Getting "good" historical data

[superdoug3]

I am a newbie to trading and to NT. I want to develop a few strategies and back test them with historical data. Reading the NT forums, it seems that no source of historical data is perfect. i.e. Ask price vs Bid price, gaps in Futures Volume data, insufficient data, wrong time stamps.

Would this be a valid starting place for me - get a demo account (Mirus) for 30 days, set NT to save my data, then use this NT historical data for developing a strategy?

It also appears that unless you have a paid NT (not the free version) you can not use historical data. So once my demo account with Mirus ran out, I would not be able to use my historical data I save from NT, correct ?

[NinjaTrader_Tim]

Hi,

Thank you for your post.

Please take a look at the following link for more information on datafeed providers and the type of data they offer.

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

With the Mirus demo, you will be able to access historical data. Once you no longer have an account with Mirus you will not be able to access live data, however, even with the Free Edition License, you will still have access to data collected before the Mirus demo ran out.

[superdoug3]

That is good new. A question on how to access historical data using free edition.
I downloaded sample historical data from Disktrader. The date stamp on Disktrader Tick data was 20080330. As YM 03-08 master instrument was not available in NT under sim101, I imported to YM 03-09 successfully and let NT create minute data for me as well. How do I access this historical data in Sim101 ?

[NinjaTrader_Tim]

Hi,

I am unable to say how data not native to NinjaTrader will or will not combine with native NinjaTrader data.

With historical data from NinjaTrader, past contracts can be merged in to new ones using the Merge feature.
More at - http://www.ninjatrader-support.com/H...ide.html?Merge

Once done, Historical data from old contracts will be visible when the new contract is charted.

[superdoug3]

thank-you NT Tim. But I am struggling with the basics. The Disktrader data is NT formated. Users on NT have successfully used Disktrader data. I have tried in Sim101 'new chart' and used my YM 03-09 instrument, but never see my historical data. I just see new Sim101 data. You seem to say the historical data should show up as well, if I have successfully loaded it to YM 03-09. I set the dates back to 2000 days since the data is from 2008, but still no historical data appears in YM 03-09. If I am accessing NT correctly (YM 03-09 with 2000 day back) then I guess I must somehow look at what I have in YM 03-09 if anything ?

[NinjaTrader_Tim]

Hi,

If your data is compatible with the current NinjaTrader contract, and you completed the Merge steps, this data should be visible.

Have you completed the Merge steps?

http://www.ninjatrader-support.com/H...ide.html?Merge

Please let me know if I can assist you further.

[superdoug3]

I tried to merge my YM 03-09 to YM 03-10 in sim101, always get msg 'you need to select a valid instrument' I reimported my Disktrader tick data to YM 03-09 For the merge, I set dates from 10/01/2008 to present. I can buy/sell to YM 03-09 and to YM 03-10 So I do not know what instrument is invalid. I am guessing there is something wrong with YM 03-09 but the import worked OK.

[NinjaTrader_Tim]

Hi,

Please send an email to [email protected], with ATTN: TIM in the subject, and include the historical data file for YM 03-09, so that I can test the import and merge on my end?

[superdoug3]

YM 03-09 sent to your ATTN: TIM

[NinjaTrader_Tim]

I have not seen this file come in yet, but will test as soon as it has.

[superdoug3]

Sorry - still struggling with Vista, send is complete

[elliot5]

ES Historical Data.

My broker AMP does not have futures data before ES 03/09....... can anybody help? Any minute bar files would suffice.... ideally 5 minute ones.

Good Trading.

[NinjaTrader_Tim]

Hi Doug,



Please try the following,

Disconnect from datafeed.

Rename the file to YM 03-10, then import it.

Now, when you open a chart of YM 03-10, set the date to begin on 3-30-08, and end today.

That data, plus any other historical data from your datafeed provider will now be visible.

[NinjaTrader_Tim]

Hi everington,

Thank you for your post.

In your account connections Tools>Account Connections, select your Zen-Fire connection. On the second step, please ensure you have Historical Data enabled.

[superdoug3]

Hi NT Tim
tried your suggestion with my Tick YM 03-09 data, was successful on importing but when I open the YM 03-10 chart in Sim101 still no historical data (start & end date set as per your note)

second. When I try to delete YM 03-09 I get msg 'not a valid instrument' even when I use the instrument database to select my instrument. Could this indicate my YM 03-09 is invalid data even though import worked ?

Were you successful with the YM 03-09 daily data that I sent to you in Sim101 connection ?