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How to get historical tick data for multiple periods

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    How to get historical tick data for multiple periods

    My data feed provider is Continuum. I would like download historical tick data YM from 1.1.2006 to 24.1.2016 for backtest my automated trading system in NT.
    At first I add instrument YM ##-## in Instrument manager, next I use Historical data manager -> Download (select YM ##-##) and set up filter condition (start data 1.1.2006 and end date 24.1.2016 a check Intervals - "Tick" a Data types "Last").
    My downloaded data include only data from the interval 24.1.2015 - 24.1.2016 (only last year). Minute data are in order for the whole long period.
    Please how I can download tick data for the whole period from 1.1.2006 to 24.1.2016 ?
    I need export downloaded data to my development tool Strategy Quant for developing and bactesting automated trading algorithm, which will then run in the NT environment.
    Thanks a lot.
    Last edited by Stanislav; 01-28-2016, 03:45 PM.

    #2
    Hello Stanislav,

    Thank you for your post.

    Continuum historical data servers offer only the past 365 days of tick data for popular instruments. At this time, no supported data feed for NinjaTrader offers historical tick data further back than this point.

    In order to access additional data you would need to import data from a .txt file in to NinjaTrader. Please see the following link to our Help Guide for more information about importing data from an external file: https://ninjatrader.com/support/help.../importing.htm
    KyleNinjaTrader Customer Service

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      #3
      Originally posted by NinjaTrader_Kyle View Post
      Hello Stanislav,

      Thank you for your post.

      Continuum historical data servers offer only the past 365 days of tick data for popular instruments. At this time, no supported data feed for NinjaTrader offers historical tick data further back than this point.

      In order to access additional data you would need to import data from a .txt file in to NinjaTrader. Please see the following link to our Help Guide for more information about importing data from an external file: https://ninjatrader.com/support/help.../importing.htm
      Hi there Kyle,

      I presume the above (i.e. 365 days tick data validity) is also true for NinjaTrader 8?



      Also, is the availability the same for minute and day data, or is that available for longer periods?

      Thanks in advance
      Last edited by ntuser2017; 06-18-2019, 09:07 AM.

      Comment


        #4
        Hello ntuser2017,

        Thanks for your reply.

        Correct, historical tick data in NinjaTrader 8 also goes back 365 days.

        Minute data goes back to 2006, and daily data back to 2009 in both versions for the platform. Forex data may go back further or not as far, depending on the instrument.

        Please let me know if I may be of further assistance.
        Tyler M.NinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_Tyler View Post
          Hello ntuser2017,

          Thanks for your reply.

          Correct, historical tick data in NinjaTrader 8 also goes back 365 days.

          Minute data goes back to 2006, and daily data back to 2009 in both versions for the platform. Forex data may go back further or not as far, depending on the instrument.

          Please let me know if I may be of further assistance.
          Hi Tyler, thank you for replying, I just want to confirm:
          • Historical Tick data is available on a rolling window, i.e. 365 days from today (it will always be 365 days from current day)
          • Historical Minute data goes back to 2006 and is not on a rolling window, i.e. data from 2006 will still be available in (for example) 2 years' time
          • Historical daily data goes back to 2009 and is not on a rolling window, i.e. data from 2009 will still be available in (for example) 2 years' time

          Is my understanding correct?
          Last edited by ntuser2017; 06-25-2019, 01:10 PM.

          Comment


            #6
            Hello ntuser2017,

            Thanks for your reply.

            This is correct. I cannot say with absolute certianty that historical minute and daily data will never be deleted, but generally you can expect it to go back that far.

            Don't hesitate to reach out if we may be of further assistance.
            Tyler M.NinjaTrader Customer Service

            Comment

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