Market data

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Market data

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The Market data section sets options related to market data and database management.

 

Options_Marketdata

 

 

General


Preferred connections - historical

Sets a connection to be used by NinjaTrader for historical data if it is connected. You can choose a separate preferred connection for each instrument type, expand the triangle to the left of the property name to set a preferred connection.

Preferred connections - real-time

Sets a connection to be used by NinjaTrader for real-time data if it is connected. You can choose a separate preferred connection for each instrument type, expand the triangle to the left of the property name to set a preferred connection.

Historical


Adjust for splits - daily data

Enables or disables split adjusting historical data for daily data. Some providers already split adjust their daily data and you do not need to adjust it a second time if your provider handles it on their side. Please see this help guide page under the section "Understanding splits and dividends" for more information.

Adjust for splits - intraday data

Enables or disables split adjusting historical data for intraday data. Some providers already split adjust their intraday data and you do not need to adjust it a second time if your provider handles it on their side. Please see this help guide page under the section "Understanding splits and dividends" for more information.

Adjust for dividends

Enables or disables the adjustment of historical data to account dividends, for use with any function that requires historical market data

Get data from server

Enables or disables the retrieving of historical data from the data provider's server. When disabled, only local data stored on your PC will be used.

Global merge policy

Sets the merge policy for Futures contracts:

 

Do not merge: historical data is not merged

 

Merge back adjusted: NinjaTrader automatically merges and back adjusts historical data

 

Merge non back adjusted: NinjaTrader automatically merges, but does not back adjust, historical data

 

For more information on merge policies, see the "Understanding merge policies" section on this page.

Show Tick Replay

When enabled, allows "Tick Replay" to be configured from a data series menu.  Please see Tick Replay for more information.

Real-time


Auto subscribe to required instruments

Sets whether NinjaTrader will automatically subscribe to market data for any instruments requiring data throughout the platform

Enable market recording of playback

Enables or disables market data recording for use with the Playback Connection

Filter bad ticks

Enables or disable filtering of bad ticks. This filtering only works on real-time data and will filter ticks that are a greater then a set percentage away from the last tick. Set the percentage for filtering with the property: "% off market". Note: If NinjaTrader receives 2 or more ticks that violate the tick filter we will no longer filter the ticks as the market is assumed to have legitimately gapped up or down.

% off market

Sets the real-time tick filter offset percentage (0.1 equals 1/10 of a percent)

Save chart 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.