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I'm getting incomplete historical data

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    I'm getting incomplete historical data

    I have been having a lot of problems getting correct historical data for back testing. So I purged "all" my historical and I have been reloading one contract at a time (my goal is to get all the data from the ES03-07 to ES06-10 )

    Hover after loading just the ES03-7 I'm looking at the days from open to close and the there are random days that stop short.

    I use zenfire so I'm just wondering if their historical data is just unreliable? If so is there a recommended vendor to buy minute data from for the ES spanning the past 3 years or more? Merging data one contract at a time is very time consuming.

    #2
    Hello Shazzmoe,

    NinjaTrader includes some level of historical data for the Zen-Fire and TT broker adapters as a free service to our clients (no historical data is provided for our other supported broker adapters). We do not market or promote this as a data service that someone should rely on as a trading critical data service. There are companies such as eSignal, IQFeed, etc... that provide that level of data service and we support them for that reason. You should look at these data providers as they also offer continuous contracts. This will allow you to view the greatest amount of history without having to merge individual contracts.
    Ryan M.NinjaTrader Customer Service

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