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ES and SP500 data
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ES and SP500 data
I am working on a system for trading ES on 15 min charts and I have generally enough data for that thru IB back to May 2011. However I may wish to incorporate some rules that look at the daily chart and for this testing I would like to go back further -- maybe even to 2000. I get IB pop-up messages saying that ES 06-13 cannot be found as a security definition when I try to go back further than May 2011 -- I assume this means I've hit some sort of wall in terms of what Ninja's merging of historical contracts can do? If this is the case then my next choice would be to work with S&P 500 index data however the chart will not load further back than July 2012 (daily chart ^SP500 CBOE). If I bring up a chart in IB I can go back to 2004. How can I get more data as far back as possible for ES, SPX or (last choice) SPY into Ninja?Tags: None
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Try changing your system clock to 2011 to add es 06-11
Originally posted by bkout View PostI am working on a system for trading ES on 15 min charts and I have generally enough data for that thru IB back to May 2011. However I may wish to incorporate some rules that look at the daily chart and for this testing I would like to go back further -- maybe even to 2000. I get IB pop-up messages saying that ES 06-13 cannot be found as a security definition when I try to go back further than May 2011 -- I assume this means I've hit some sort of wall in terms of what Ninja's merging of historical contracts can do? If this is the case then my next choice would be to work with S&P 500 index data however the chart will not load further back than July 2012 (daily chart ^SP500 CBOE). If I bring up a chart in IB I can go back to 2004. How can I get more data as far back as possible for ES, SPX or (last choice) SPY into Ninja?
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Originally posted by bkout View PostI am working on a system for trading ES on 15 min charts and I have generally enough data for that thru IB back to May 2011. However I may wish to incorporate some rules that look at the daily chart and for this testing I would like to go back further -- maybe even to 2000. I get IB pop-up messages saying that ES 06-13 cannot be found as a security definition when I try to go back further than May 2011 -- I assume this means I've hit some sort of wall in terms of what Ninja's merging of historical contracts can do? If this is the case then my next choice would be to work with S&P 500 index data however the chart will not load further back than July 2012 (daily chart ^SP500 CBOE). If I bring up a chart in IB I can go back to 2004. How can I get more data as far back as possible for ES, SPX or (last choice) SPY into Ninja?
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