charts not loading historic data

[Ninjitsu Whitebelt]

Hi,

When opening a new chart with bars based on volume, tick, and range, no bars with past data are showing up. The first bar is the current bar, on the far right. I get no bars to the left of the current bar. However, having loaded the charts, bars begin to accumulate. Once I've loaded a chart on a given symbol, it begins to record the appropriate data and displays it from that moment forward, but everything that took place before setting up the chart is not available. This only seems to be the case for the non-time based charts, as time charts of various settings all seem to work.

I am having this problem with futures charts, namely CL, ZS, YM, and ES. I haven't tried other markets yet. I tried setting the "days back" to 15 and the last date to the current day's date.

Thanks for any help you can offer. I appreciate it.

SN

[NinjaTrader_Bertrand]

SN, welcome to the forums - which broker / connection are you using?

Not all support historical tick data access to backfill charts as needed -

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

[waverider]

Further question - how much historic data is in zen fire?

Hi Ninja Support,

Could you possibly provide a little explanation about NT historic data?

1. I'm using the Zen-Fire connection for real-time data and Barcharts for EOD data. I understnad that NT will record historic data if my charts are open, but if not, how much historic tic data is included in the zen-fire feed?

2. Exactly when is historic data recorded? i.e. Does it record data for a chart in a non-open workspace? Or all my workspaces?

3. I'm wondering why my data for 3 days back (9th Dec 2009) seems to be incomplete? I thought zen-fire would include this even if not recorded? If not, why would I see an incomplete chart (not enough candles)?

4. If I want to do backtesting, surely I can load historic tic data into Ninja??? Surely I don't have to have recorded it??

Really appreciate this, the on-line manual seems a bit light-on regarding this stuff...

Thanks again,

[NinjaTrader_RyanM1]

Hello Waverider,

Historical data is supplied by a provider. It is not recorded within your NinjaTrader platform. You may be thinking of our market replay feature.

1) Market replay will record the incoming data of any charts you have open for level 1, and the superdom or level ii screens for the level ii data. Historical data offered through Zenfire varies by the Instrument charted. To see how much is offered for a particular instrument, chart it and then right click and select "reload historical data"

2) Market replay data is recorded for any open charts. They need to be visible in the NinjaTrader platform for the record feature to work.

3) This should be available through the Zenfire historical data servers. Please include more details such as the instrument, contract month, bar interval and the time frame where you are missig bars.

4) Yes, many providers supply historical tick data. Please take a look at this link which covers all our providers and the level of data they support. For backtesting you can certainly use non-recorded historical data.

[waverider]

Historic Data Capture

Thanks Ryan, please forgive the length of the below post:

For market replay to capture data - if you say it only captures data for 'visible' charts, then are you saying that if I switch to a different workspace for a few minutes, and then switch back, my market replay data will just have a 'gap' in it????

I understand the difference between historic data and market replay data will disappear in NT7 ?? Meanwhile, is the only historic data that NT builds the market replay data? Or does it also record historic data separate to that? I guess I'm wondering why I can't either store or download the data that I'm getting for later review (even if not through market replay) (as I used to do with esignal)? i.e with esignal, every weekend I would download the week's worth of tic data and save it to my drive. Is there nothing equivalent in NT that would enable me to build up my own db of historic data? The market replay data function seems inadequate if I can't control the quality of the data (be sure there's no gaps in it)??

Alternatively, I assume I can import historic data into NT that I purchase elsewhere and do my 'backtesting' with that?

Thanks very much, I'm really trying to get to the bottom of using NT for reviewing historic data and backtesting ...

[NinjaTrader_Kyle]

Hi waverider,

Thank you for your reply.

1.) If you were to switch between workspaces, market reply data would continue to record. NinjaTrader will receive data for all open workspaces (those listed in the File > Workspaces menu), not just the workspace which is being displayed. If, however, you switched instruments on a chart, then switched back, there would be a gap in the market replay recording for that instrument.

2.) This is not entirely correct. Historical data and Replay data will still be distinct in NinjaTrader 7. There will, however, be a replay data database where users can download historical market replay recordings. This service should help to address gaps in market replay dates that occur if a user should become disconnected from their data provider durring recording.

3.) Market replay data must be recorded as it occurs. Unfortunately, it is not possible to use historical data to replay a days events.

With that said, it is possible to import historical data in to NinjaTrader.

The matrix at the following link will provide a breakdown of the types of historical data each provider offers: http://www.ninjatrader-support.com/H...HistoricalData

Likewise, historical data can be imported in to NinjaTrader through a text file. For more information about this process, please see the following link: http://www.ninjatrader-support.com/H...V6/Import.html

[Adina]

Importing Data problem

Hi, had a similar problem....slightly associated with this
see this link

http://www.ninjatrader-support2.com/vb/showthread.php?t=19690&highlight=Adina

You have to make sure the name of any imported files are EXACTLY the same to be recognised. For a future - this also involves calling it the name that is recognised in the instrument panel with the months as well.
eg; AUD needs to be something like AUD ##-## or AUD 03-10

hope this helps

[garron]

Where does the "post new thread" originate?

I'm looking and looking and looking for the "POST NEW THREAD"
Cant find it. ANYONE? HEEEEEELP.

[Adina]

Garron - can be hard to find but - Go into the home page - go to one of the forum headings -eg; Discretionary trading, programing - then in the top left hand corner of the thread page should be a button saying NEW THREAD.
(you have to enter the appropriately headed forum first.)