Tradestation Data did work....

[jjthetrader]

Hello,

I'm running TS data through Ninja. Well I was anyway. I had real-time data streaming through fine.
I ran NTExternalFeed through @ESU08 on TS.
For backfill I had to run NTDataDownload through symbol @ES in order for it to work.
So now when I open a chart in Ninja I get the backfill data but I no longer get real-time data coming through. Also, the scale on the right has gone from 1 tick increments to 0.03 cents for some reason.

I've read the NT help file on how to set this up and feel I've followed it exactly.

I've read through other TS data threads here but couldn't find my specific problem. Oh ya, I use Vista if that might be an issue.

Any help would be appreciated to get Real-time data running with backfill historical data and .25 increments on my price scale.

Thanks a lot,
JJ

[NinjaTrader_Jessica]

Please load your historical data and then repeat all of the connection steps in the link below to get your real-time data.

http://www.ninjatrader.com/webnew/support_TradeStation.htm

As for the tick size please go to Tools--> Instrument Manager--> Double click on the ES in the Master Instrument List and check the Tick size settings. Then add the ES back to your Default instrument List making sure you have the correct expiry date selected.

You can also review the symbol mapping with the information in this link:

http://www.ninjatrader-support.com/HelpGuideV6/TradeStationSymbolMapping.html

[jjthetrader]

Thanks, does this mean I have to follow this process every day to get up and running with TS data?

JJ

[NinjaTrader_Jessica]

Once it is up and running you should only need to complete the instructions under the "Connecting" section.

[jjthetrader]

Hey Jessica, thanks. I got it up and running now. It was a problem combining @ES with @ESU08.

My only concern now is that when I download the historical data, the time between that and activating the real-time data, that I'm going to end up with a loss of data.

If I've got the NTExternalFeed running even though I don't have a chart open in Ninja, is there a file in ninja that is accumulating that data? Or do I need to have a chart open to start accumulating that?

thanks
JJ

[NinjaTrader_Ben]

Hello,


Thank you for your post.

You will need a chart open in NT for the data to store.

[jjthetrader]

Ok, got it. But now there's that 1 minute of missing data between when I did the historical and then when I get the real-time up and running.
Should I just attempt to do this in the early morning so I don't miss much or can I import a newer historical file while I'm running RT?

thanks for your help,
JJ

[NinjaTrader_Jessica]

Yes, that would be your best bet.

[jjthetrader]

Hi again, I've got TS feeding Ninja ok now but have a quick question. Are volume charts supported in Ninja from TS historical data?
I can get a realtime volume chart to paint but I can get no historical data for it unless of course I change it to 1min or something.
Can it be done?
thanks
JJ

[NinjaTrader_Jason]

Unfortunately, historical tick data is not supported with TradeStation.

[jjthetrader]

Thanks, so volume charts are considered tick data?
Appreciate your help.
JJ

[NinjaTrader_Jason]

Correct, tick data is used to create volume charts. More information can be found in the link below.

http://www.ninjatrader-support.com/HelpGuideV6/HowDoesNinjaTraderBuildChartBars.html

[jjthetrader]

Hi again, continuing on with this topic, is the real-time tick data I collect during the day going to remain in Ninja? I may not be able to import back data but I can start building from here correct?

Would importing historical minute data overwrite this collected tick data?

Thanks guys.

[NinjaTrader_Ray]

Yes it will be collected provided Tools > Options > Data > Store real time bar data is enabled.

Yes it would be overwritten if you import data over top of it.

[jjthetrader]

Thanks. That's a great tip about the store real-time data. I did have it checked off.

Just to test, I did import historical data of this instrument just now and I didn't lose my tick data. It's the same instrument. Could it be that if I did it tomorrow morning that it might overwrite because it's a new day?

thanks for your help.