BitMex historical data problems

[NinjaCustomer]

Hi,

BitMex seems to be able to load historical data BUT only for time data. No tick data. This means after every reconnect all historical data is gone for any charts relying on ticks.

1) Is there a way to tell NT to save ticks it receives? so that if connection is lost, at least the ticks that came in during the time it was previously connected could be displayed in the chart?

2) Is there a way to make such charts like Renko, Range and similar to use minute bars data instead of ticks ? that way historical data would be displayed in such charts

[NinjaTrader_EricB]

Hello,

Thank you for your post.

Glad to assist. Unfortunately there is not a work around to save the tick data or load tick based charts with minute data.

Real-time data can be saved via Tools > Options > Market data > Record live data as historical." However, please note that this feature is intended for use with connections that do not offer historical data in general or have it disabled.

Because of this, reconnect/restarts or general reloads will clear the recorded data when requesting historical data as you are currently seeing as well. The only method for each to load as the minute charts do on startup is if the connection offered historical tick data itself, or connecting to an additional data feed that offers the data. We are not familiar with a provider that would offer the needed BitMex data.

Let us know if we may assist further.

[orelmely]

hello m i think we can obten historcal data from the api , but i dont knoiw how its works

https://public.bitmex.com/

i can donwload , but we need to convert at ninja trader format ..

someone can help?
thanks