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Historical data needed for NinjaTrader for different future types


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Historical data needed for NinjaTrader for different future types

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matevisky's Avatar
 matevisky 
Nelson, New Zealand
 
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Newbie question: I would like to backtest and analyze the market movement for different dates for different instruments (mostly future contracts). I dont need market replay data structure, also i dont need L2 data as well. I just need a tickchart data for the given data, and for the given instrument.
I was trying to use kinetick data connection to lead chart 3 month back, but I was failed to load it, my question is simple.
What is the best pratice to download or get these data? (again it could be many instruments: 6s, CL, gold, NG bond etc... for varius dates).
I have good connection, and lots of free space, so i dont care to bulkdownload anything

Thank you for advance, and sorry if it is a duplicated question

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 Big Mike 
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matevisky View Post
Newbie question: I would like to backtest and analyze the market movement for different dates for different instruments (mostly future contracts). I dont need market replay data structure, also i dont need L2 data as well. I just need a tickchart data for the given data, and for the given instrument.
I was trying to use kinetick data connection to lead chart 3 month back, but I was failed to load it, my question is simple.
What is the best pratice to download or get these data? (again it could be many instruments: 6s, CL, gold, NG bond etc... for varius dates).
I have good connection, and lots of free space, so i dont care to bulkdownload anything

Thank you for advance, and sorry if it is a duplicated question

Go to The Elite Circle subforum and look at all the sticky threads at the top. There are threads for many popular instruments that contain many years of historical tick data. The more exotic the instrument, the less likely it will be there.

There is also a thread "Official QCollector backfill" which contains a lot of tick data for a wide variety of instruments, including inside bid/ask info necessary for some tools like Delta analysis or Gom based Footprint/Ladder tools.

Kinetick (which is a re-branded IQFeed) only offers 120 days of historical tick data at this time. They will increase it soon, but not sure when or to how much. Also it may only be for IQFeed customers not Kinetick, it's all just speculation for now - you'd have to ask them in their AMA thread here on futures.io (formerly BMT).

Mike

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 Fat Tails 
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matevisky View Post
Newbie question: I would like to backtest and analyze the market movement for different dates for different instruments (mostly future contracts). I dont need market replay data structure, also i dont need L2 data as well. I just need a tickchart data for the given data, and for the given instrument.
I was trying to use kinetick data connection to lead chart 3 month back, but I was failed to load it, my question is simple.
What is the best pratice to download or get these data? (again it could be many instruments: 6s, CL, gold, NG bond etc... for varius dates).
I have good connection, and lots of free space, so i dont care to bulkdownload anything

Thank you for advance, and sorry if it is a duplicated question

If you have the regular Kinetick connection (not the free Kinetick EOD, which is limited to daily data), then you should be able to download tick data.

There are two ways of downloading tick data.

(1) Use the Historical Data Manager -> Download, then select the "Default" list or any other list, and you can now download data for all instruments listed and have a cup of coffee while it is happening.

(2) Open any tick chart with a lookback as required, and the chart should populate automatically.

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matevisky's Avatar
 matevisky 
Nelson, New Zealand
 
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Posts: 470 since May 2013
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Fat Tails View Post
If you have the regular Kinetick connection (not the free Kinetick EOD, which is limited to daily data), then you should be able to download tick data.

There are two ways of downloading tick data.

(1) Use the Historical Data Manager -> Download, then select the "Default" list or any other list, and you can now download data for all instruments listed and have a cup of coffee while it is happening.

(2) Open any tick chart with a lookback as required, and the chart should populate automatically.

Got it. It is working properly with my zenfire connection. I dont understand my self, i was so hard to try with kinetick instead of trying with my broker connection. Thc for the valid point!

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Last Updated on May 19, 2013


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