|08-24-2010, 07:09 AM||#1|
Join Date: Nov 2009
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Historic Data & Market Replay Data
I have a couple of questions I'll post here, before moving over to NT7 questions. I would really like to get to the bottom of managing, storing, downloading and using clean data in both versions.
1. If I have two data providers, both providing real-time data (say one is for backup), then does Ninja only use the data of the first connection? In which case no bandwidth is being used providing real-time data by the second connection??
2. If my first connection (say Zen Fire) fails, and I have the second (say DTN) as a 'backup' on the ZF connection, does it automatically 'kick in' at that time? (and then use that connection in the historic data building)?
3. If I have 'store real-time bar data' selected AND 'run mkt replay recorder', are these two data sets being stored in two different places? Is the historic data in any way 'editable' (as it is in NT7)? I suppose I could at least 'export' and then 'view' it? Where are the two different data sets stored?
4. When I run a strategy analyzer back-test over the last few months, it always hangs at the 'loading data' stage. If I just select the last two weeks this doesn't happen. Why wouldn't it just use the historical data that I have in my DB? What if that data is 'gappy', is it likely to abort? Why is it hanging?
5. The NT7 option to download historic data is something I used to do in esignal and am SO glad it is now in NT! (Hang on, there's a Q here) I assume that 'store real time chart data' option only creates historic data as good as the connection used. So, if ZF looses connectivity, the data will be gappy? Or does it backfill when I do something like "reload historic data", to constantly ensure historic data is accurate? (guessing this is too much to ask) : )
Thanks very much for your time !
|08-24-2010, 07:50 AM||#2|
NinjaTrader Customer Service
Join Date: Aug 2007
Location: Breda, Netherlands
Thanked 354 times in 345 posts
1. Correct, NinjaTrader will receive real-time data from the first connection. Only when the first conection does not support an instrument type (futures, stock, forex, index), it will receive real-time data from the second connection (providing they support the instrument type).
2. Yes, providing you were connected to DTN IQFeed second.
3. Yes, these are saved at different places, since it is different data.
Unfortunately you cannot historical data the same way as in NinjaTrader 7. You could export historical data and go from there.
Historical data (store real-time bar data) is saved in the database, which is located at (My) Documents-->NinjaTrader 6.5-->db-->NinjaTrader(mdb
Market replay data is saved at (My) Documents-->NinjaTrader 6.5-->db-->data in folders per date.
4. The Strategy Analyzer will use historical data in your database - it will load historical data not available in the database from the connected connectivity provider.
Your strategy will be backtested on the historical data that is loaded. If it contains gaps, it will run on the data that is present.
Likely, the backtest requests too much data to be processed on your PC - the CPU/RAM request to process the backtest exceeds the available CPU/RAM. Please reduce the amount of historical until the hangup does occur anymore.
5. Correct, 'Store real-time chart data' will only save incoming real-time data. So if you lose connection, it will stop saving data in the database.
It will be backfilled when you reload historical data.
NinjaTrader Customer Service
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