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Downloading Zenfire Historical Data

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    Downloading Zenfire Historical Data

    Hello,

    I'm trying to download historical Zenfire data but it seems to take impossibly long to complete and I can never actually finish the download.

    Whenever I open a chart for the past 5 days it opens after a minute or so, even if I haven't accessed live data recently and NinjaTrader needs to download the past 5 days of tick data.

    However if I try to download anything more, for example the past 6 weeks of data, my computer's hard drive whirs constantly as though something is downloading, but after 90 minutes it still hasn't stopped. This happens every time I try - the download simply never ends.

    I'm guessing a month's worth of tick data can't be much more than a few MBs, which on my high-speed connection would take only a minute or so.

    I've also tried "Reloading" historical data with the same result.

    Is 90 minutes+ for downloading 6 weeks of historical data normal or is there another cause you can think of?

    Thanks for your help,
    Jeremy

    #2
    This is expected bahaviour:
    - tick data for the day is reloaded very time you connect
    - you are just running into resource issues if you try loading several weeks of historical tick (!) data. Don't forget, e.g. ES trades at >150000 ticks a day. I suggest going with smaller timeframes are working throuhg performance hints here: http://www.ninjatrader-support.com/H...anceTips1.html

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      #3
      Thanks for your help, I'd like to backtest a strategy using tick charts for as long a time frame as possible, at least the past 2 years for example. I'm new to historical data ~ is the best way to get this data simply to download a few days at a time until I have all I need, or is there a quicker way?

      Thanks,
      Jeremy

      Comment


        #4
        >> past 2 years for example
        This definitely will not work, since you will hit the wall on memory exhaustion.

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