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TD Ameritrade is not downloading missing historical minute data

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    TD Ameritrade is not downloading missing historical minute data

    I have TD Ameritrade providing real time stock data and when I have a symbol in a chart with incomplete historical data then the chart does not automatically pull down required data.
    So, I have to use the historical data tool to fill in the missing pieces of the minute data for every symbol I look at.
    Isn't there a way to have NT8 automatically pull all missing data that is requested by the chart - like it currently does for CQG and futures symbols.
    Example: I have a chart of AAPL and it's 30 min bars and I haven't looked at it in 2 weeks so I'm missing 2 weeks of minute data. Now when I enter AAPL into the chart it shows todays data merged with the data from 2 weeks ago and the days in between are missing. Isn't there a way to get NT8 to pull down the missing 2 weeks of data from TD Ameritrade automatically in order to properly fill in the chart. I'm currently using the Historical data tool and the load tab and select the instrument then the dates then click the download button -- that's a lot of annoying clicks to get historical data that should be downloading automatically anyway. I must not be doing something right because I can't imagine you can't automatically pull down historical minute bar data.
    So, can you tell me how to enable the "download missing historical minute data" feature wherever it might be located.
    Thanks

    #2
    Hello dtl-saw,

    Thank you for your post.

    There would not be a way for NinjaTrader to automatically pull missing data from its historical data servers to backfill. You would need to use the historical data tool.

    I have added a vote for you to an existing feature request for NinjaTrader to automatically detect and backfill missing historical data. This may be tracked under the ID SFT-4225. If this is included in a future release of the platform you can find this under this number in the release notes.

    Please let us know if we may be of further assistance to you.
    Kate W.NinjaTrader Customer Service

    Comment


      #3
      Thanks for quick response Kate I appreciate it.
      I'm wondering since all missing historical data is pulled automatically for CQG futures then is the problem that the code isn't written for TD Ameritrade and maybe also Interactive Brokers but would the same behavior exist for Kinetic? If I was subscribed to Kinetic would I still have to download manually or does it get downloaded automatically?

      Comment


        #4
        Hello dtl-saw,

        Thank you for your reply.

        Any connection will attempt to backfill historical data for a chart when it connects. What matters is what the connection provides. TD Ameritrade does not provide historical tick data, so it would not be able to backfill this information. Kinetic, on the other hand, does.

        The historical data availability for Kinetick is as follows:
        • Up to 180 days of Tick data
        • 2+ years worth of Minute data
        • 10+ years for Daily data
        Commonly traded symbols will typically have even more extensive historical minute and daily data available.

        IMPORTANT NOTE REGARDING REQUESTING TICK DATA DURING REGULAR TRADING HOURS:

        When requesting tick data between the hours of 9:30am ET to 4:30pm ET you will have access to 8 days of historical tick data. If you request the data outside those hours the full 180 days is available. After you request the data, it will be downloaded to your historical database and cache, and you will be able to access this data at any time.

        Please let us know if we may be of further assistance to you.
        Kate W.NinjaTrader Customer Service

        Comment


          #5
          Thanks Kate - can you answer does Interactive Brokers backfill minute and daily data into the NT8 platform?

          Comment


            #6
            Hello dtl-saw,

            Thank you for your reply.

            Yes, if you load a new chart using IB data, it will backfill missing minute and daily data.

            Please let us know if we may be of further assistance to you.
            Kate W.NinjaTrader Customer Service

            Comment

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