How to download years worth of historical data

[pssumking93]

I'm downloading historical data from Ninjatrader and exporting it onto excel. I notice that I can only download about 3 months worth of data at a time. Is there a way to get at least a year of historical data at a time?

[pssumking93]

I've attached the text file that I get when I download the data. I've attached two images. The other image is what I'm seeing when I'm downloading the historical data.I set up the range for 1/1/18-12/31/18.

[NinjaTrader_Heath]

Hello pssumking93,

Thank you for your post.

Are you downloading data for futures instruments?

If you are downloading futures data you're restricted to downloading the data that is available for the specified contract that you enters, from the time it rolls over to the date it expires.

For items like the ES, this is going to be 3 months. For example:

When downloading data in NinjaTrader and selecting the ES 12-19 Contract for January 1, 2019- December 31, 2019, I receive data from September, October, and November until December 12, 2019 at that is the data that specific contract was set to roll over.

I would not get data from May, for example, because the 12-19 contract was not active at that time.

For more information on loading historical data please visit the link below:

• https://ninjatrader.com/support/help...rical_data.htm

Please let me know if we may assist you further.

[pssumking93]

Yes. I'm downloading Futures instruments. So if I can only download 3 months of data at a time, how can I ensure that I download data from 1/19-4/19, 4/19-7/19, 7/19-10/19 and 10/19-12/19?

[NinjaTrader_Heath]

Hello pssmking93,

Thank you for your reply.

You would need to select a start date of 01-01-2019 and an end date of 12-31-2019 then change your instrument to be each contract for that period. For the ES for example, selecting the ES 03-19 then downloading, then the ES 06-19, ES 09-19, ES 12-19 and ES 03-20, as each of those contracts were active for a specific time of the year.

This would give you full coverage for each contract that was active for that time frame.

Please feel free to write in if you need any additional assistance.

[pssumking93]

Let me make sure I understood correctly. Would acquiring ES 03-19 include historical data from 1/1/19-3/19/19, ES 6-19: 3/19/19-6/19/19, etc.?

[NinjaTrader_Heath]

Hello pssumking93,

Thank you for your reply.

Yes futures contracts operate only for a set number of months before the contract expires and a new contract begins. Each Instrument can be different, for example the CL rolls over every month.

But for the ES the Contracts for the year break down as follows:

• ES 03-19 - 12/13/2018 - 03/06/2019
• ES 06-19 - 03/07/2019 - 06/12/2019
• ES 09-19 - 06/13/2019 - 09/11/2019
• ES 12-19 - 09/12/2019 - 12/11/2019
• ES 03-20 - 12/12/2019 - 03/11/2020

Please follow these steps to roll over the expiration date of a Futures contract:

• Navigate to the Control Center > Tools > Database window.
• Left-click the ‘Rollover’ button that appears just below the table under the ‘Rollover futures instruments’ section.
• Close this window when this process completes.

You can learn more about the different ways to rollover by visiting the link below:

• https://ninjatrader.com/support/help...es_contrac.htm

To view contract rollover, expiry dates, and other trading events click the link below.

• http://ninjatrader.com/blog/trade-desk-calendar/

Please let us know if we may be of further assistance.