data provider has all of 'Historical Data' columns checked as 'Yes'.
But some don't.
The exceptions are IB and TD Ameritrade. For ex, these do not provide
historical tick data. What does that mean, exactly? Does this mean
these folks cannot load up any tick-based charts with any historical
tick-based data? Are these customers hosed when using NT8?
(Of course not, NT has its own historical data servers that will
provide that historical tick data, right?)
-=o=-
So, my first question is, explain how the provider's historical data
availability and NT's own historical data servers are used to provide
the historical data we ultimately see and download to the db folder.
I mean, where is the historical data really coming from?
You or the provider?
What are the rules?
And how much historical data is available?
How does this vary between Tick/Minute/Day and Playback data?
Does every data provider providing historical data provide the
same amount of historical data?
[I know Historical data and Playback data are viewed differently
by the NinjaTrader product, but it seems easiest to think of Playback
data as just another category of Historical data, because so many
questions can be applied to both.]
-=o=-
The basic cause of my lack of understanding is this:
The Data by Provider web page fails to discuss how much historical data
is made available by each provider. Not even a hint. Not even a sense of
guaranteed minimums. Little mention of any common constraints. This makes
it very difficult to do a detailed comparison for the many different providers
in that chart.
For ex, more information on Kinetick historical data is here.
Btw, that thread contradicts what (I thought) I was previously told.
From my past, I could have sworn these held true,
- historical tick data - 1 year
- historical minute/day data - usually 10+ years
- playback data - 90 days
historical playback servers?
In addition to the historical data from a provider, how much historical data
(Tick/Minute/Day data) is available via NT's own historical data servers?
How does this compare to the historical Data by Provider?
If the answers are rather involved (because it depends upon the provider)
I am most interested in a thorough understanding of the current historical
data capacities/amounts/restraints for,
- Rithmic
- Continuum
- Kinetick
coming from, how NT's own historical data servers are used with the
Data by Provider historical data, and exactly how much historical data
is available, and does the amount of available historical data vary by
provider, and by how much.
I imagine this thread may become a long conversation. I have many
followup questions just waiting in the wings...
I'd like to make this thread 'The Definitive Guide to Historical Data'.
(I know, famous last words, right?)
Comment