How to recover data

[pstrusi]

Hi

Since I do Analysis on intraday charts for 15 and 30 seconds, I always let my NT on with my IB-TWS in order to not interrupt the incoming data, the problem is that overnight, during 2 hours, unexpectedly my NT gave an error (don't know why) and windows had to close it, I restarted it again but I can see that my data during those 2 hours is not in NT, in fact charts shows a terribly gap in price and time....is there a way to recover that intraday data ? I've seen that is possible to recover 1 minute data but that's not good enough, I needed in format 15-30 seconds, I hope you can instruct how to.

Thanks in advance

[Crassius]

Read the section on Historical Data in Help

Sorry to say, that a quick look doesn't look promising for you. Each data provider, IB in your case decides what historical data it wants to make available to its users.

I have attached a screenshot of the types of historical data by each provder that is found in the help section.

It looks as though IB only provides historical minute and historical day data. Since you can't build a 15 second bar from minute data, you can't get a back fill to patch the missing data from IB.

You could from another data provider.

I don't use IB, so I am only going on my knowledge of how historical data works in NT, not direct experience with your exact situation.

[NinjaTrader_Jason]

Hello pstrusi,

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From a technical perspective, NinjaTrader writes directly to the underlying server technology vs going through an API layer. This results in an optimized interface between NinjaTrader and Kinetick when compared to NinjaTrader and some other data providers.

[pstrusi]

Ok I need some help here.

I subscribed today to Kinetick in order to get all historical intraday data for ES (e-mini), so I went to TOOLS-HISTORICAL DATA MANAGER-DOWNLOAD and set month by month a download from kinetick with all TICK-MIN BID-ASK-LAST, after waiting quite some time I checked the data and my bad surprise is a very low populated data, almost 8 set of data by each day...so I've spent a subscription to Kinetick but it's not working and abviously I needed to optimize strategies.

Would it be something that I've configured bad?

Thanks in advance

[NinjaTrader_Brett]

Hello,

Did you take into affect the fact that futures instruments change expires?

It would be best to use the ES ##-## contract for the continuous contract or simply start the backtest while connected to Kinetick. When you run a backtest NinjaTrader will automatically download the data. It will also do the auto merge for you.

-Brett

[pstrusi]

Good tips, I'll try both of them, thx