Downloaded historical data

[FBenitez]

Hi,

I use the NinjaTrader in 2 PCs. One of them for backtesting and the other for real-time trading with automated strategies.

I used to download the historical data from Tradestation to import it on NT (Backtesting).

I have just closed my Tradestation account and I want to download the historical data from my real-time NT (connected to Interactive Brokers), but I don't know how to do this...

I click on Tools --- Historical Data Manager --- Download --- select Instrument, intervals, dates, data types. Then I click on download & the data is correctly downloaded but I don't know where is it. I check all my Documents/Ninjatrader 7 folders and I don't find it.
Can You help me?

Regards,
Federico.

[NinjaTrader_Matthew]

Hello,

The data is physically stored in (My) Documents\NinjaTrader 7\db\ and will be in tick, minute and daily folders.

Do you see these listed from the Edit tab of the historical data manager?

Can you please clarify what symbol and interval you attempted to download?


Please note that interactive brokers does not offer historical tick data - however you should have access to minute and daily intervals

Click here to view more information on Historical Data and Understand the data provided by your connectivity provider

[FBenitez]

Hi,

I see the data in docs/NT7/db/ but I don't know how import this data to the other Ninjatrader. I tried to import all the files of the db (1 file per day) but this is not possible.

I want to download some Forex symbol in minutes interval.

Regards,
Federico.

[NinjaTrader_Matthew]

Can you please clarify where you are trying to import this data to?

As long as this data is in your databsae, you should be able to access it from your charts and strategy analyzer for backtesting.

[SineWaveTrader]

I am closing my account with Tradestation, so that means I no longer have access to their data, however I would like to continue using the Tradestation software, since I have most of my indicators installed on them .
I have a similar issue, first I would like to know if I can access my historical NT data stored in the folder in my documents with my Tradestation software.

Secondly I would like to know if the daily is stored automatically in my NT folder for all the commodities, or do I have to select them individually. Also what happens when a contract expires, is the data back adjusted as a continuous data base without any gaps

[bossch]

Hi Matthew
I keep getting this message when loading my charts on my PC(see attached link)
When I use my laptop its perfectly fine

http://screencast.com/t/FF8CaohvBk

[NinjaTrader_Matthew]

I am closing my account with Tradestation, so that means I no longer have access to their data, however I would like to continue using the Tradestation software, since I have most of my indicators installed on them .
I have a similar issue, first I would like to know if I can access my historical NT data stored in the folder in my documents with my Tradestation software.

Secondly I would like to know if the daily is stored automatically in my NT folder for all the commodities, or do I have to select them individually. Also what happens when a contract expires, is the data back adjusted as a continuous data base without any gaps

You would not be able to access your historical NT data directly through NinjaTrader. This data can be exported to a text file via the Tools--> Historical Data Manager--> Edit tab.


You would need to download data for any instrument individually. You will see each contract month individually listed. When they expire they are archived in the database as their raw format. When you load a Daily chart in NinjaTrader, we apply a merge policy which will merge these expired contracts into the current.

[NinjaTrader_Matthew]

Hi Matthew
I keep getting this message when loading my charts on my PC(see attached link)
When I use my laptop its perfectly fine
http://screencast.com/t/FF8CaohvBk

This message indicates you are requesting too much historical data at that time. IB will put restrictions on how frequently you can request data. You can read more about these requests from the following link:

http://www.interactivebrokers.com/php/apiUsersGuide/apiguide/api/historical_data_limitations.htm

If you find you are running into these frequently, please double check all of the charts you have open and reduce the number of days to load. Please also check for any hidden charts that may be minimized. You will also want to check for any unnecessary workspaces that are loading automatically under File--> Workspaces.

[SineWaveTrader]

[QUOTE=NinjaTrader_Matthew;277468]You would not be able to access your historical NT data directly through NinjaTrader. This data can be exported to a text file via the Tools--> Historical Data Manager--> Edit tab.


Hi Matthew, thanks for your reply, So are you saying that I would need to export the data to a text file. I followed your instructions please see attached file, Now what would I need to do to be able to upload this data into my Tradestation software, or just to clarify, can I access this data with my tradestation software, is it in the correct format,
thanks

[NinjaTrader_Matthew]

Hello SineWaveTrader,

Unfortunately I'm not familiar enough with TradeStation to instruct you to import this data. Perhaps an experienced community member can offer some insight on how to use TradeStation import functions.

[SineWaveTrader]

Hello SineWaveTrader,

Unfortunately I'm not familiar enough with TradeStation to instruct you to import this data. Perhaps an experienced community member can offer some insight on how to use TradeStation import functions.

Thanks very much, I am familiar with the import procedure, I just wanted to know if the current format is correct for use in tradestation

[NinjaTrader_Matthew]

The format for tick data when exported is :

yyyyMMdd HHmmss;price;volume


For minute bars the format is:


yyyyMMdd HHmmss;open price;high price;low price;close price;volume


Daily data will be:


yyyyMMdd;open price;high price;low price;close price;volume




The historical data is exported with End of Bar time stamps and will be time stamped with UTC time.

[SineWaveTrader]

The format for tick data when exported is :

yyyyMMdd HHmmss;price;volume


For minute bars the format is:


yyyyMMdd HHmmss;open price;high price;low price;close price;volume


Daily data will be:


yyyyMMdd;open price;high price;low price;close price;volume




The historical data is exported with End of Bar time stamps and will be time stamped with UTC time.

Is it possible to remove the HHmmss and the time stamp