Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Getting up and running with a massive forex tick data history
Collapse
X
-
Were you guys happy with this data import in the end? Were you happy with the source of data, the import process and use of the data.
It was all tick data right?
And did you use this feature of the data provider to put in the right format for Ninja:
"Upon your request, we can export all data you order to any format according to your specifications free of any additional charges"
I'm thinking of buying this for futures. I'd be interested to know whether Ninja users think this is the best solution - it certainly looks like good value.
thanks
Dave
Comment
-
There is no problem with the text format which disktrading use. In fact when you purchase forex you get all formats in a big directory tree and you have to find your directory in there somewhere with the format you need, i.e. Ninjatrader.
I only bought forex and like all forex data, it wasn't the same as anyone else's but I've got to know its characteristics now so I can use it. But at one stage the difference between disktrading and interactivebrokers tickdata seemed so large I almost junked it.
however for futures the data might be exactly the same, since there's only the one exchange. i didn't buy any futures because it is impossible to construct back-adjusted continuous histories from the contracts they provide. I know other people who use it though.
Importing millions of lines of data can cause the Historical Data Manager to grind to a halt and die, so I had to split the files.
Comment
-
Originally posted by adamus View Posti didn't buy any futures because it is impossible to construct back-adjusted continuous histories from the contracts they provide. I know other people who use it though.
.
thanks
Dave
Comment
-
I was trying to remember what disktrading do and you just reminded me.
disktrading just roll over contracts into their big continuous contract file without any back-adjustment.
I wanted back-adjusted, and there's no way of getting it from them.
I don't know the details of which contracts they use and when they roll, I think they were standard, but the lack of back adjustment meant I can't realistically use a moving average for example because of the jump at roll-over.
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by Jonker, 04-27-2024, 01:19 PM
|
3 responses
23 views
0 likes
|
Last Post Today, 05:45 PM | ||
Started by businessman1929, 04-29-2024, 01:28 PM
|
2 responses
21 views
0 likes
|
Last Post Today, 05:38 PM | ||
Started by bltdavid, 03-27-2023, 05:32 AM
|
18 responses
347 views
0 likes
|
Last Post
by ETFVoyageur
Today, 05:28 PM
|
||
Started by NM_eFe, Today, 05:15 PM
|
0 responses
5 views
0 likes
|
Last Post
by NM_eFe
Today, 05:15 PM
|
||
Started by vitaly_p, Today, 05:09 PM
|
0 responses
6 views
0 likes
|
Last Post
by vitaly_p
Today, 05:09 PM
|
Comment