View Full Version : Need YTD emini ES contract tick data for backtesting
nttrader1
08-25-2010, 12:00 AM
It appears, per version NT 6.5, the data/days are very incomplete...and that is at best. For example just now and it's AUGUST 25 2010 I tried to load from 6/22/2010 to Today...and It started at 6/22 BUT only gave me like 12 days of data....missing most of July and most of august....so over 80% of the data is missing!
Very strange.
I am trying to backtest this most recent SEPT. Emini SP500 contract but I can't get any good tick data....can i download from someplace you know?
Thanks!
NinjaTrader_Jason
08-25-2010, 02:55 AM
Hello nttrader1,
Can you please tell me to what connectivity provider you are connected in NinjaTrader.
Do you see all requested data if you create a chart for the same instrument and session begin and end dates?
Please note NinjaTrader acts as a radio receiver and displays the data it receives/loads. You can find a list of supported connectivity providers at the link below.
http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html
nttrader1
08-25-2010, 09:38 AM
Hello Jason,
I am using Vision as my data provider.
Yes, I go to FILE>NEW CHART...and enter my dates on my tick intervals..usually more than 30 days will give me an 'out of memory execption" or many trading days will be missing.
NinjaTrader_Jason
08-25-2010, 10:13 AM
The out-of-memory exception indicates NinjaTrader requested too much PC resources (CPU & RAM), which causes the software to crash. Please note that Vision provides unfiltered tick data.
I suggest to load the tick chart in parts. So load historical data for the last 10 days. Once loaded, load an additional 10 days and so on until you have all historical tick data you like.
Subsequently disconnnection from Vision and perform the backtest once more and check if all requested historical data is used.
nttrader1
08-25-2010, 10:27 AM
Thank you Jason. I will give it a try!
Do you know how far back the tick data can go? I wonder if I can also get the last June Contract starting from March/April.......If not...do you suggest where I can get this 'back data"?
Thanks again for your quick response time!
NinjaTrader_Jason
08-25-2010, 10:33 AM
Yes, historical tick data for the ES 06-10 is available as well.