Historical Data Import

[nicktheninjauser]

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

[NinjaTrader_Jason]

Hello Nick,

You will need make sure the data uses the format listed at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/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/HelpGuideV6/HowDoesNinjaTraderBuildChartBars.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/vb/showthread.php?t=1929&highlight=ascii+convert