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How do I get historical range bar data for NT?


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How do I get historical range bar data for NT?

  #1 (permalink)
 dlgoetz 
Florida
 
Experience: Advanced
Platform: Ninjatrader
Broker: IB
Trading: YM ES
Posts: 3 since Jan 2010
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I use NT. How can I get historical range bar data. It seems like it will only populate for the times NT was on and will show a gap for when it was off. Thanx

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  #3 (permalink)
 
eDanny's Avatar
 eDanny 
East Rochester, NY
 
Experience: Intermediate
Platform: NT
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If you are talking about market replay data, you will only have that for the times your machine is running NT. Otherwise, Zenfire historical data comes from NT. What data feed are you using that you can't get historical data?

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  #4 (permalink)
 dlgoetz 
Florida
 
Experience: Advanced
Platform: Ninjatrader
Broker: IB
Trading: YM ES
Posts: 3 since Jan 2010
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I am using NT with IB. was away for a week and would like to manually backtest my some ideas. The only data that loads is data from the times NT and IB was running. I wonder if I am doing something wrong or if there is a data provider that can help with historical range data or tick data to construct the range bars.

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  #5 (permalink)
 
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 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
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You are not doing anything wrong. Range bars are built from tick data and Interactive Brokers offers no historical tick data.

While you connect, you may opt to save the real-time data as historical data. But attention: the ticks supplied by Interactive Brokers are aggregated, so you do not get the ticks at full speed. This means that the ticks recorded from the real-time data are not those of the exchange, but far less. This also has some advantages, as you can run more indicators in CalculateOnBarClose = false mode without running into trouble. Each tick triggers OnBarUpdate(), and a reduced supply of ticks results in a reduced number of runs.

If you want historical tick data to test on range bars, you could try the Gain/Ninja Demo connection, which is free of charge. But you get what you pay for: low quality data. If you want to get quality tick data, you have to pay for it (for example e-Signal) or change your broker.



dlgoetz View Post
I am using NT with IB. was away for a week and would like to manually backtest my some ideas. The only data that loads is data from the times NT and IB was running. I wonder if I am doing something wrong or if there is a data provider that can help with historical range data or tick data to construct the range bars.


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  #6 (permalink)
MoreYummy
Toronto/Ontario
 
Posts: 33 since Mar 2010
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How is the data compare CME's 6E, 6B to gain's E/U, and G/U on Ninja trader?

Im also looking for replay of 6B on NT or G/U.

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  #7 (permalink)
 dlgoetz 
Florida
 
Experience: Advanced
Platform: Ninjatrader
Broker: IB
Trading: YM ES
Posts: 3 since Jan 2010
Thanks Given: 0
Thanks Received: 0

Thanx FT for your reply, will try Gain and see if it satisfies my needs.

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Last Updated on March 7, 2010


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