Saving/Managing Tick Data

[sgordet]

Two questions:
1. To save tick data for an instrument, do I need to have a chart open or will having the instrument open in Market Analyzer be sufficient?
2. I'm starting to collect a great deal of tick data. Can I export part of it to a file on my backup drive and then re-import it later? If so, how do I go about it?

[AutomaticTradingSignals]

@gordet All the tick data files are stored in Documents\NinjaTrader 8\db\tick
You can copy those folders to another location and later copy them back.
Alternatively you can use the Tools | Export Backup File feature of NinjaTrader to create a backup file that you can later restore. But I don't like this way of doing it for a a few reasons:
1. it doesn't save any time over the file copy method
2. you can't easily see what data is in a backup file
3. if the backup file becomes corrupt then you lose all of it.

I prefer to copy the files. You can easily create a script that copies the files from the tick folder to another hard drive and schedule it to run on weekends. You can also pick and choose as you wish and just copy manually.

[sgordet]

Thanks for the insights. I found the tick data folders.
1. When importing or exporting tick files, does the NT database automatically register the additions/deletions or is there an additional step?
2. When looking in the NT folders, I also found the market replay data files. Does the importing/exporting process work the same way for them?
3. I had also wanted to know if I need to keep an instrument open in a chart window to record tick and market replay data for it or if I can just insert the ticker into a Market Analyzer table and have the data automatically recorded?

[NinjaTrader_Jason]

Hello sgordet,

1. When copying or removing tick files, it is automatically registered. Please make sure NinjaTrader is shut down when you do so.

2. Yes, you can use it for Market Replay data as well. Please note that Market Replay data is stored in folders per instrument within the replay folder. So make sure the replay folder only contains instrument folders that contain Market Replay data. If there are any other files or folders located in the replay folder, it can cause issues.

3. You can use the Market Analyzer to record Market Replay data. To record realtime tick data as historical data, you need to use a chart.

[sgordet]

Would it be correct to say:

To collect Market Replay data, I need to have a chart open for that ticker during the time I want to collect replay data for.

To collect historical data, I could open a chart for that ticker several days later as long as the chart includes the day that I want to collect historical tick data for.

[AutomaticTradingSignals]

Would it be correct to say:

To collect Market Replay data, I need to have a chart open for that ticker during the time I want to collect replay data for.

To collect historical data, I could open a chart for that ticker several days later as long as the chart includes the day that I want to collect historical tick data for.

sgordet That is correct. You can also collect tick data ( and record for Replay provided you configured to do so) using MarketAnalyzer instead of a chart. But you must have at least one indicator in the MarketAnalyzer. You can use a DoNothing indicator if you want to.

You can also download replay data later in case you didn't have NT running and you missed some data.

[sgordet]

Jason, you wrote that I need to have a chart open to collect historical tick data. This other respondent writes that it isn't necessary--one only needs the ticker open in Market Analyzer. I assume that you're correct.

[NinjaTrader_Jason]

Hello sgordet,

The help guide at the link below states the following.

https://ninjatrader.com/support/helpGuides/nt8/?options_marketdata.htm

Record live data as historical
Enables or disables the storage of incoming real-time Chart data to your local PC for future historical data requests. If you are connected to a provider that supports historical data, disable this feature.

However you can also use the Market Analyzer in combination with an Indicator column to record realtime data as historical tick data as AutomaticTradingSignals suggested. I just tested this on my end and it records historical tick data when you have a Market Analyzer opened with an Indicator column.