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Historical Replay data

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    Historical Replay data

    When downloading historical data through NT8, is it a requirement to manually input the appropriate instrument contract to match the dates or are all they all considered ##-## like from NT7?
    Meaning, if I want to backtest information for the ES from February 1st, 2018, would I have to:..
    A) Download 03-18 Feb 1st – March 8
    B) Download 06-18 March 8 – Jun 7
    C) Download 09-18 Jun 8 – Current
    D) Download 09-18 Feb 1st - Current
    E) Something else and you’ll kindly tell me?

    I look forward to your response!

    #2
    I went back and manually downloaded all data for the ES for the last 3 months, however when I try to go to Playback, when I try to load data all I see is back to June 27th. What the world? Please see picture to show proof that data is actually there.
    Attached Files

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      #3
      Did you restart NT?

      (Also assuming you are in playback Market Replay and not historical)

      Comment


        #4
        Originally posted by sledge View Post
        Did you restart NT?

        (Also assuming you are in playback Market Replay and not historical)
        Yes, and also yes.
        The days now appear in the calendar, however nothing plays before those previously shown days. I've downloaded all days of all contracts.

        Comment


          #5
          Hello SBMT17,

          The window you have open is the GoTo window.

          The only dates that will appear on the calendar for the GoTo window will be between the Start and End dates on the Controller.

          Set the Start date further back, to May 17th (or wherever the start of your data is).


          Also, each date will have to be downloaded one at a time and using the specific correct expiry contract month for Market Replay data. Meaning one day at a time and you must specify the expiry for the trading contract month on that date.

          But Historical data can be downloaded can be downloaded for large periods. And you can leave the current front month applied and the merge policy for historical data will download using the correct contract expiry month for each section of data automatically.

          Below is a public link to a post on merge policy. This applies to 7 and 8.
          https://ninjatrader.com/support/foru...055#post499055
          Last edited by NinjaTrader_ChelseaB; 07-08-2018, 02:41 PM.
          Chelsea B.NinjaTrader Customer Service

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