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Backfill automation
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Backfill automation

  #1 (permalink)
Trading for Fun
Singapore
 
Futures Experience: Intermediate
Platform: Ninjatrader, MarketDelta
Broker/Data: CQG
Favorite Futures: Currency Futures, Forex
 
Posts: 61 since Apr 2015
Thanks: 15 given, 8 received

Backfill automation

Hi,

So far, when i'm using Ninjatrader, i do need manually backfill historical bid/ask data on Sunday to cover those empty session before new trading week. So it would be good the historical bid/ask data will be automatic backfill to cover those session that i'm not trading. Would like to know which platform/charting software do designed to automatic backfill historical bid/ask data since date/time that the data feed was last stopped ? Thanks in advance

Regards,
Alfred

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  #2 (permalink)
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  #3 (permalink)
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Omer עומר / Israel י
 
Futures Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
 
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voluma View Post
Hi,

So far, when i'm using Ninjatrader, i do need manually backfill historical bid/ask data on Sunday to cover those empty session before new trading week. So it would be good the historical bid/ask data will be automatic backfill to cover those session that i'm not trading. Would like to know which platform/charting software do designed to automatic backfill historical bid/ask data since date/time that the data feed was last stopped ? Thanks in advance

Regards,
Alfred

Not sure I understand what you are trying to achieve ?
What instrument are you trading ?

If you for example open NinjaTrader it will automatically load all historical price data.

However i have not seen any dataprovider that has historical bid/ask;

I am on IQ feed and IQ feed will only give bid/ask at the moment there was a trade
pure updates to the book are lost in historical mode, only available in live mode.
For that reason i record that information in a live session.

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  #4 (permalink)
Trading for Fun
Singapore
 
Futures Experience: Intermediate
Platform: Ninjatrader, MarketDelta
Broker/Data: CQG
Favorite Futures: Currency Futures, Forex
 
Posts: 61 since Apr 2015
Thanks: 15 given, 8 received


rleplae View Post
Not sure I understand what you are trying to achieve ?
What instrument are you trading ?

If you for example open NinjaTrader it will automatically load all historical price data.

However i have not seen any dataprovider that has historical bid/ask;

I am on IQ feed and IQ feed will only give bid/ask at the moment there was a trade
pure updates to the book are lost in historical mode, only available in live mode.
For that reason i record that information in a live session.

well, i'm still consider a beginner for futures. sorry if i cause any confusion. here's the example of blank data when i turned off my computer for a period of time, so i'm seeking a way to fill those red blank area when running live again. As of now i'm still using CQG data on Ninja7. Most of the time, i'm trading 6E and ES .Please advice. Thanks

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  #5 (permalink)
Elite Member
Omer עומר / Israel י
 
Futures Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
 
rleplae's Avatar
 
Posts: 2,373 since Sep 2013
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I see..

I'm assuming you are using the Gomi tools with the tick data.

The tick data is written to your machine, when that arrives with the gomi recorder,
if the machine was not on, the, the data is missing

There is a tool that can be used to fix that, it's called babar

But unfortunately i think that only works with IQfeed as a data connection.
That woud be a possible solution..

I'm not used Gomi (anymore), maybe somebody else knows of another solution that works with CQG, not sure about that, you may want to post in the Gomi thread ,if my assumption was correct

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  #6 (permalink)
Trading for Fun
Singapore
 
Futures Experience: Intermediate
Platform: Ninjatrader, MarketDelta
Broker/Data: CQG
Favorite Futures: Currency Futures, Forex
 
Posts: 61 since Apr 2015
Thanks: 15 given, 8 received


rleplae View Post
I see..

I'm assuming you are using the Gomi tools with the tick data.

The tick data is written to your machine, when that arrives with the gomi recorder,
if the machine was not on, the, the data is missing

There is a tool that can be used to fix that, it's called babar

But unfortunately i think that only works with IQfeed as a data connection.
That woud be a possible solution..

I'm not used Gomi (anymore), maybe somebody else knows of another solution that works with CQG, not sure about that, you may want to post in the Gomi thread ,if my assumption was correct

Thanks for the recommendation , i will be getting IQfeed data connection in near future. Apart from Ninjatrader, can recommend other platform that can perform the task assume i'm using IQfeed connection. Thanks

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