Reload all historical data

[kalim]

I shut down my computer before I go for lunch. After back for lunch, when I open the chart. I will have the gap of data for the duration of lunch out. So, I will usually do a Reload all historical data.

The problem I have is, it always load more than the time gap (lunch out time). From the status bar, you see it load a few days, a few weeks back, a few months back!

How can I prevent it from loading a few days/weeks/months back? I am pretty sure I already have all these old data. I do Reload of all historical data daily, after lunch.

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

Which data provider(s) do you use with NinjaTrader?

Whenever the Reload All Historical Data option is selected, all data in the chart would be automatically reloaded. The only way to limit the amount of data which is reloaded is to limit the total amount of data which is loaded in the chart originally.

[kalim]

I am using IB.

But since I already have the historical data for past days/weeks/months locally, won't NinjaTrader check locally first instead of just loading everything?

[NinjaTrader_Jason]

Hello kalim,

Unfortunately that is not the case. When you select 'Reload All Historical Data', it will reload all historical data in the chart.

[Ekann]

Ok,my question: Is there a script to limit eg 2 days reloading data?. Note that doing this process on the chart ('Reload All Historical Data') in many symbols is truly overwhelming.
The ideal would be to apply this script on a market analyzer, where I can set the amount of data to download. any idea. (?)

[NinjaTrader_PatrickH]

Hello Ekann,

Thank you for your post.

This is not possible through NinjaScript.

However, if you right click in your chart > select Data Series > set the DaysToLoad and then right click in the parameters section of the Data Series window you can select 'Set Default For (This) Period Type'.

This will set whatever parameters you have set for the Period Type to be the default when creating new charts with the same Period Type.

Please let me know if I may be of further assistance.

[forrestang]

I have a similar concern, in that I have some good historical data that I would like to keep(several years), but it seems the Cntrl+R function will over write that data and erase it, with backfilled data from my provider(MBT) which is only allows for a few months of data.

So there are times, like the OP, where I would only like to backfill a few days of data.....

To do this, are these the steps that I should be taking:
1.)Close all charts
2.)Open NEW CHART of desire symbol to backfill
3.)ONLY include the days of data or surrounding days that I want to backfill
4.)Cnrtl+R

Will doing it this way ONLY correct the data and reload from my provider the data THAT IS ON MY CHARTS?

I just want to be sure that I'm not rewriting/erasing known good historical data.

Thanks!

[NinjaTrader_PatrickH]

Hello forrestang,

Thank you for your response.

Your example would not work once you go to the chart with your previous historical data as it will not have that data loaded and when you reload the data it will load data from the servers.

You can enable NinjaTrader to not load historical data from the servers by going to Tools > Options > Data > disable GetDataFromServer > OK. However, no new historical data will be saved either. You can also look at enabling the SaveChartDataAsHistorical to record all incoming data as historical.

For information on the Data tab please visit the following link: http://www.ninjatrader.com/support/h...7/data_tab.htm

Please let me know if I may be of further assistance.

[forrestang]

Thanks for the response Patrick.

Ok... I'm a bit confused as how to go about managing my data now?

I have many years of historical data..... I would like to keep that data.

But I would also like to be able to keep newly data I add to my chart from my data feed as part of that historical database. But I don't want to overwrite my historical data.

I would also like to be able to go back and refill certain days of data that may need repair occasionally.

Is there a good write up somewhere that you know of that may be of assistance?

[NinjaTrader_PatrickH]

Hello forrestang,

Thank you for your response.

To download data you are missing you can go to Tools > Historical Data Manager > Download > select the dates and data types to download > Download.
For information on the Historical Data Manager please visit the following link: http://www.ninjatrader.com/support/h...ta_manager.htm

To ensure no data is overwritten you can go to Tools > Options > Data > disable the option 'Get Data From Server' > and enable 'Save Chart Data As Historical' > OK.
This will ensure no data is overwritten from the data feed provider (so you historical data is not overwritten), and that the real-time data being received is saved as historical data.

Please let me know if I may be of further assistance.

[forrestang]

Hello forrestang,

Thank you for your response.


To ensure no data is overwritten you can go to Tools > Options > Data > disable the option 'Get Data From Server' > and enable 'Save Chart Data As Historical' > OK.
This will ensure no data is overwritten from the data feed provider (so you historical data is not overwritten), and that the real-time data being received is saved as historical data.

Please let me know if I may be of further assistance.

One other question..... if I do as described in the quoted paragraph above.... if I don't run my charts for a day, does that mean that when I open up my chart the next day, that the backfill WON'T occur from my provider for that missing day?

[NinjaTrader_PatrickH]

Hello forrestang,

Thank you for your response.

That is correct, but you could open the Historical Data Manager and download the missing data.

[gdavis74]

I would like to request that NT change the way historical data is saved. The reason for this is that I use MBTrading data and the data before and after regular trading hours always has errors. I have not been able to get MBTrading to follow up on this. That really bugs me but...
So I go about every morning fixing bad highs, lows, closes and opens. Then if I do have to reload historical data later or I turn the computer back on, I will sometimes get bad data for previous time periods that i have already corrected. THis is way too much work!

NinjaTrader is really smart software and it shouldn't take much for a programmer to change the default to be to load the historical data available on the client PC and then fetch whatever is needed to get current.

Thanks for listening

[forrestang]

Hello forrestang,

Thank you for your response.

That is correct, but you could open the Historical Data Manager and download the missing data.

One more question on how to best manage my data.......

So... my feed will backfill a few months of tic data.

When I hit the checkmark for the box that says, "save chart data as historical," does it immediately save the data I have loaded on my charts into my historical data base? after clicking that button?

-OR- Does it only save the LIVE INCOMING tics that are currently streaming from my provider?

Im asking b/c if it is the former, then I should just be able to click "save chart data as historical" EVERY FEW MONTHS to back up my data, and THEN put it back to "get data from server" and uncheck "Save chart data as historical," and allow my provider to backfill any data I dont have, even though its not actually saving it.

[NinjaTrader_Kyle]

Hello,

Only data received in real-time is saved when the 'Save Chart Data as Historical' option is checked. Any historical data you have downloaded is saved automatically however.