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Historical Data Import

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    Historical Data Import

    Hi Folks , I need to do some backtesting on emini futures on both the Eurostoxx50 and S&P 500 , I am finding it very difficult to find a third party to purchase reliable tick data to import in the ninjatrader .txt format as most use ascii . My questions are

    What do i need to be cautious of when purchasing the tick data ?

    Is all data created equal ?

    What is the difference between filtered and unfiltered ?

    How much should i roughly be paying for reliable historical intraday tick data ?

    Can ascii file formats be converted to ninja compatible format ? if so how ?

    Has anyone previously purchased Eurostoxx50 tick data for the purpose of backtesting if so where ?


    With respect to ninja building its own historical data base from the live data feed are there any factors that can affect the accuracy of the tick data ?

    Thank you all for your help this is proving to be very time consuming for me and your assistance is greatly appreciated.

    Regards

    Nick

    #2
    Hello Nick,

    You will need make sure the data uses the format listed at the link below.
    http://www.ninjatrader-support.com/H...V6/Import.html

    Different feeds/applications can have difference in data. Thus different historical data providers could have differences as well.
    http://www.ninjatrader-support.com/H...ChartBars.html

    Filtered data does not contain all data, since it is filtered.

    Unfortunately, I have no idea regarding such prices.

    Unfortunately such a converter function is not supported in the software. Please see the forum thread below for more information.
    http://www.ninjatrader-support2.com/...=ascii+convert
    JasonNinjaTrader Customer Service

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