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    Historical tick data

    I have accounts with both Interactive Brokers and Tradestation.
    I can only receive real time tick data from IB but I can get historical tick data from Tradestation.
    Are there any instructions as to how to mix the two so I fill the historical gaps with TS data?.
    Thanks

    #2
    Hello,

    Thanks for the forum post.

    There are some steps you can do however the historical fill from tradestation is not a live type situation.

    Meaning you must manually import historical data over from tradestation everytime. Just want to double check this is what you are wanting to do as this is less the ideal for most traders. (The TradeStation Connection is Really only for Automated Trading)

    The best recommendation I could make is www.kinetick.com is what a lot of people use to supplement their IB data.

    No need to sign up for the exchanges, just the base service will do since the base service gets you historical data on everything which is all you need. You can get your live data from IB.

    Let me know if I can be of further assistance.
    BrettNinjaTrader Product Management

    Comment


      #3
      Thanks for the tip ... Would the Kinetick service be their end of day data? Will that give me the historical tick data as well?

      Comment


        #4
        Hello,

        You would not use the end of day since that is daily data only. You would need the paid base service for historical tick data.
        BrettNinjaTrader Product Management

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          #5
          Actually the instruments that I need the the tick data for I had them on my NT Market Analyzer for the last few weeks. I assume the recorded data from the NT Analyzer has been saved on my hard drive. How do I load it into a tick chart as historical data if it is possible?

          Comment


            #6
            Hello,

            It has only been saved if you go to control center->tools->options->data tab->save chart data as historical. Then this will save the tick data. This is disabled by default for performance savings as most providers provide the historical data. Now moving forward the data will be saved and pull up automatically.

            Let me know if I can be of further assistance.
            BrettNinjaTrader Product Management

            Comment


              #7
              Tickwirte

              I would like to import historical data to Ninjatrader calculated with the software TickWrite from tickdata.com. Tickwrite is not able to export ASCII in the Ninjatrader format.

              In the helpguide you describe that one option to import is Metastock format: "Select this option if importing a MetaStock historical data text file".

              Can you please post sample data format so that I can try to generate ASCII-Files with Tickwrite to import in Ninjatrader.

              Thank you in advance!

              Comment


                #8
                Hello,

                Thanks for the forum post and welcome to the NinjaTrader support forums.

                Here is the best way to export data into NinjaTrader:

                http://www.ninjatrader.com/support/h...?importing.htm

                As far as the meta stock format we unfortunately do not have information specific to this format, for this you would need to contact metastock to find out what format they export in since I dont have any information on the file structure.

                I look forward to assisting you further.
                BrettNinjaTrader Product Management

                Comment


                  #9
                  backadjusting Futures with ASCII data

                  Is it possible to plot a backadjusted chart of a future with an ASCII imported data series of not adjusted futures prices? The merge policy in the data options does not result any changes in the chart.

                  Comment


                    #10
                    Hello,

                    Thanks for the patience.

                    This is possible by importing it with the ##-## expiry. As this is a continuous contract in NinjaTrader. Or you can go to control center->tools->options->data tab->merge policy to DoNotMerge.

                    Let me know if I can be of further assistance.
                    BrettNinjaTrader Product Management

                    Comment


                      #11
                      I do not understand how to handle this. What does it mean "importing it with the ##-## expiry"

                      I added a symbol BN and imported the .txt. file called BN ##-##. Ninjatraders allways plots the unadjusted contract.

                      Comment


                        #12
                        Hello,

                        Please send the file name you used to import the data. I suspect you had data from another import or another source and this is whats showing and not the adjusted data you have imported.

                        I look forward to assisting you further.
                        BrettNinjaTrader Product Management

                        Comment


                          #13
                          For testing purpose I called the file BN ##-##.

                          Is there any way merging the historical 1 minute continuous not adjusted Bund-Future data to the symbol FGBL plotting a continuous adjusted and non adjusted chart?

                          Thanks for guiding me!

                          Comment


                            #14
                            Hello,

                            Ok, in this case. Please go to control center->Tools->historical data manager->edit tag->delete data for BN.

                            Confirm the data is gone.

                            Then re add the data with the import. does it now show the data? I just want to confirm its getting where it needs to go.

                            Finally, you would not be able to do this unless you took the time to import each expiry individually.. Since if you have auto merge on this only works on the individual contracts which would start auto merging in a different expiry at the roll over date.

                            Let me know if I can be of further assistance.
                            BrettNinjaTrader Product Management

                            Comment


                              #15
                              How will I have to name each file of the different expiry month to import the contracts to the FGBL symbol?

                              Comment

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