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Historical tick data


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Historical tick data

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  #1 (permalink)
 fiki 
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How does the the historical tick data work? Is it for market replay or charting. I use NT with zen-fire and they donīt seem to have a continuous ES which makes it difficult to make longer term analysis. Would it be possible to chart, letīs say 1 year of ES with the data?

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 DavidHP 
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fiki View Post
How does the the historical tick data work? Is it for market replay or charting. I use NT with zen-fire and they donīt seem to have a continuous ES which makes it difficult to make longer term analysis. Would it be possible to chart, letīs say 1 year of ES with the data?


fiki,

Unfortunately, NT does not have a great way to do this.

But here is a work-a-round.

http://ww16.ninjatrader-support.com/HelpGuideV6/helpguide.html?Merge&sub1=20210516-2051-077b-8de7-70d65de370f2

There are also numberous posts on the NT forum about this. Search for 'continuous contract' to see the results in the NT forum.

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 Big Mike 
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fiki View Post
How does the the historical tick data work? Is it for market replay or charting. I use NT with zen-fire and they donīt seem to have a continuous ES which makes it difficult to make longer term analysis. Would it be possible to chart, letīs say 1 year of ES with the data?

It is historical tick data, not market replay data. Market replay data is in the Download section under NinjaTrader - Misc if you want it, I've been uploading it for months.

Yes, you can plot 1 year with this data, as I mentioned in above posts on this very thread, rename each .txt file to ES ##-##.txt one at a time and import, creating a continuous contract for NT use.

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 Big Mike 
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Oops sorry. I thought this was the VIP thread with the same name which contains 5 years of historical ES data and a lot of discussion on it.

Sorry. Disregard...

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 fiki 
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Thanks DavidHP!

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 fiki 
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Big Mike, the 5 years of historical ES data was actually what I was thinking about, thanks.

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 Big Mike 
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fiki View Post
Big Mike, the 5 years of historical ES data was actually what I was thinking about, thanks.

It's only for VIP's. If you want to donate to become a VIP it is in the VIP section.

Mike

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Last Updated on October 13, 2009


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