Is Tick data removed when Historical Minute Data is imported?

[sajosh]

Is Tick data removed when Historical Minute Data is imported?

I don't see a Tick data folder in the Symbol's Last Folder where Minute and Day are.

[NinjaTrader_Matthew]

Hello sajosh,

Thank you for your post.

Importing this data should not overwrite another data type.

Did you manually import the tick data as well, or do you get this from a data provider? If so, who do you connect to for data?

I look forward to assisting you further.

[sajosh]

Hi Matthew,
TDA is the provider. They don't seem to provide historical Tick data but do stream Tick data. Where is that stream being kept? What happens when I download historical Minute data ... do a chart and strategy use that new minute data or do they continue to use the streamed Tick data?

[NinjaTrader_Matthew]

Hello,

Thank you for the clarification - Yes you are correct that TDA will not provide historical tick data.

To ensure your real-time tick data is being saved as historical, please go to Tools--> Options--> Data tab and ensure "Save Chart Data as Historical" has been checked.

If you download historical minute data, it will be saved in the database as a minute period type. This should be unrelated to your tick period data.

[sajosh]

Did that and also enabled market replay.

So which data does NT use for charts, strategies and executions ... the streamed Tick or downloaded minute?

[NinjaTrader_Matthew]

Hello,

This will depend on the interval you are requesting.

If you are using a minute chart, it will use minute data. If you're using a tick chart, it will use the tick data.

[sajosh]

Will it use hybrid in this scenario ... (minute chart) I download historical data up to yesterday. Today Tick data is streamed. So to make charts and calculate strategies it will use minute data up to yesterday and use Tick for today.

[NinjaTrader_Matthew]

Hi,

No it will not use a hybrid. The minute and tick are two seperate intervals.

Tick data cannot be re-bundled as minute data nor can minute data be re-bundled as minute data.

I would suggest ensuring you have both a minute chart and a tick chart open to ensure you are receiving data for both of these intervals.