Historical Range Bar data provider

[sju10544]

Hi support,

I'm searching for a vendor who can provide Range Bar data for Future and Forex markets for at least 1 year, so I can backtest my strategies with RB's.

Would appreciate any tips or links where I can get this data.

Thanks.

Jens

[NinjaTrader_Jason]

Hello Jens,

Range bar data is built by tick data. So in order to load historical range data you will need to connect to a supported data feed that supports historical tick data.

You can find a matrix that list all supported data feeds at the link below.

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

The Yahoo and Gain demo connection are free to create. Connection guides can be found at the following link.

http://www.ninjatrader.com/webnew/support_connectionguides.htm

I have included information below on how to obtain discounted rates and free trials from the following datafeed providers.

Barchart.com (subscriptions starting at $45/monthly):

https://www.barchart.com/register/realtime/?ID=NJA

IQFeed offers a 7-day free trial for NinjaTrader users.

https://www.iqfeed.net/ninjatrader/index.cfm?displayaction=start&promo=1717496

eSignal promotional rate for NinjaTrader clients:

http://www.ninjatrader.com/webnew/eSignalSpecialNinja08.pdf

[sju10544]

Hi Jason,

thank you for the reply. I'm using already eSignal as my data feed provider and IB as my broker. Unfortunately eSignal gives me only approx. 2 weeks of range bar data.
So therefore I need another vendor to have at a minimum 1 year RB data for backtesting
Obviously this a great challenge, because I haven't found a company who offers RB data for such a long period except disktrading.com (but they have only tick bars).

[NinjaTrader_Kyle]

Hi sju10544,

I would suggest checking how far back historical tick data is offered with BarChart and DTN.IQ.

On my end, I was able to load more than two weeks worth of tick data.

[sju10544]

Hi Kyle,

thank you for testing this. In the meantime I contacted Barchart and got the following answer.

" Ninja 6.5 is point to an old API. You will be able to get three months of ticks without the Extended Tick fee. But, there is no way get any more than that on 6.5."

Because I'm using NT with indicators and automated systems which work only under NT 6.5 (the vendor of them would like to wait until there is an official version of NT 7.0), this solves not my problem.

So in my opinion there are only one possibility:

Wait until NT 7.0 comes out (when does this happen???)

Or maybe you have another idea?!

Thanks.

Jens

[NinjaTrader_Kyle]

Hi sju10544,

In this case, you would need to either wait for NinjaTrader 7 to release in full or upgrade your BarChart account to include the extended tick data.

Unfortunately, there is no official release date for NinjaTrader 7 currently.