Historical Data

[acre94]

I am trying to see what type of data my broker is giving me for tick.
To do this I went to the historical data section, chose tick and bid, ask and last
When I went to edit the data the ticks were there but only the last showed up?
That doesn't make any sense to me because on the screen I see my broker is feeding bid, ask and last.

Any ideas? How do I collect that data by myself if it is not downloadable?

Thanks

[sledge]

http://www.ninjatrader.com/support/forum/showthread.php?t=50034

I am trying to see what type of data my broker is giving me for tick.
To do this I went to the historical data section, chose tick and bid, ask and last
When I went to edit the data the ticks were there but only the last showed up?
That doesn't make any sense to me because on the screen I see my broker is feeding bid, ask and last.

Any ideas? How do I collect that data by myself if it is not downloadable?

Thanks

[NinjaTrader_PatrickH]

Hello acre94,

Thank you for your post.

Who do you connect to for data? This is displayed in green in the bottom left hand corner of the Control Center as "Connected - DataProvider".

For information on the data provided by your connectivity provider please visit the following link: http://www.ninjatrader.com/support/h...rical_data.htm

I look forward to assisting you further.

[acre94]

Recording tick from my provider

I followed the comments below:

Try this - record the data , tools->options->data->real time data, save chart data as historical and record for market replay.

How do I now verify that the system has record this data (I asked for 1/10 of a tick)?
Where can I see this data? Can I export it to verify? Does it have a timestamp on each tick? Bid/Ask and volume...

Thanks!

[NinjaTrader_AdamP]

acre,

When you connect to the Market Replay connection, a box should appear that has a play button, fast forward, etc. If you right click, you can pick an option to check the available data.

It will mainly display what days you have recorded. Its not the same functionality as the historical data manager.

Please let us know if we may assist further.

[acre94]

Can't see the data

OK - I can replay the data but the export to excel gives the grid, not the data.
How do I view the data and see it in excel?

Thanks

[acre94]

Also ....

How do I back test a strategy based on the market replay?

Thanks

[NinjaTrader_AdamP]

Acre,

Unfortunately there is no current way to view the recorded data for market replay.

If you would like to backtest in Market replay, please connect to market replay. Then, attach your strategy to your chart by right clicking > go to "Strategies" > Double click your strategy > Set "Enabled" to true. After doing this, if you hit the play button in the market replay window the strategy will be trading.

Strategies trade just like on a real time account in market replay.

I could suggest this as an option to our development team if you would like.

[acre94]

How do I get a chart up with the data that I just captured?
Thanks

[NinjaTrader_AdamP]

acre,

In market replay, it works exactly like a live connection. The only difference is you get the extra controls to play, pause, or fast forward. Otherwise its completely the same as loading a chart in the morning and waiting till later to see how it changed.

[acre94]

OK - so far so good but enabled is false and it will not let me select it to change it to true.
How do I change it to true

Thanks

[NinjaTrader_AdamP]

acre,

Please check your log tab and see if there are any error messages.

[acre94]

It seemed to run ok. I am running it with the moving average example that used bars. Any suggestions on a very simple strategy to test the functionality of ticks...

Also - Strategies trade just like on a real time account in market replay.

I could suggest this as an option to our development team if you would like.


Would you mind making that suggestion, because I would like to verify calculations with the same data.

Thanks

[NinjaTrader_AdamP]

acre,

You need to click your strategy in the bottom left hand side of the right click chart > Strategies menu to see if you can change "Enabled" to true.

I will make the suggestion and get you a tracking ID.