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| Charting Support for NinjaTrader Advanced Charting. |
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#1 |
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Junior Member
Join Date: Dec 2009
Posts: 1
Thanks: 0
Thanked 0 times in 0 posts
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Hi Folks , I need to do some backtesting on emini futures on both the Eurostoxx50 and S&P 500 , I am finding it very difficult to find a third party to purchase reliable tick data to import in the ninjatrader .txt format as most use ascii . My questions are
What do i need to be cautious of when purchasing the tick data ? Is all data created equal ? What is the difference between filtered and unfiltered ? How much should i roughly be paying for reliable historical intraday tick data ? Can ascii file formats be converted to ninja compatible format ? if so how ? Has anyone previously purchased Eurostoxx50 tick data for the purpose of backtesting if so where ? With respect to ninja building its own historical data base from the live data feed are there any factors that can affect the accuracy of the tick data ? Thank you all for your help this is proving to be very time consuming for me and your assistance is greatly appreciated. Regards Nick |
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#2 |
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NinjaTrader Customer Service
Join Date: Aug 2007
Location: Breda, Netherlands
Posts: 11,223
Thanks: 83
Thanked 333 times in 325 posts
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Hello Nick,
You will need make sure the data uses the format listed at the link below. http://www.ninjatrader-support.com/H...V6/Import.html Different feeds/applications can have difference in data. Thus different historical data providers could have differences as well. http://www.ninjatrader-support.com/H...ChartBars.html Filtered data does not contain all data, since it is filtered. Unfortunately, I have no idea regarding such prices. Unfortunately such a converter function is not supported in the software. Please see the forum thread below for more information. http://www.ninjatrader-support2.com/...=ascii+convert
Jason
NinjaTrader Customer Service |
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| backtesting, historical data |
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