Barchart.com historical data

[mtthwbrnd]

Does anybody know how far back the barchart.com historical FOREX data goes? I am a bit dissapointed to find that my monthly $45 service charge and $15 FOREX feed charge only gives me data from 10/07/2009 for 1 minute data.

Is this normal? I thought that I would be able to back test on about 10 years of data.

Thanks,
Matthew.

[NinjaTrader_Jason]

Hello Matthew,

I suggest to contact BarChart and check how much historical data your subscription includes as per forex data.

[mtthwbrnd]

I just got this email back from barchart.com:

Mr. Brand,

I show data in my data base for this pair going back to January 2009. You need to contact Ninja. You might have to change a setting. Or, this could be a limitation of Ninja 6.5. They are in the process of beta testing Ninja 7.0.


Richard


At 11:54 AM 12/9/2009, you wrote:

Hello,

Could you tell me how far back the historical data I have subscribed
to goes for 1 minute FOREX data? I have a bit of a problem at the
moment whereby the strategy back tests in Ninja Trader only go back to
10/07/2009. E.g. GBPUSD only goes back to 10/07/2009 for me in
ninjatrader.

thanks,
Matthew.

My problem is the following:

open ninjatrader
file->connect->barchart.com
program reports "connected - Barchart.com" in bottom left
file->new->chart

instrument type = currency
Name = GBPUSD
interval setting = 1 Minute bars
start date = 01/01/2009
end date = 09/11/2009

"please wait" messge box displays and slowing changes from start of 2009 to end date.

But the data in the chart starts 10/07/2009 06:02:00

How can I do a back test on, or display the the data, from the start of 2009?

thanks,
Matthew.

[NinjaTrader_Jason]

Hello Matthew,

Unfortunately, you can only have historical data up to 10/7 with BarChart in NinjaTrader 6.5.

I am able to reproduce it on my end. However, historical data up to January is supported in NinjaTrader 7 with BarChart.

[mtthwbrnd]

Thanks, will install NT 7.

[mtthwbrnd]

Where can I download NT7 from?

Thanks,
Matthew.

[NinjaTrader_Jason]

Hello Matthew,

Unfortunately, NinjaTrader 7 is still in beta version. Please see the link below for more information.

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

[mtthwbrnd]

I look forward to NT7 public beta release, sounds like an awful lot of thought and work has gone into making it.

In the meantime does anybody know a better data provider than barchart.com which does not require me to fund a broker account with them?

One which gives more than a few months historical tick data (1 minute bars is fine)? I don't mind paying for data, but I think that $60 per month ought to get me more than a couple of months of data to back test on.

I have already got roughly 10 years of data from http://disktrading.is99.com/disktrading/ in ascii files but was hoping to test on a data from a different supplier for comparison purposes.

Does anybody know why barchart.com only let you back test on a few months of data?

Basically, I am asking people what data sources they are using and how much it costs.

Thanks in advance,
Matthew.

[mtthwbrnd]

Trade station claim to provide 6 years of intraday FOREX data:

http://www.tradestation.com/brokerage/market_data.shtm

[but I think you have to open a broker account with them?]

Is it easy to hook NT up to tradestation? I don't see it on the list of tools-> account connections -> external data feed -> add...

is anyone here using trade station data?

Thanks,
Matthew.

[mtthwbrnd]

I just got the free dempo account from Zen Fire and hooked it up. Again the charts and back test only goes back to July.

Is the limiting factor here that NJ6 only allows a few months of data at a time? In which case, is there a way that I can shift the window to test on different years? Or, is it the data provider who restricts the data?

Thanks,
Matthew.

[NinjaTrader_Jason]

Hello Matthew,

NinjaTrader itself does not have a limitation on how much historical data it can display.

Zen-Fire only supports futures data as per the link below.

http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html

You can create a free Gain demo connection to receive real-time and historical forex data. Please see the link below under 'Connect to the Free Real-Time Simulation Account'.

http://www.ninjatrader.com/webnew/support_GAIN.htm

I tested an EURUSD chart and I was able to receive historical data back to summer 2006.

[mtthwbrnd]

The matrix:
http://www.ninjatrader-support.com/H...ricalData.html

indicates that GAIN/Forex.com only provide historical minute data 24 hours back. I guess it is useful for warming up some indicators, but 24 hours is not much to back test on. Is the matrix incorrect?

Is it correct that the GAIN/Forex.com account requires one to maintain a balance of $1000 or to make a minimum number of trades in order to qualify for the free historical data feed? [although calling 24 hours of data "historical" might be a bit of a stretch :-)].

It would be great if NT could negotiate to organise for data feeds [obviously for a commission] from the major providers for those of us who are willing to pay for historical data. I know that NT is not a data provider, but they could become a facilitator/intermediatary who takes payment and then does all the stuff in the background to make the data appear in NT.

It would be nice if I could just tick a couple of boxes to indicate what data I want access to from the 3rd parties and then just type in my credit card details and have instant access to the data with NT charging a commission or sharing a slice of the fee.

So far I have spent a lot of time reading about the different data providers' various nuances ... it is very time consuming. I signed up for the barchart.com feed, but am dissapointed that I can only back test on a few months of recent data. I will cancel that subscription, but do not know what other source to use. I am reluctant to fund a gain account if they only give me 24 hours of data. Tradestation might be a good alternative at $100 pm, but I expect it will take me a week to figure it all out [and each new user of the data feed and NT will jump through the same hoops].


Thanks,
Matthew.

[NinjaTrader_Jason]

Hello Matthew,

That is correct, however please see the instructions to set historical data to NinjaTrader servers. It will provide far more historical data than 24 hours.

"Is it correct that the GAIN/Forex.com account requires one to maintain a balance of $1000"

-->Unfortunately I do not know. I suggest to address this inquiry to Gain Capital.

In addition, I will forward your suggestion to our development team and ask them if they can add this to the list of future considerations for the software.

Thank you for your feedback.

[mtthwbrnd]

Thanks for the help.

GAIN data is availibe from the ninja trader server using the "test" account without having a GAIN subscription, and it goes back further than the barchart.com data that I am paying $60 pm for! It kind of begs the question as to why I would pay for barchart.com historical data?

Cheers,
Matthew.

[mtthwbrnd]

Just for reference of anyone reading this thread, the free GAIN data on the test account is based on the bid price only. Good for testing your programming but perhaps not so good for testing strategies.