historical data for ES, strategy for SP500

[satbirm]

Hi,
I am using a Zenfire data feed for ES and Ameritrade feed for ^SP500.

1. For a 420min chart of ES, I am only getting data since July, 2009. How can i get more, 6 months, 1 year, more ? Can the software handle the fact that the current contract changes after every 3 months, like now it's esz9, earlier it was esu9, etc..

2. When i try to create a new chart with '1 day' for ESZ9, it comes up empty ? It seems i am limited to using minutes for the interval and can't use day's.. any ideas how i can accomplish that ?

3. I have plotted a daily chart of ^SP500 and am running a strategy for it, but when doing a performance check for it, the tables are empty ? the same strategy run on a ES chart works fine.

Thanks,
Satbir

[NinjaTrader_Kyle]

Hello Satbir,

Thank you for your post.

1.) In order to see data from previous contracts in the current contract's charts, you would need to merge the data using the procedure outlined at the following link: http://www.ninjatrader-support.com/H...ide.html?Merge

2.) Zen-Fire does not provide data in daily intervals. As such, you will need to use a 1440 minute chart to simulate a daily chart. (1440 minutes = 24 hours)

3.) Are you using another provider to access SP500 data? This is an index instrument. Zen-Fire provides data for futures instruments only.

[satbirm]

Thank you for the info, yes i am using ameritrade for the SP500.

Also, is there a good place where i can look up the start-end dates (which i can use in the merge window you pointed to) for the ES contracts for the past few quarters ?

Until how far should i be able to go, 1, 2, 5 yrs ?

Thanks,
Satbir

Hello Satbir,

Thank you for your post.

1.) In order to see data from previous contracts in the current contract's charts, you would need to merge the data using the procedure outlined at the following link: http://www.ninjatrader-support.com/H...ide.html?Merge

2.) Zen-Fire does not provide data in daily intervals. As such, you will need to use a 1440 minute chart to simulate a daily chart. (1440 minutes = 24 hours)

3.) Are you using another provider to access SP500 data? This is an index instrument. Zen-Fire provides data for futures instruments only.

[NinjaTrader_Kyle]

Hello Satbir,

Thank you for your reply.

Are you using the strategy analyzer for your backtesting?

[satbirm]

I am clicking on the yellow S button on the chart and choosing a strategy that works on the ES chart. To view the results, i go in the control center,strategy tab and right click on the strategy line and choose strategy performace - historical and real time.

I edited my previous post to include another question, would appreciate your response on that as well.

thanks,
Satbir

Hello Satbir,

Thank you for your reply.

Are you using the strategy analyzer for your backtesting?

[NinjaTrader_Kyle]

Hi Satbir,

Thank you for your reply.

1.) Per the backtesting:
Unfortunately, strategies will not place trades on index instruments.

2.) Unfortunately, I do not have a link with the specific expiry dates.

3.) You will be able to merge as many contracts as your data provider offers historical data for.

[satbirm]

Thanks for the info. I am using the merge procedure but the window seems to be hanging (about 5 mins now)

after i start the merge process. It outputs msgs like, loading tick data, etc and then just sits there displaying 'loading data' on the top left blue pane and ES 09-09 in the middle. I am connected to zenfire and all the workspaces are closed. do they need to be open ?
thanks,
Satbir

Hi Satbir,

Thank you for your reply.

1.) Per the backtesting:
Unfortunately, strategies will not place trades on index instruments.

2.) Unfortunately, I do not have a link with the specific expiry dates.

3.) You will be able to merge as many contracts as your data provider offers historical data for.

[satbirm]

So, i have also noticed that if i try to create a chart of ES 06-09 (june) from 4/2/09 to 6/10/09, it comes up empty ?

tried the same for ES Sep (09-09) and it shows ES 12-09 in the instrument (top left), am really confused ??

Thanks for the info. I am using the merge procedure but the window seems to be hanging (about 5 mins now)

after i start the merge process. It outputs msgs like, loading tick data, etc and then just sits there displaying 'loading data' on the top left blue pane and ES 09-09 in the middle. I am connected to zenfire and all the workspaces are closed. do they need to be open ?
thanks,
Satbir

[NinjaTrader_Kyle]

Hi satbirm,

Thank you for your reply.

After bringing up a chart of a previous contract, please right click and select Reload Historical Data to populate the chart.