reload historical data

[gluebunny]

A few questions. I'm using IB (which i know does not have historical tick), Zenfire, and OpenTick as providers.

I see data in my db/data dir, but it appears to only be data that I have accumulated RT. Does reloaded historical data go here as well or does it go somewhere else (e maybe the mdb file?)

When connected to either Zenfire or Opentick and I try to "reload historical data" by tick (NQ or YM or ES) it goes away for 5-6 seconds, says loading, then says it's done. When I try to view charts or look in the db/data directory for this data, nothing appears. It doesn't really appear to get the data, but pretends it does.

This happens with pretty much any time span that is more than 4-5 days back, and I have those 4-5 days kept from RT anyways. I'd like to get data from the past few months to run through market replay to try some discretionary plays out.

Am I able to do what I want to do? If not maybe exporting the historical data from the MDB file into a .ntm so that it can emulate stored RT data is the way to go? Seems like a relatively straight forward thing for NT to do unless I'm missing some critical piece of information.

Thoughts?

Thanks

[NinjaTrader_JoshP]

You should be able to. Please connect to OpenTick and open a chart of the ES and request as as many days you want on a 1min chart. It should send a request to OpenTick for data you don't have and fill up your charts.

Reloading data should work too. Are you following the steps outlined here? http://www.ninjatrader-support.com/H...V6/Reload.html

[gluebunny]

I am following that exactly. It's pretty straight forward to get historical data as far as I can tell.

Thing is I don't want minute data, I want tick data. Minute data is relatively useless in the whole scheme of things as it hides the real action.

Opentick and zenfire as providers DO deliver historical tick data it just seems I cannot reload that data properly into NT and I don't know why.

[NinjaTrader_JoshP]

Is there anything in the logs that says something to the effect of "Not entitled to data"?

[NinjaTrader_Dierk]

Please send a mail to "support AT ninjatrader DOT com" for further help.

[gluebunny]

Nope, no data entitlement messages. Log looks clear and fine.

It appears there might be the data I'm looking for int he mdb file. There is an intraday bar field that has only binary data in there. Might that be it? Wouldn't explain why I can't chart it though. And my main interest is in replaying it back.

[NinjaTrader_JoshP]

For replaying you will have to record a live feed.

http://www.ninjatrader-support.com/HelpGuideV6/SetUp1.html

[gluebunny]

I figured that. May I ask why? Tick data is tick data. Surely the historical has everything (volume/price) to recreate a market replay?

Do I need to grab the historical tick data from the .MDB file and push it into .ntm format to emulate the historical tick data as saved realtime data? Might be a neat project to pursue.

I submitted an email to support as asked but no answer. Here seems to be faster.

Thanks

[NinjaTrader_JoshP]

Right now we do not have support for pushing the data from the mdb into the replay files. Creating replayable files from tick data offered by data providers has been suggested before and is on our list for future considerations. The only way to get replay files is to record a live feed.

The support team will help you out as soon as they get a chance.

[NinjaTrader_Ray]

Replay data is not only tick data but bid/ask price, volume and time. NinjaTrader market replay is exactly that, "Market" replay. It's not just "tick" replay.

[gluebunny]

I'm hoping the backend is done in such a manner that this simply becomes a data transformation process (from data provider tick format to whatever you store your RT tick format as). Looks like I have access to the MDB and can tear things out of there. Also obviously have access to RT data storage files. Might be worth me looking into?

Cheers

[gluebunny]

Replay data is not only tick data but bid/ask price, volume and time. NinjaTrader market replay is exactly that, "Market" replay. It's not just "tick" replay.

Either the historical data provides that information, or it doesn't. If it doesn't (don't know what opentick/zenfire actually deliver for data, will take a look, although certainly you guys know already) then the time/price/volume is all that is needed to at least recreate a chart at whatever speed one should want, since at least that data present (unless I'm missing something? You guys surely know a LOT more about this than I do ).

Perhaps then a mini-replay mode then that charts it in real time but ignores bid/ask data so therefore can't actually be traded. The charting is the main thing I'm interested in for self-training anyways. Not hard to write something to chart exported historical data based on a time scale, but it's nice to have my indicators also working on it, hence wanting it in NT

20071203 000007;1490.00;2
20071203 000028;1490.25;2
20071203 001202;1490.00;2
20071203 001634;1490.50;10
20071203 002048;1491.00;1
20071203 004906;1492.25;2

[NinjaTrader_Dierk]

Thanks for your suggestion. We'll add it to the list of future considerations.