NexusFi: Find Your Edge


Home Menu

 





I Need a Data provider w/Historical TICK included


Discussion in NinjaTrader

Updated
    1. trending_up 1,252 views
    2. thumb_up 0 thanks given
    3. group 3 followers
    1. forum 2 posts
    2. attach_file 0 attachments




 
Search this Thread

I Need a Data provider w/Historical TICK included

  #1 (permalink)
skiing60
Mississauga ON Canada
 
Posts: 5 since Nov 2021
Thanks Given: 4
Thanks Received: 1

I'm using TWS/IBKR, (slow and limited) $15 month, as my broker AND data connection for Ninjatrader. I need to use Volume type Indicators (VWAP) but it doesn't provide Historical TICK data (required) from TWS to backtest my strategies and ATMs. I'm specifically trading the ES only, at present. Does anyone know a reasonably priced data provider that offers HISTORICAL TICK DATA? Thanks

Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Ninja Mobile Trader VPS (ninjamobiletrader.com)
Trading Reviews and Vendors
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
Exit Strategy
NinjaTrader
Are there any eval firms that allow you to sink to your …
Traders Hideout
The space time continuum and the dynamics of a financial …
Emini and Emicro Index
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Get funded firms 2023/2024 - Any recommendations or word …
59 thanks
Funded Trader platforms
37 thanks
NexusFi site changelog and issues/problem reporting
23 thanks
GFIs1 1 DAX trade per day journal
22 thanks
The Program
19 thanks
  #2 (permalink)
 
trendisyourfriend's Avatar
 trendisyourfriend 
Quebec Canada
Market Wizard
 
Experience: Intermediate
Platform: NinjaTrader
Broker: AMP/CQG
Trading: ES, NQ, YM
Frequency: Daily
Duration: Minutes
Posts: 4,527 since Oct 2009
Thanks Given: 4,171
Thanks Received: 6,018

NinjaTrader’s Order Flow + VWAP includes both a Standard and Tick resolution providing a fast-loading VWAP alternative.

Standard: This resolution mode can save valuable computing time and resources by calculating the VWAP on a bar-by-bar basis. Rather than recalculating with each incoming tick, the VWAP calculates once per bar.

Tick: This is the conventional method of calculating VWAP values and recalculates with each incoming tick of price data.

Although, i have access to tick data i never use tick resolution for VWAP. Differences are minors anyway or not significant enough to justify using tick resolution. Try to see if you can test using the Standard resolution.

https://ninjatrader.com/blog/track-support-and-resistance-with-order-flow-vwap/

Or subscribe to this data provider specifically geared for Ninjatrader https://kinetick.com/

Reply With Quote
  #3 (permalink)
 iq200 
London, UK
 
Experience: Intermediate
Platform: Ninjatrader, Tradestation
Broker: Kinetick, InteractiveBrokers
Trading: Equities, Futures
Posts: 407 since Jun 2010
Thanks Given: 145
Thanks Received: 278



trendisyourfriend View Post
NinjaTrader’s Order Flow + VWAP includes both a Standard and Tick resolution providing a fast-loading VWAP alternative.

Standard: This resolution mode can save valuable computing time and resources by calculating the VWAP on a bar-by-bar basis. Rather than recalculating with each incoming tick, the VWAP calculates once per bar.

Tick: This is the conventional method of calculating VWAP values and recalculates with each incoming tick of price data.

Although, i have access to tick data i never use tick resolution for VWAP. Differences are minors anyway or not significant enough to justify using tick resolution. Try to see if you can test using the Standard resolution.

https://ninjatrader.com/blog/track-support-and-resistance-with-order-flow-vwap/

Or subscribe to this data provider specifically geared for Ninjatrader https://kinetick.com/

VWAP specifically is possibly a bad example to use. However, speaking from experience, other indicators that are primarily volume or orderflow delta based can make a big difference as more volume comes in. Therefore it makes more sense to use tick resolution for chart update in some cases.

Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote




Last Updated on November 17, 2021


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts