Data download questions

[palinuro]

I'm using DTN and IB as datafeeds, and have a few questions.

NT downloads historical data on an as needed basis, for charts and strategy backtesting. Is there a way to pre-download all required data (especially useful when testing against many instruments) and maintain it on the local drive? (The way it is handled in WealthLab, OpenQuant, etc).

If I'm connected to both DTN and IB, IB is automatically used as the datafeed. Is there a way to specify DTN? If so, is there a way to specify DTN for some charts/instruments and IB for others?

Thanks.

[NinjaTrader_Josh]

You can download data through the "Reload" historical data tool. It is located in the Tools drop down list.

[palinuro]

Thanks Josh - but do I have to do it one instrument at a time?

[NinjaTrader_Ray]

You could create an instrument list in the Instrument Manager, open the Strategy Analyzer and backtest the list. This will force a load of data of all instruments in the list.

[Pete S]

You can do this, but there is some kind of bug loading data from strategy analyzer which will make this take 10x longer than doing it using reload historical data (I reported here: http://www.ninjatrader-support.com/v...ead.php?t=6241 ). As a workaround until this is fixed, I am using an AutoHotKey ( http://www.autohotkey.com/ ) script to reload from the historical data screen. To use, if you're interested:

1. Install AutoHotKey
2. Edit my script so where it says "Loop 80", it says "Loop <# of symbols in your list>"
3. Get the reload historical data screen setup exactly the way you want it on
the first symbol in the list
4. Right click on the script and choose 'Run Script'

It will reload all of the data.

[palinuro]

Thanks very much for the script and advice, Pete, I will look into this workaround.

NinjaTrader, even if the Strategy Analyzer bug were fixed, this would still be a very time-consuming method for those of us who want to scan a few thousand stocks every day. Much better would be a download/update data function that would work on an entire watchlist - preferably with the possblity to set a timer for daily updates. There's no reason why the user should have to wait for a lengthy download when the computer is perfectly capable of doing that by itself.

Also, no one responded to my other questions - is it possible to specify DTN as a datafeed while also being connected to IB? And can this be changed for different instruments / charts?

Thanks again...

[NinjaTrader_Ray]

Yes, connect to DTN first, then to IB.