NexusFi: Find Your Edge


Home Menu

 





Backfill automation


Discussion in Platforms and Indicators

Updated
    1. trending_up 1,562 views
    2. thumb_up 1 thanks given
    3. group 4 followers
    1. forum 5 posts
    2. attach_file 1 attachments




 
Search this Thread

Backfill automation

  #1 (permalink)
voluma
Singapore
 
Posts: 65 since Apr 2015
Thanks Given: 15
Thanks Received: 8

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

Reply With Quote

Can you help answer these questions
from other members on NexusFi?
ZombieSqueeze
Platforms and Indicators
Better Renko Gaps
The Elite Circle
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
Increase in trading performance by 75%
The Elite Circle
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Just another trading journal: PA, Wyckoff & Trends
34 thanks
Tao te Trade: way of the WLD
24 thanks
Bigger Wins or Fewer Losses?
18 thanks
GFIs1 1 DAX trade per day journal
16 thanks
Vinny E-Mini & Algobox Review TRADE ROOM
13 thanks
  #3 (permalink)
 
rleplae's Avatar
 rleplae 
Gits (Hooglede) Belgium
Legendary Market Wizard
 
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863



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.

Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #4 (permalink)
voluma
Singapore
 
Posts: 65 since Apr 2015
Thanks Given: 15
Thanks Received: 8


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

Attached Thumbnails
Click image for larger version

Name:	Capture.JPG
Views:	147
Size:	321.9 KB
ID:	242383  
Reply With Quote
  #5 (permalink)
 
rleplae's Avatar
 rleplae 
Gits (Hooglede) Belgium
Legendary Market Wizard
 
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863

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

Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #6 (permalink)
voluma
Singapore
 
Posts: 65 since Apr 2015
Thanks Given: 15
Thanks Received: 8


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

Reply With Quote




Last Updated on October 8, 2017


© 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