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Continuous Data Provider
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Continuous Data Provider

  #1 (permalink)
BigBlue
Lexington, KY
 
Futures Experience: Advanced
Platform: Ninjatrader
Favorite Futures: CL, TF, GC, Dax, Options
 
Posts: 15 since Mar 2011
Thanks: 4 given, 4 received

Continuous Data Provider

I have reviewed previous posts on creating continuous data within NT. Most are from a few years ago. Does anyone know of a data PROVIDER that offers continuous data for download so we dont have to convert everything ourselves? Thanks

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  #3 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
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BigBlue View Post
I have reviewed previous posts on creating continuous data within NT. Most are from a few years ago. Does anyone know of a data PROVIDER that offers continuous data for download so we dont have to convert everything ourselves? Thanks

NT7 does it all built-in, you don't need a continuous futures contract from a data feed in NT7. But to answer your question, DTN IQFeed provides continuous contracts.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
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2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
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4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
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6)
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  #4 (permalink)
BigBlue
Lexington, KY
 
Futures Experience: Advanced
Platform: Ninjatrader
Favorite Futures: CL, TF, GC, Dax, Options
 
Posts: 15 since Mar 2011
Thanks: 4 given, 4 received

Thanks. The way I understand it is that I can download real time data continuously in NT but not replay data. I should have worded the question better. We are trying to find someone that can supply continuous contract data from past contracts for backtesting with replay in NT and use with TF ##-## or CL ##-## etc.

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  #5 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,357 given, 83,240 received


BigBlue View Post
Thanks. The way I understand it is that I can download real time data continuously in NT but not replay data. I should have worded the question better. We are trying to find someone that can supply continuous contract data from past contracts for backtesting with replay in NT and use with TF ##-## or CL ##-## etc.

There is something like 10 years of ES tick data on futures.io (formerly BMT) in Elite section, and many years of tick data for the most popular other markets.

https://futures.io/elite-circle/7279-official-gomrecorder-qcollector-tick-data-sharing-thread.html

https://futures.io/elite-circle/719-historical-es-s-p-500-futures-contract-tick-data-2003-up.html

Market Replay is different than traditional backtesting data. Tick data would allow you to do backtesting, Market Replay is separate. You can find several years of Market Replay data on futures.io (formerly BMT) as well:

https://futures.io/local_links_search.php?action=show&literal=1&search=replay&desc=1&keys=1

https://futures.io/elite-circle/6211-market-replay-users-unite.html

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote

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