Accessing Historical Data

[daven]

I am trying to export historical data to check the values against what I see in replay data. When I go to tools>export historical data. and type in a range that I know is a period I have been actively trading I get a message stating "no historical data found". Yet I can test strategies in the strategy analyzere (uses historical data correct?). I also tried reloading historical data using tools>reload historical data, and it appears to be doing something, but when I then go and try to export the data I get the same message. Where exactly is historical data stored, and what kind of file is it labeled as?
DaveN

[NinjaTrader_Kyle]

Hello daven,

Thank you for your post.

What datafeed do you connect though?
On what instrument(s) does this occur?

[daven]

Accessing Historical Data

Sorry, should have told you in the first message. I am trading the e-mini S&P500 using the data feed from Mirus Futures/Zen Fire. I also look at several other e-mini's all from the same broker. For stock data, I have a connection to TD Ameritrade through my wife's account.
Thanks
DaveN

[NinjaTrader_Kyle]

Hi daven,

Thank you for your reply.

Just to confirm, this occurs only with the ES instrument or it's the only one you have tested? If it is the only instrument you have tested, can you please see if the issue persists using another instrument such as YM or TF?

[daven]

Can't locate historical data

The problem persists with the other data I have tried, NQ, ES, FDAX, TF, ZB, and YM. All 06-09 contracts. I am able to load each of these instruments into a chart and they display bars of data. I appreciate your help with this problem and your desire to understand what is going on with my instance of NT, but could you answer the basic question I asked in my first post, "Where exactly is historical data stored, and what kind of file is it labeled as?"
Thanks
DaveN

[daven]

Accessing Historical Data

I was able to locate a Microsoft Access database in the DB subdirectory. I made a copy and moved it over to my laptop which has a copy of Access running on it. I use access in my consulting practice. I noticed that the table labeled "nt_barsdaily" was empty, and the table labeled "nt_barsintraday" only had daily bars in it. Is it possible that my installation of the data base is somehow corrupted. I also looked at an old copy of the mdb database from my previous installation of NT 6.5 that I had to remove because of numerous performance problems. That MDB was much larger and had more data in the "nt_barsintraday" table but not nearly enough to be considered intraday data. There is basically only 1 entry per day, with the associated tick, o, h, l, c, v, values in subsequent columns. Is the rest of the data buried somewhere in the database? In the table "nt_barsdaily" there were only two entries, 2007 and 2008, followed by an instrument identifier, and in the "bars" column, the notation "Long binary data". Could you give me some orientation as to why there are so few intraday bars data, in the intrabar table? In lieu of that, is there a technical discussion somewhere I could look at that explains in more detail how data is stored and how to access it externally?
Thanks
DaveN

[NinjaTrader_Kyle]

Hi DaveN,

Thank you for your replies.

1.) Historical data is stored in NinjaTrader's database file. We strongly recommend that you not edit this file manually.

2.) It is possible that there is a corruption in the database. However, I would need you to provide me with your trace file in order to confirm this. So, if you would attach that file to a message to Support [AT] NinjaTrader [DOT] com with "ATTN: Kyle" in the subject line, that would be great.

You will find your log file here: My Documents > NinjaTrader 6.5 > Trace > trace.20090529.txt

[daven]

Accessing Historical Data

I've sent the trace file to you as requested. I understand that messing with the historical database is not recommended. That is why I copied it, put the copy on a separate machine, and looked at it on that machine.
Now could you answer the other questions I asked in the earlier message?

"I noticed that the table labeled "nt_barsdaily" was empty, and the table labeled "nt_barsintraday" only had daily bars in it. Is it possible that my installation of the data base is somehow corrupted. I also looked at an old copy of the mdb database from my previous installation of NT 6.5 that I had to remove because of numerous performance problems. That MDB was much larger and had more data in the "nt_barsintraday" table but not nearly enough to be considered intraday data. There is basically only 1 entry per day, with the associated tick, o, h, l, c, v, values in subsequent columns. Is the rest of the data buried somewhere in the database? In the table "nt_barsdaily" there were only two entries, 2007 and 2008, followed by an instrument identifier, and in the "bars" column, the notation "Long binary data". Could you give me some orientation as to why there are so few intraday bars data, in the intrabar table? In lieu of that, is there a technical discussion somewhere I could look at that explains in more detail how data is stored and how to access it externally?"

[NinjaTrader_Kyle]

Hi DaveN,

Thank you for your reply.

Unfortunately, we do not provide support on that level. (the level of inner database workings)