trying to download? (i.e. Tick, Minute, Day & Ask, Bid, Last)
• Do you receive an error on the screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?

I look forward to your reply.

[pstrusi]

Hello pstrusi,


Thank you for your post.



So I may accurately assist you, please answer all of the following questions:

• What version of NinjaTrader 7 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 7.0.1000.?)
• Who are you connected to? This is displayed in green on the lower-left corner of the Control Center window.
• Who is your broker?
• What instrument symbol (and expiry if applicable) have you selected? For example, ES 03-21, AAPL, EURUSD, etc.
• What type of data are you trying to download? (i.e. Tick, Minute, Day & Ask, Bid, Last)
• Do you receive an error on the screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?

I look forward to your reply.

- NT 7.0.1000.40

- Interactive brokers ( Data and Broker )

- ES ( E-mini ) since I'm trying to download old data from 2015, 2016...etc I've tried to set them through Instrument Manager, but Expiry is not older than 2020

- Historical Daily data ( Open High Low Close )

- Yes, this: " Error on reloading data: IBpiers: Error in requesting historical data from IB: No security definition has been found for the request(200) (Panic) "


The problem is apparently that I cannot set the right old expiry to request its data, instead, I have the actual front Expiry ( March 2021 ) and when I try to download that old data, the error comes up

Thanks

[NinjaTrader_Emily]

Hello pstrusi,


Thanks for your reply.


I see that you're running an older version of NinjaTrader 7. The newer version contains many critical updates to the database. Please update NinjaTrader 7 and reset your instruments:


First, to update NinjaTrader, please follow the steps below:

• First get your license key from NinjaTrader under Help> License Key then exit NinjaTrader
• Click on the link: https://ninjatrader.com/PlatformDirect
• Enter your license key and press Submit
• Under 'Prior Releases' select the version next to 'NinjaTrader 7' to begin your download.
• Critical: Before running the installer, ensure NinjaTrader is closed.

Lastly, to reset your instruments, please follow the steps below:

• Disconnect from your data feed: NinjaTrader Control Center> File> Disconnect> Select your data feed
• Reset your Instruments: NinjaTrader Control Center> Tools> Options> Data tab> Reset Instruments>OK
• Restart NinjaTrader> Connect (NinjaTrader Control Center> File> Connect> Select your connection

After the update and instrument reset, please try to download historical daily data again. You may need to go into the instrument manager and add the older expiries to match with the dates you are trying to download, and those previous dates should be available after the update.


If you have any additional questions, please feel free to ask them here.

[pstrusi]

Thanks Emily . I've had this version cause it was the last compatible version with Interactive Brokers TWS Build 973.2h for automated trading. I'm not sure about the compatibility between IB and NT if I do an upgrade to the last version of NT7. Any info regards to this matter will be highly appreciated before this change.

Thanks

[NinjaTrader_Emily]

Hello pstrusi,


Thank you for your reply.


Upon further research and testing on my end, I have identified a possible workaround for the older expiration dates. There is a similar forum post here where the desired dates were not available:

https://ninjatrader.com/support/forum/forum/ninjatrader-7/platform-technical-support/94234-need-help-adding-old-expired-contract

What you will need to do is right-click on your PC clock and go into the time and date settings. Next, you have to change your PC date/time to match the year you are trying to load for the ES, as the NinjaTrader 7 expiration dates in the database are based on the PC clock. This should then allow you to choose the desired expiration month/year to add it to your instrument list in the instrument manager.


In regard to the NinjaTrader 7 update, I do not have information about the specific compatibility of automated trading for TWS version 973.2h. The latest supported version of TWS in the connection guide is 978.2c. Additionally, due to a historical data service upgrade on the NinjaTrader 7 users, within the coming months support will be discontinued for the legacy historical data service. It is important to keep your platform up to date in order to receive the latest updates before those servers are taken offline.


Please let us know if we may be of further assistance.

[pstrusi]

I really want to thank you, Emily, you've addressed the problem in a very intelligent and diligent manner. I've taken into account your suggestions, so I've updated NT7 and the IB-TWS platform as you've suggested. After successful installation, I tried the different tricks to download the old expiry futures data, and this what has happened: I change my pc date to 2017, so the old expiry futures appeared in the instrument manager. I added them, then I tried to download and after some error message "error........(panic) ", suddenly NT closed, and when I tried to reopen, it said that it cannot open cause my license couldn't be verified. So I change my pc date back, so I could reopen once again the platform.

So, I have to figure it out through a manual process: download from IB to csv file, then converting to text, then importing to NT, something like that.

Thanks