Historical data between connections.

[Jellybean]

Hi

I would like clarification about how historical data is obtained for the periods when NinjaTrader is not connected to the live data connection.

Some providers state clearly they do not provide historical data, but when I load charts, recent history appears. When I disconnect and re-connect the next day, data since the last connect is loaded. If it is not coming from the live data supplier, where does it come from? How can I find out what historical data is available from that source?

I am interested in cash index data (SP500, DJIA & NDX), but I need data without gaps.

I use AMP / CQG.

I also need many years (at least 10 yrs) of historical data, but I understand that may require a specific purchase of historical data. Please advise how to obtain such data.

Thanks
Tony

Sorry if this is in the wrong thread. Please move it if it is.

[NinjaTrader_Bertrand]

Hi Tony, thanks for the post.

When you are connected to CQG with NinjaTrader you are getting live data directly from CQG and you are getting the historical data from NinjaTrader historical data servers co-located in CQG’s data center recording directly from the live CQG data feed.

For extending the per default offered historial data, you could for example look into www.tickdata.com / www.cqgdatafactory.com

[Jellybean]

Thanks Bertrand, that is clear.

Is there a way of finding out what instruments are included in the default historical data offered?
Also how much history is available?

For example, approximately how much daily bar history is stored for these cash indices - DJIA, SP500, NDX and RUT?

Cheers
Tony

[NinjaTrader_Bertrand]

Tony, I would unfortunately not have a full listing here, however we record the many of the popular / liquid instruments for backfilling. Daily data for those indices would be present since the start of 2011.