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Import daily data from IB

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    Import daily data from IB

    Hi guys,

    I have to export the data to Excel from NT7 of YM ($ 5). The data that I want to export are daily bars. I need only of the prices that are formed in the hour of regular trading (9:30 a.m. to 4:00 p.m.).

    But when I do the download data (from Interactvebrokers) prices are those of the entire trading day (00:01 to 23:59).
    I failed to find a solution. I also tried to create a new instrument (YM1) with a Session Template regular US Equities RTH, but the result does not change.

    Thank you very much,
    morphy

    #2
    Hello morphy,

    Unfortunately session templates do not have any effect on daily data, only tick and minute based data. Daily data is loaded as per the OHLC values from the connected data feed/broker.

    You could apply for a free futures demo connection at the link below. Once connected, it will load historical daily data in RTH (regular trading hours) in NinjaTrader 7. Please right click in a chart and select 'Reload All Historical Data', so new historical data is loaded or else it shows historical data you already have present from Interactive Brokers.
    http://ninjatrader.com/FreeLiveData
    JasonNinjaTrader Customer Service

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      #3
      Hello Jason,

      I took the demo cqg.com and I connected with NT8 (@demo), but I could not download YM data RTH session. The result is what you see, the prices are the full session 00:01 to 23:00.
      I just need to have the data YM Daily RTH Excel.

      Thank you very much,
      Morphy
      Attached Files

      Comment


        #4
        Hello Morphy,

        It is different in NinjaTrader 8. There it will load historical daily data in ETH. However daily data before July 10th 2016 is loaded in RTH in NinjaTrader 8.

        If you need all daily data in RTH, please use the demo connection in NinjaTrader 7.
        JasonNinjaTrader Customer Service

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          #5
          OK Jason, thank you very much.
          thanks for the information, then I'll tell you ...

          Ciao,
          Morphy

          Comment


            #6
            Hello Jason,

            I followed all the steps but unfortunately the result does not change. Data is the full time 00:01 to 23:00.
            Attached Files

            Comment


              #7
              The screenshot shows minute data and not daily data.
              JasonNinjaTrader Customer Service

              Comment


                #8
                I believed that the daily bars were formed on a minute data. I checked and daily bars are RTH prices.

                Jason, you've solved a my big problem working. How many days lasts this free demo?

                Hello and thanks,
                Morphy

                Comment


                  #9
                  Hello Morphy,

                  You can use NinjaTrader for free as long as you like. The free NinjaTrader Continuum demo connection is valid for about 2 weeks.
                  JasonNinjaTrader Customer Service

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