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Eagle
11-13-2009, 07:44 AM
Hello I tested the Zenfire feed for a short time today with IQFeed and came up with some big differences. I spoke to Zenfire and they stated they do not keep historical data, and this would be with the vendor in this case Ninja.
So when I open a chart who is the historical data coming from when I have no backup source specified.
my understanding is ninja only allows the export of historical data, and does not cache real time data for storage.
I tried linking the files but the file limit is to large, so these were sent to support

NinjaTrader_Jason
11-13-2009, 07:59 AM
Hello Eagle,

Unfortunately, Zen-Fire does not support historical data itself. As a courtesy we allow these users to make use of our historical data server.

You can save real-time data in the NinjaTrader database by enabling 'Store real-time bar data' at Tools-->Options-->Data-tab. However, we recommend not to enable this option if you connect to a data feed that has access to historical data.

Note that different feeds can produce different data.
http://www.ninjatrader-support.com/HelpGuideV6/HowDoesNinjaTraderBuildChartBars.html

Eagle
11-13-2009, 10:44 AM
Thanks for your reply. The Differences in the feed are actually related to volume. Zen does not report block trades, only whats happening on exchange.
These data settings were enabled. However it still does not save data?? Is there something else I am missing?

NinjaTrader_Jason
11-13-2009, 11:31 AM
How do you determine no data is saved? What happens if you create a chart without being connected to either data feed?

In addition, we do not recommend to enable this option when you connect to a data feed that supports historical data.

Eagle
11-13-2009, 11:35 AM
heres what I did, I ran it for about 2 hours. Letting it collect some data. Then I closed Ninja, reopened and tryed to export the historical data for those hours
, it kept saying there was no data. Then when I opened a chart it pulled some data from your servers I guess, and this was able to be exported.

NinjaTrader_Jason
11-13-2009, 11:38 AM
I suggest to disable this option, since you have access to historical data and retrieve it from there.