Trading Technologies + Loading Data

[cgeorgan]

Hi,

I'm making the move now from using DTN-IQ/Demo account to Trading Technologies/Live account.

The strategies I've been using generally require loading 2-3 days worth of tick data (maybe more) in advance. Using DTN with my historical disk cache, this wasn't a problem.

Now, I'm not sure how many days are being loaded...not sure how many I can query TT for via FIX, and where Ninja takes over and begins to query its own historical instrument database to pick up on the data feed.

Right now, I'm running both the DTN/Sim version and the TT/Live version next to each other (on separate computers, same exact setup). The one running DTN/Sim are submitting automated orders, the live one isn't. I verified the Live connection by loading up some charts, and submitting a few orders (which were filled, and I'm getting chart data), so it's not that I'm not connected.

So, I'm looking for a little insight into what I addressed specifically above: How much data can be loaded when using TT as data/broker, and when NT takes over the historical data.

CG

[NinjaTrader_Jason]

Hello CG,

You should be able to load 3 days of historical data when connected to Trading Technologies.

Upon requesting historical data, it will load the historical data present in the database. Any historical data not present will be loaded from TT.

I suggest to load your strategy in a chart in NinjaTrader 7.

http://www.ninjatrader.com/support/helpGuides/nt7/running_a_ninjascript_strategy.htm

Make sure the strategy is enabled and check if it submit orders when the strategy conditions are met.

[cgeorgan]

Jason-

Thanks for this. I'm familiar with running strategies both from a chart and from the Strategies tab of the control center.

To be clear, if I run a strategy from the Strategies tab and choose "load 20 days of data", will I be getting *exactly* the same thing as if I were to load a strategy in a chart that already shows 20 days of data?

Kind Regards,
CG

PS Using DTN, I can query up to 30 days of tick data (and some other amount of minute/day data). Off hand, do you know what TT allows in terms of historical queries?

[NinjaTrader_Jason]

Correct, loading historical data upon running a strategy in a chart and Strategy-tab will function the same.

I believe you should be able to load historical data back to June 2006. TT does not provide historical data itself - as a courtesy we allow live TT users to make use of our historical data server.

However loading that much historical tick data at once will likely take quite a while.

[cgeorgan]

Correct, loading historical data upon running a strategy in a chart and Strategy-tab will function the same.

I believe you should be able to load historical data back to June 2006. TT does not provide historical data itself - as a courtesy we allow live TT users to make use of our historical data server.

However loading that much historical tick data at once will likely take quite a while.

Interesting - in this case, do I need to set up a backup server/data provider so that this function is seamless?

[NinjaTrader_Jason]

Yes, you could setup a backup data provider as additional precaution in case you experience a disconnection.