Historical Data

[zeller4]

Hello,
I've added CL instruments in my instrument manager back to 02/15 for individual contracts. If I only see available contracts down to that date, is there a method to download individual contracts previous to that?

It doesn't offer older contract names that I can add to my default listing.

[NinjaTrader_Kyle]

Hello zeller4,

Thank you for your post.

In order to access older contracts you will need to shut NinjaTrader down and set the PC's clock back to a date when this contract would have been valid. After resetting the PC's date please restart NinjaTrader then open the Instrument Manager (Tools > Instrument Manager) then add the contract to the Default instrument list by following the steps outlined here: https://ninjatrader.com/support/help...ment_lists.htm

Once the contract has been added to the Default list, please shut NinjaTrader down and reset the PC's date back to the current date. When NinjaTrader is restarted the contracts which you added will remain available in the Default list.

If other questions come up which I could assist with please let me know.

[zeller4]

Thanks Kyle,
So after I do that and use Historical Data Manager>Download and use the normally active dates (start and end dates) for the older contracts, is there any limitation for going back, say, 5 years of data? Are there other recommended methods to collect old data?

[NinjaTrader_Kyle]

Hello zeller4,

This is the method which I would recommend using to download historical data. In terms of how far back data is available, which data provider are you using with NinjaTrader?

[zeller4]

Rithmic through Optimus Futures. Also, I need to understand the ##-### format. Please direct me to the correct spot. Is that available to download continuous futures and is it available for a single-step download or export? (Also, I don't know difference for export and download).

[NinjaTrader_Kyle]

Hello,

With this provider historical data is provided by NinjaTrader servers. NinjaTrader servers offers the following:
- Tick data: deleted after 366 days
- Minute data: virtually never deleted, goes back to 2006 in many cases
- Daily data: virtually never deleted, goes back to 2009 in many cases


The '##-##' contract is a continuous contract. While historical data will be available when using continuous contract charts, please be aware that real-time data is unavailable.

Historical data can be downloaded using a chart or the Historical Data Manager (Tools > Historical Data Manager). More information about downloading data can be found at this link: https://ninjatrader.com/support/help...7/download.htm

Downloading data will bring new data in to NinjaTrader. Exporting data will allow you to save a copy of the data which you downloaded to a text file.

[zeller4]

The instruments I've added are showing in my default list and are showing in my Historical Data Manager Download tab. However, they're not showing in my Export tab. What do I need to do to get them to the Export section?

[NinjaTrader_Kyle]

Hello,

Does data for the instruments appear in the Edit tab? If it does not, you would need to download data before it is possible to export.

[zeller4]

Kyle,
I want to clear something up. It's come to my attention that downloading historical data may be "Ninjatrader historical" data as opposed to "live market historical" data. Since I have a Rithmic account, do I need to somehow download historical Rithmic data? Can you please explain if there is/is not a difference?

[NinjaTrader_Kyle]

Hello zeller4,

To clarify, Rithmic provides real-time data only. Because the provider does not offer historical data, this data is provided through NinjaTrader severs. All data which is provided is recorded from the Rithmic data feed.