How to load historical data from 2007 to test strategy

[tommartin321]

Hello,

I have a strategy I'm trying to run backtesting on, but I wanted to use data from all of 2007. Is this possible? And if so, how do I load this data.

[NinjaTrader_ChelseaB]

Hello tommartin321,

Data comes from the connected data provider. This would depend on the instrument / data type and who you are connected to for data.

All links blow are publicly available.

Below is a link to the NinjaTrader 7 help guide on Historical & Real-Time Data. In the section 'Understanding the data provided by your connectivity provider' there is a chart that shows the supported connection technologies and the types of data these connections support.

http://www.ninjatrader.com/support/helpGuides/nt7/historical_data.htm

This next link is to the same help guide page for NinjaTrader 8.

http://ninjatrader.com/support/helpGuides/nt8/en-us/data_by_provider.htm

Also here is a publicly available link to a list of the supported brokers with the NinjaTrader Platform.

http://ninjatraderecosystem.com/Brokers.php

Each provider / broker will have different amounts of historical data. You may need to check with the provider to see how far back it goes.

CQG/Continuum data goes back as far as the recording of each instrument begins, which is different for each instrument.


It is also possible to purchase historical tick data from 3rd parties as well.
Below are public links to 3rd party sites.

https://www.tickdata.com/

https://www.cqgdatafactory.com/

[tommartin321]

Thanks Chelsea.

I'm using Rithmic and my instrument I'm backtesting is the ES. So, with using the Rithmic data feed, can I get E-mini S&P futures historical data going back to 2007?

Thanks,
Tom

[NinjaTrader_ChelseaB]

Hello Tom,

I have connected to Rithmic and set the bar type to day and the interval to 1. I've set the 'Load data base on' to 'Custom range' and set the start date to Jan 1st, 2007.

I'm finding daily data loaded back to 2007 (and further), minute data loaded to 2007 (and further), and tick data going back almost a year to July 16th, 2017.

[tommartin321]

My strategy uses tick data only. So I'm guessing I'd need to buy historical tick data from 2007 to 2009?

[NinjaTrader_ChelseaB]

Hello Tom,

Yes, if you need tick data from pre- July 2017, then yes you will need to find an alternative source or purchase this.

[tommartin321]

ok, thank you. And after I've purchased the data I would then use Historical Data Manager to import the tick data?

[NinjaTrader_ChelseaB]

Hello Tom,

Yes, the data would be imported in the Historical Data Manager.