Historical Data

[mjuviler]

Hi,

I am going a bit crazy trying to get multiple months of data to back test with.

I have been on a path of trying various things but nothing seems to work consistantly. I have been using Ninja for over a year and am on the lastest release with Zen-Fire and as of today eSignal for historical data to backtest with.

First, I tried to merge contracts as time went on like YM 03-08 into YM 06-08 and built my data that way never really worked right.

I also tried to load multiple years of data from a Tradestation file, that did not work, Ninja would not see past my merged contracts.

Today, I purchased an esignal feed so that I could get a continous contract.

However, I can't seem to get Ninja to pull up more than a couple of months of data from the esignal feed. (I have the symbol mapped as YM #F) in the instrument mapping.

It seems that Ninja thinks it should use the data that I previously merged or recorded instead of using the eSignal data.

So then I deleted historical data from the YM 12-08 instrument to 9/16/08 figuring that if I asked for a 2 year chart Ninja would look to esignal for the data before 9/16/08.

I also repaired the database.

No luck.

All I want to do is have Ninja pull up a chart (using the YM #F) continuious esignal contract so that I can backtest a year or 2. This is the whole reason I got the eSignal data feed today.

Can you tell me how I can get Ninja to pull up a multi-year 5 minute chart for the YM #F continuous contract?

Thanks.....

Mark

[NinjaTrader_Jason]

Hello Mark,

Could you please test a different instrument such as the ES and check if the behavior persists.

Make sure the Expiry is set to ##-##.

I recall the YM transferred from Globex to Ecbot a few months ago, which I suspect could be related.

[mjuviler]

Jason,

I tried the ES, JY, ZC before but that was the same issue, I just used the YM as an example to explain to you.

Can you please ask development or something, because I am sure they have seen this before or could provide a concrete answer.

I think the issue is some kind on curruption where Ninja does not realize it needs to or can go back for several years.

Also, I have thousands of live trades in so wiping out the db is not an option.

Mark

[NinjaTrader_Jason]

Hi Mark,

Could you please try again and use ES or YM as the symbol mapping. Set the Expiry to "##-##" upon adding the instrument to your instrument list and check if you are able to request the desired historical data.

[mjuviler]

Can you be ver specific,

1. You want me to remove YM and ES 12-08
2.You want me to set eSignal map to ES and set the expiry to XX-XX?
3. You want me to add YM 12-08 and ES 12-08 back?

Remember I am trying to get historical multi-year data which is ES #F in esignal.

Mark

[NinjaTrader_Jason]

Hello Mark,

Please remove the ES 12-08 and YM 12-08 from your instrument list.

http://www.ninjatrader-support.com/HelpGuideV6/AddRemoveFromList.html

Highlight the ES and click Edit. Click the Misc-tab and ensure the symbol mapping is set to ES. Ensure YM is used for the YM.

Keep the instrument highlighted and set the Expiry to "##-##". Add the ES ##-## to your instrument list.

[mjuviler]

Ok, I did what you suggested and ES is only going back to 5/8/2008 even though I am asking for 2 years of data.

What is the next step?

Mark

[NinjaTrader_Jason]

Hello Mark,

Can you please right click in the chart and select "Reload Historical Data".

Right click in the chart and select "Format Data Series". Re-enter your parameters once more and click Ok. Check if all requested data is loaded.

In addition, if you set the interval to "Daily", are you able to receive two years of historical data?