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Ninjatrader Historical Data and Market Replay data, how to get it!
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Ninjatrader Historical Data and Market Replay data, how to get it!

  #1 (permalink)
Trading for Fun
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Ninjatrader Historical Data and Market Replay data, how to get it!

Hi, does anyone know where to download historical data on NinjaTrader?, and also how to get more market replay data that is currently available on the server?

Thanks.

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  #2 (permalink)
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  #3 (permalink)
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Omer עומר / Israel י
 
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You need to exit ninjatrader
then go to the website and download a tool
Ninjatrader Market Replay - Home

download the data (be carefull, don't load all available data, NT becomes unstable if you donwload too much data)
typicall go for one instrument

then restart NT
for information on replay and how to do inside NT look at :


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  #4 (permalink)
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rleplae View Post
You need to exit ninjatrader
then go to the website and download a tool
Ninjatrader Market Replay - Home

download the data (be carefull, don't load all available data, NT becomes unstable if you donwload too much data)
typicall go for one instrument

then restart NT
for information on replay and how to do inside NT look at :


Thanks for that.
Actually, I have been using this tool. Unfortunately, they download their data off the same server as NT, as it doesn't go further back than 1 year it seems. I could be wrong, but I couldn't find any data for 2014 or before for the ES.

Do you know about any similar toolthat would go further back and also has historical data?
So far, I know there's two, but both have a limit, it seems.

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  #5 (permalink)
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Omer עומר / Israel י
 
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kidvic View Post
Thanks for that.
Actually, I have been using this tool. Unfortunately, they download their data off the same server as NT, as it doesn't go further back than 1 year it seems. I could be wrong, but I couldn't find any data for 2014 or before for the ES.

Do you know about any similar toolthat would go further back and also has historical data?
So far, I know there's two, but both have a limit, it seems.

I just checked, there is data from 2013.
You may run into a problem that your NT does not have those old contracts.
There is a solution for that, by putting your pc clock backward

To be able to access the 12-12 please close NinjaTrader, set your PC clock back to 2012 and restart NinjaTrader.

Then go to the Instrument Manager window, search for the instrument, select it, select the 12-12 expiry from the Expiry drop down, add it to the instrument list and press OK.

Then close NinjaTrader, set your PC clock back to today's date and restart NinjaTrader.

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  #6 (permalink)
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rleplae View Post
I just checked, there is data from 2013.
You may run into a problem that your NT does not have those old contracts.
There is a solution for that, by putting your pc clock backward

To be able to access the 12-12 please close NinjaTrader, set your PC clock back to 2012 and restart NinjaTrader.

Then go to the Instrument Manager window, search for the instrument, select it, select the 12-12 expiry from the Expiry drop down, add it to the instrument list and press OK.

Then close NinjaTrader, set your PC clock back to today's date and restart NinjaTrader.

I followed your steps, started NT, changed the date, closed NT, but the second time when I restarted NT, the firewall/no internetmessage came up. (The message that pops up when you are NOT connected to the internet). Im on Windows 10 FYI

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  #7 (permalink)
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kidvic View Post
I followed your steps, started NT, changed the date, closed NT, but the second time when I restarted NT, the firewall/no internetmessage came up. (The message that pops up when you are NOT connected to the internet). Im on Windows 10 FYI

date should be changed when NT is not running
is that a type or you did it not correct ?

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  #8 (permalink)
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rleplae View Post
date should be changed when NT is not running
is that a type or you did it not correct ?

Still happening. Opened NT with todays date, closed NT, changed date (12-2-2014), restarted, got the message cant' verify license servers (firewall/no internet)

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  #9 (permalink)
Elite Member
Omer עומר / Israel י
 
Futures Experience: Master
Platform: NinjaTrader, Proprietary,
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Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
 
rleplae's Avatar
 
Posts: 2,489 since Sep 2013
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kidvic View Post
Still happening. Opened NT with todays date, closed NT, changed date (12-2-2014), restarted, got the message cant' verify license servers (firewall/no internet)

Hmm...

I think this should not be an issue
I think this is because the date is before the issue date of the SSL certificate used to connect to the license server

You can still go into NT (sim mode only) and update the instrument
then exit NT, put the data back and you will have the old instrument activated

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  #10 (permalink)
Trading for Fun
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Posts: 92 since Mar 2015
Thanks: 13 given, 2 received


You are correct, I was able to do it!
Thanks!

Now to DL this histortical data?

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