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View Full Version : Get historical data at the same time each night


dave1992
03-15-2010, 05:49 AM
OK, this is my problem. The answer may lie outside of NT, but I wanted to put it here and see if anyone has any ideas.

I have a historical data feed from IQFeed. I need to run something at 00:30 each morning to get prices from the previous day, and write them to a file.

I currently do this by just running a strategy to do it. That's easy, but I need to be at my PC at 00:30 to do it. Ninja has no scheduling. I can't leave this strategy running all the time, and besides if there were disconnects I'd miss data.

Another alternative would be to link straight into IQFeed. I supposes it's too difficult to link into the IQFeed dll part of NT. IQFeed do do APIs but you need to register as a developer for 300 per year. They do do DDE access, but I haven't been able to get that working from open office, and I don't see how you get bar data (i.e. 1min) using that.

So, anyone have any ideas?

thanks
Dave

NinjaTrader_Bertrand
03-15-2010, 07:17 AM
Dave, the only idea I could throw in would be using a program like MacroExpress to emulate a scheduler for the needed repetitive steps involved...

dave1992
03-15-2010, 07:27 AM
Thanks Bertrand,

Yes, I had thought of this. The problem is that Ninja is quite a mouse intensive, drop down box, dialog box type application. I think it would be a bit of a nightmare to record a macro to start a strategy.

Or has anyone done it?