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rty no chart data before 2017


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rty no chart data before 2017

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  #1 (permalink)
Tucson arizona
 
 
Posts: 31 since Jun 2018
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in ninjatrader 8 im trying to load the RTY 09-18 chart data but im getting data for only 7/9/17 - current date. is there no data for the rty before 2017 or am i just doing something wrong?

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  #3 (permalink)
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The reason why you can see RTY-data only back to 2017 is easy to explain: the RTY was created in 2017

Some platforms/data-providers have added the old TF-data before the start-date of the RTY. I can see data back to 2003 on my charts (I use TradeNavigator). This includes TF-date (ICE) and also data from the old R2K (CME).


Try to watch a RTY continuous-contract, perhaps you get more data using this contract (I've no idea how NT handles this).

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  #4 (permalink)
Tucson arizona
 
 
Posts: 31 since Jun 2018
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tr8er View Post
The reason why you can see RTY-data only back to 2017 is easy to explain: the RTY was created in 2017

Some platforms/data-providers have added the old TF-data before the start-date of the RTY. I can see data back to 2003 on my charts (I use TradeNavigator). This includes TF-date (ICE) and also data from the old R2K (CME).


Try to watch a RTY continuous-contract, perhaps you get more data using this contract (I've no idea how NT handles this).

exactly what i thought... cool man thanks for the clear up.

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  #5 (permalink)
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...and to further complicate things, one expiry traded on both exchanges simultaneously. It took months for the liquidity to migrate from the old to the new exchange, so that could make testing unreliable.

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August 30, 2018


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