Historical Data confusion

[secreteditor]

Hi,
I'm somewhat confused how historical data gets charted, specifically how far back it goes and how different instrument periods blend together.
I use CQG data feed and let's take ES daily bars as an example. When I look at the historical data manager for ES 09-14 I can see three months worth of data for the daily bars but I can chart that instrument five years back. I assume that it grabs daily data from other instruments.
When I look at the data for ES 03-14 I can see it going back all the way to 1998 and that's how far I can chart it. Why can't I graph other periods this far?

I have another copy of NT running on another computer and the situation is even more confusing there. ES 09-14 has data going back to the beginning of the year and that's how far back it charts even though I have daily data from last year for other periods. Why isn't it used?

Could someone please explain how NT uses the historical data for charting? Can I somehow clean it up, should I?

Thanks.

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

The NinjaTrader historical data servers which are used with the CQG connection include ES daily data spanning back to 3/30/2009. If you have previously loaded additional data, that data would remain available to you however.

In terms of the PC which can only access 1 year of data I would recommend that you double check the 'Days to Load' property which you will find in the Data Series menu. To access the Data Series menu right click and select Data Series.

[secreteditor]

Hi,
Thank you for quick response.
I also did some figuring out on my own. I noticed that the other copy of NT had merge policy for historical data turned off. When I switched it on it started using all (well, most) of the data available. There is still the mystery why some periods have years worth of daily data. But that might be from my experiments with attempting to import additional daily data which I thought was not successful. Maybe it was successful but stashed all the data under one period instead of distributing it.

This leads me to a somewhat related question. Is it possible to create a custom instrument with custom data? When I do it under CQG connection it throws an error that such an instrument does not exist.

One reason for it would be to import a lot of daily data under one instrument and not having to divide it up to different periods.

Another reason would be to be able to edit the data without affecting the original. I would like to randomize the existing data slightly to test my strategies for overfitting but I don't want to overwrite the original. Or perhaps there is a feature in NT that helps with overfitting.

Thanks,

[NinjaTrader_Kyle]

Hello,

It is possible to create a custom instrument which you could manually import data in to however an error would occur for any symbol which is unsupported by the data provider which you connect to.