Historical Data beyond what Ninja has? | Reviews of Brokers and Data Feeds


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Historical Data beyond what Ninja has?

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Market Wizard
Cleveland Ohio/United States
 
Trading Experience: Advanced
Platform: Tradestation
Broker/Data: Tradestation, DeCarley, others
Favorite Futures: futures
 
Posts: 2,655 since Jul 2012
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Is anyone familiar with this company?

Ninjatrader Native Historical Data & Market Replay Data for Futures, Forexs & Stocks : Continuous Intraday Tick, Minute, Day, Volume, Bid, Ask, Last, Level I & Level II High Frequency Trading Data

They say they have futures data going back 45 years available for download, and for NinjaTrader. It looks like it might be in continuous contract format though, which I thought I read was not ideal to run historical optimization runs on.

What kind of continuous contract do they offer? There are different methods of creating these datastreams, and each one has some strength and weaknesses.

I use backadjusted continuous contracts, and I am happy with them. But, on some futures, the historical price can actually go negative because of the backadjusting, so you have to be careful with your calculations and testing.

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