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Historical Data

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    Historical Data

    I have a connection through GAIN, everything works fine however my question is relating to historical data.

    When I change the period displayed on the chart to a custom range, say for example I want to load 3 years worth of 1 minute data for EURUSD, where does that data come from? Is it computer generated data based on reference points or is it actually 1 minute data pulled from Gain servers? I noticed when i setup the connection it was using ninja trader servers for historical data.

    The reason I ask is because I am working on a Neural Network project, however if the historical data not accurate or is computer interpolated it would be pointless writting a custom stragety pull data off the chart, clean and proprocess it for the training. I would have to use the Gain website http://ratedata.gaincapital.com/ but the data formatting there is terrible.

    #2
    Hello NeuralFX,

    Thanks for your post.

    Based on what you've told me, the data is coming from NinjaTrader servers. Where as GAIN servers hold data only from the last 24 hours, the NinjaTrader servers do provide data a bit further back. Ultimately, the data is data which was recorded from the GAIN real-time stream however.
    KyleNinjaTrader Customer Service

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