Historical data questions

[tradervick]

I'm writing a strategy that will trade the Forex EURUSD market on the 120 minute time increment.

I have a few questions around the formation of historical data.

First, I deleted all the EURUSD historical data. I then imported this data from TradeStation using your instructions from the help guide. I then compared TS & NT EURUSD 120 minutes bars and the OHLC values matched up. So far so good.

Then I started a connection with Gain Capital. In comparing those 120 minutes bars, there were frequently 2 or 3 pip differences with a bar value (OHLC). I spoke to a rep at Gain Capital and he stated that there was only one data feed coming out of Gain. Can you explain where these differences are coming from?

Also, let's say I have the EURUSD chart open. I'm connected to Gain (first) and also to MBTrading (second). If I lose my connection with Gain I will continue to receive real-time data but now from MBTrading. The data collected both from Gain and MBTrading will show up as historical data next time I open the chart. Correct? Is there a way to identify the source of the historical data I'm looking at?

Also, with TradeStation I can only import the historical minute data. When I try to display EURUSD on a daily bar, it comes up blank. I want to verify that daily bars require a seperate import and ask why daily bars cannot be constructed from the minute data.

Lastly, I want to verify that if I have an external data feed from TS running, I can't open any other connection like Gain or MBTrading. Why is there that limitation?

Thanks in advance for any clarification.

[NinjaTrader_JoshP]

Not sure what you mean. You can't compare GAIN feed to TradeStation data.

If you lose GAIN connection it will get populated by MBT. There is no way to know which source the data came from.

Please see: http://www.ninjatrader-support.com/H...HistoricalData
TradeStation data does not have historical daily data supported. If you want a daily chart some people just use 1440 minute charts.

For internal reasons of how External Data Feed works, you cannot have other connections if External Data Feed was connected first. Remember, NinjaTrader will always take data from whichever connection was established first. It will only go to another feed if the instrument type is not supported by your first feed. For instance, Zen-Fire does not have equities. If you connected Zen-Fire first you can still go off to eSignal for equities. External Data Feed supports all instrument types. If you connect to it first it will never delegate out to another data feed.

[tradervick]

I'm confused. Gain Capital is who TradeStation uses for their Forex brokerage. Since Gain says they only have one data feed why shouldn't I expect the same results when I compare Gain on NT and Tradestation?

[NinjaTrader_Bertrand]

Hi tradervick, which historical data server did you setup for the Gain connection? Please delete your historical data and use only the Gain connection for getting any data for this symbol and compare the values again. Thanks!

[tradervick]

Thanks Bertrand! I did disable the historical data part of the Gain connection (it was set to use NinjaTrader servers). I deleted the historical data and reconnected to Gain. I will post again to let you know if the data now matches up between NT and TS.

One additional question. Is there only one historical import allowed per instrument? Originally, I imported minute data from TS. Could I have also imported daily data from another source and retained both?

[NinjaTrader_JoshP]

You can import from anywhere you want. What happens if you try to import over already existing data is it will replace it where appropriate.