Data for backtests

[gonilho]

Hello,

I'm new to ninjatrader. Before starting using a live data feeder I would like to run some backtests on several instruments (ym, es, cl, ng, zc., zb, ...).

My strategies need at least a 1-min bar data, preferably tick data, for the longest time available.

Is this data available for free or I have to subscribe to a data feeder?

Thanks

[NinjaTrader_Jason]

Hello gonilho,

Please note that we are not a data feed provider ourselves. You will need to connect to a supported data feed provider to receive data in NinjaTrader.

We do provide the Kinetick Free EOD (end-of-day) connection by default in NinjaTrader. It will provide historical daily data only, so it will allow you to backtest just on daily data. You can find the free Kinetick connection at Control Center-->File-->Connect.

See the link below under 'Understanding the data provided by your connectivity provider' which will list all supported data feed providers and what data they support.

http://www.ninjatrader.com/support/helpGuides/nt7/historical_data.htm

The matrix will list 'data feeds only' such as Kinetick and DTN IQFeed, but it lists broker technologies as well such as Zen-Fire and CQG.

The broker technologies can only be used if you have an account at a supported broker partner that uses the broker technology in question. They will provide data in NinjaTrader and will allow you to trade your account at your broker.

The 'data feeds only' will only provide data in NinjaTrader. You will need to have a subscription with one of these data providers to obtain login information, which you enter upon creating a connection.

As per NinjaTrader 7, our preferred market data service is Kinetick. Real time service starts as low as $50 per month. If you trade CME Globex products, you can have these exchange fees waived if you have a qualified brokerage account. This service is only available for NinjaTrader 7. Please visit www.kinetick.com for more detailed information.


Some supported broker partners such as Amp Futures, Optimus and Mirus Futures provide demo connections. You can apply for such a demo connection at the links below.

Amp Futures

http://www.ampfutures.com/

Optimus/Traders Platform

https://www.tradersplatform.com

Mirus Futures

http://www.mirusfutures.com/

[gonilho]

Thanks for your answer.
Another question: how can I measure the latency time from my computer to the server (or proxy)?

[NinjaTrader_Jason]

Please see the link below.

http://www.wikihow.com/Test-Network-and-Internet-Latency-(Lag)-in-Microsoft-Windows

[gonilho]

Thanks again.
The latency to the my internet provider server is 3ms. But that's not the latency that I'll have with my data provider.

For instance, I use cTrader/cAlgo for some currency trades and server latency is usually 13-15 ms (that info is actually provided by the platform)..

Does Ninjatrader provides this information? In fast markets, latency could mean a lot of slippage. How can I accuratelly measure the latency to my data provider / broker server?

Thanks again.

[NinjaTrader_RyanL]

Hello gonilho,


Thank you for the follow up.


Most ping requests to data providers/brokers servers will be protected by firewalls and the ping test will not resolve.

With that being said, you can perform a trace route to get an idea of the latency although this will not give you the same results as a standard ping reply.

investigating this inquiry further, I have located another support forum post that goes over this:

• http://www.ninjatrader.com/support/f...ad.php?t=59939

[gonilho]

Thank you.
Does any broker/data feeder provides a VPS to work with ninja?

[NinjaTrader_RyanL]

Hello gonilho,


Thank you for the follow up.


Optimus Trading Group provides a hosted NinjaTrader solution:

• http://optimusfutures.com/hosted_ninjatrader.html