Historical data from eSignal for back testing

[poseidon_sthlm]

Hi!
I'm looking for historical intraday 1 minute data of some indicies that I want to use to backtest my strategies in NT. I'v been in touch with eSignal that have the data I need with 10 years of history. But they don't offer the "extended intraday" add on in their "Data manager" any more. You can only get the extenden "intra day" history in "eSignal Premier". Does this mean that I don't can use the historical data in NT:s strategy analyzer?

Quote from mail from eSignal support:
"- Using data manager, you CAN NOT add extended intra day history.
- You can add extended intra day history to eSignal Premier. This WILL allow you to view the extended history both in eSignal charts and 3rd party charts (however, remember with 3rd party charts you are bound by what they are able to display e.t.c)"

/Regards

[NinjaTrader_Jason]

Hello poseidon_sthlm,

Unfortunately that is correct. NinjaTrader connects to eSignal through the eSignal Data Manager, so this does not seem to be supported.

[poseidon_sthlm]

Where can I get historical data for the NYSE internals (TICK, TRIN, ADD and VIX) ?

Thanks for your prompt reply.

Do you know where can I get historical data for the NYSE internals (TICK, TRIN, ADD and VIX)?

I think I'v by now checked with all the official data suppliers that you have on your web, and there seams to be some issue with every one. Either they don't support indicies or only offer very short history (IQfeed, IB, TrackData) or there is some connection problems with NT6.5 / TICK is calculated oddly (BarChart) or other restrictions apply (eSignal) or you have to fund an extra account (Trade Station).

/Regards

[NinjaTrader_Jason]

Hello poseidon_sthlm,

Unfortunately I do not see any other option. TD AMERITRADE supports index data as well, but would require a live account with them as well.

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

[waverider]

Question about Data Providers

Hi Ninja Support,

As noted by others and experienced by myself, Barchart data is actually not always reliable on Ninja 6.5. Advance Declines and TICK data is not accurate at all, and they say this will be fixed for Ninja 7. Short of waiting (how much longer?) for v7, can anyone please confirm that this data can be provided accurately by another provider?

I'm thinking next best option (value for money) is IQ Feed. Does their mkt breadth data work in 6.5?

Second, can you please confirm whether the IQ Feed continuous ES contract will work in Ninja? Or doesn't Ninja have the ability to handle a continuous contract at all?

Thanks Team,

Anyone else care to comment about reliable source of mkt internals / EOD data (not included in my zen fire feed) / continuous contract options?

many thanks !!!

[poseidon_sthlm]

eSignal supports extenden historical data for NT

I'v got new information from eSignal on this subject. In a mail from eSignal customer support they now say that I can feed the historical data into NT via the data manager if I subscribe to eSignal Premier + the extended historical data add on. But you better check this yourself one more time before you subscribe, since I have got some contradictive information.

Another option that I found for historical data for NT is http://www.tickdata.com But you have to be able to convert their output format to the NT format. That should be possible using a powerful text editor like http://www.notetab.com that can edit large files on disc, (without opening them) and that supports a replace function with regular expressions. I have successfully converted and imported a data sample into NT, but I haven't tried it yet with a really large file with several years of tickdata..