Historical data vs Real Time data

[vibarco]

Hi all,

whati s the difference between historical data and live data?, when a strategy is running what we consider live data and historical data (the same to orders, trades collection of a strategy), i think i don't understand well this two concepts, i need some good explanation about this.

Best,
Vince.

[NinjaTrader_Bertrand]

Vince, in what context do you ask, is there a specific issue you run into?

In backtesting for example you will always use historical data only, if you're connecting to a real feed though and enable your strategy for live trading, then all bars up to the moment you enabled the strategy would be historical and then it would switch to processing the realtime bars. Easiest for you to check is adding prints to Historical to your OnBarUpdate() code to see the transition taking place -

http://www.ninjatrader.com/support/helpGuides/nt7/historical.htm?zoom_highlightsub=Historical

[vibarco]

Thanks Bertrand,

Could you give and example of code to see this transition?.

Best,
Vince.

[NinjaTrader_Bertrand]

Vince, please just print the Timestamp (Time[x]) and CurrentBar info alongside with the Historical property from your OnBarUpdate(), you can see the bars progressing through the historical data portion of the bars and then finally printing Historical = false as you see realtime data. This would be shown in your output window then, where all Prints would go.