Historical data

[goldtrader]

High, I was wondering how much historical tick data (i.e. how far back) is available for ES through NT7.

Thanks

[NinjaTrader_Matthew]

Hello,

Thank you for your post.

Please note that NinjaTrader itself is not a market data vendor. The amount of historical tick data you will receive will depend on your data provider.

Click here for more information on the varying levels of data of our supported connectivity providers

Can you please clarify who you connect to for data? This should be listed in the bottom left hand corner of the control center

[goldtrader]

I have zenfire. Seems as though I can access this data through the 'historical data manager' do you have any idea how much is available?

[NinjaTrader_Matthew]

goldtrader,

You should be guaranteed access to 120 days of historical tick data through a zen-fire connection.

My tests right now show that you will be able to retrieve data back to April 2010 as of this post. However I cannot guratnee how much data beyond the initial 120 you will have access to.

[goldtrader]

Matthew,

Thanks. I have been able to get tick data as far back as 6/2010. I have access to tick data further back from another source. Is there an easy way to migrate it to NT7? Thanks for your help thus far.

[NinjaTrader_Matthew]

Hello goldtrader,

If you have access to historical data through another source that you can export into a .txt file, you should be able to import that into NinjaTrader using the historical data manager.

Please see our Help Guide article on Importing Historical Data for more information:

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?importing.htm

[goldtrader]

Hello, This is a follow up question to my question regarding importing tick data to NT7 through the historical data manager.

I have pulled several years of ES Tick data from Sierra Chart and would like to import it to NT7. Unfortunately, the .txt file created by Sierra is not read by NT7, as the format needs to be changed slightly. I tried importing to Excel, which would make the adjustment easy. However, Excel does not support enough columns to allow for tick data from one contract of ES.
Can you suggest any other ways that I can change the format of the .txt tick data files from Sierra so that they are compatible with NT7? NT7 allows me to download tick data until 6/4/2010. However, I need tick data further back than that. My goal is to import tick data from the necessary contracts from about 2008 to 6/4/2010.

Thank you.

[koganam]

Hello, This is a follow up question to my question regarding importing tick data to NT7 through the historical data manager.

I have pulled several years of ES Tick data from Sierra Chart and would like to import it to NT7. Unfortunately, the .txt file created by Sierra is not read by NT7, as the format needs to be changed slightly. I tried importing to Excel, which would make the adjustment easy. However, Excel does not support enough columns to allow for tick data from one contract of ES.
Can you suggest any other ways that I can change the format of the .txt tick data files from Sierra so that they are compatible with NT7? NT7 allows me to download tick data until 6/4/2010. However, I need tick data further back than that. My goal is to import tick data from the necessary contracts from about 2008 to 6/4/2010.

Thank you.

You probably need to tell us how the data formats are different.

If, for example, it is merely a matter of comma delimiters instead of semi-colon delimiters, conversion may be as trivial as loading the file into WordPad and doing a global replacement.

Naturally, bigger differences will require a different approach, but your idea of using Excel should always be workable, even if it may take some doing. I cannot see how Excel does not have enough columns, especially as NT data does not extend to even 10 columns, and Excel columns extend way beyond the 26 represented by A-Z. Did you by any chance mean to write "rows"?

[goldtrader]

You probably need to tell us how the data formats are different.

If, for example, it is merely a matter of comma delimiters instead of semi-colon delimiters, conversion may be as trivial as loading the file into WordPad and doing a global replacement.

Naturally, bigger differences will require a different approach, but your idea of using Excel should always be workable, even if it may take some doing. I cannot see how Excel does not have enough columns, especially as NT data does not extend to even 10 columns, and Excel columns extend way beyond the 26 represented by A-Z. Did you by any chance mean to write "rows"?

My apologies; I did mean to write rows. SC tick data is in the following format:

MM/DD/YYYY, HH:MM:SS, Open, High, Low, Close, Volume

NT7 needs the format to be:

yyyyMMdd HHmmss;price;volume

So basically, I need to reformat the date, and remove the open, high, low, components of the SC data. Since its tick data, all those numbers will be the same anyway. This would be so easy if I could just load it all into Excel. But you would need like 100,000,000 rows to do that.

[koganam]

In that case, Excel should certainly be able to handle that. I would just quantize my data into yearly (or even quarterly or monthly) chunks and so end up with multiple smaller files, a side benefit of which will be that I have increased granularity in handling the import or saving of data.

The other choice would be to use a relational database as the intermediate processor. Import the raw data into the database, and then export it in the desired format.

[goldtrader]

In that case, Excel should certainly be able to handle that. I would just quantize my data into yearly (or even quarterly or monthly) chunks and so end up with multiple smaller files, a side benefit of which will be that I have increased granularity in handling the import or saving of data.

The other choice would be to use a relational database as the intermediate processor. Import the raw data into the database, and then export it in the desired format.

Excel does not have capacity for tick data. the 1,000,000 or so rows allowed by excel will only account for about 6 days of tick data. Each contract has close to 60 days. I have compressed the data to 10 second data and am able to open it in excel to make the necessary format changes.

Does anyone know if I can important 10 second data to NT7. I read this on the help page: "Only 1 minute bars can be imported." Not going to go to the trouble anymore if this is not going to be possible. Exporting data from one platform to another should not be this much of an issue.

[NinjaTrader_Matthew]

Goldtrader,

Second bars will be built off of tick data. If you have access to tick data which can be imported, you will be able to load 10 second charts through NinjaTrader.