historical data from IB issue

[nicknamed]

Dear,
I need few years of data for many assets - forex, futures, bonds - (not for system development - for that purpose I am recording market replay data), but for PhD research. Please help/advice how to get as much data as possible.

Therefore, I am downloading ES contracts 1209, then 0909, then 0609, continuing to the past, please tell me if in case I need the best quality data I am doing it correctly.

NT has limitation for contracts 0908, so I cannot getpast that into the history and I really need to.

Then please advice me how to solve this issue:

ES 0609 contract: 20090601 000100;920.25;921.5;919.25;920.25;1535
ES 0909 contract: 20090601 000100;916.5;916.5;916.5;916.5;1
ES 1209 contract: 20090601 025100;907.5;907.5;907.5;907.5;1

I think the prices should be the same at least for the end of 0609 and start for the 0909 contract, or not? Could you please tell me how may I get one long continuous time series of ES contract?

I struggle to get data I need for this research, it is not just a bunch of data for some backtesting....
Thank you very very much in advance
N

N.

[NinjaTrader_Austin]

nicknamed, in general IB does not provide very much historical data. Please see this page for details.

In order to get years of data for many assets, you will most likely need another data provider.

In our help guide, there is a page that lists all the data providers that can link to NinjaTrader.

[nicknamed]

reply

nicknamed, in general IB does not provide very much historical data. Please see this page for details.

In order to get years of data for many assets, you will most likely need another data provider.

In our help guide, there is a page that lists all the data providers that can link to NinjaTrader.

Please check my edited question, you just replied when I edited the question. Also how could I evade the limit of downloading historical time series with the limit of 0809 contract in NT? Would it be possible to download like one single continuous time series of 4 years of lenght of minute data from other data provider?

Thank you
N.

[NinjaTrader_Austin]

nicknamed, it is important to understand these contracts do not "flow" into each other. There are variables such as interest rates, days till contract expiration and others that cause the contracts to not have the same price for a certain time. The concept is called fair value.

Keep in mind NinjaTrader is not a data provider. There is no way to "evade" any limitations Interactive Brokers has placed on historical data retrieval.

You will most likely need to shell out some $ for a serious data provider. Because we are broker and data provider neutral, I cannot recommend one provider over another. You will need to research this information on your own.

[nicknamed]

You will most likely need to shell out some $ for a serious data provider. Because we are broker and data provider neutral, I cannot recommend one provider over another. You will need to research this information on your own.

Money is no problem, I would pay for those data with love, I just don't know how to solve the poblem of the 0809 last contract I see at the roll-down menu in NT. I need few years of the data and see that NT might let me download only one year of futures data.
N.

[NinjaTrader_Austin]

nicknamed, there is a way to import a list of contract information, which is what you will need to do to create more contracts. Please see this post and this post. This search for instruments.txt also contains some other great information.

[nicknamed]

This search for instruments.txt also contains some other great information.

I did try to open that page without any valuable information, could you please tell me what did you search for? or how can I find it?
Thank you very much
N.

[NinjaTrader_Austin]

nicknamed, sorry I thought the search link would work across users.. I just searched for 'instruments.txt' from the main search page.