Problem Acquiring Futures Historical Data

[tony98]

I am having a few issues with acquiring historical data for futures and would like an expert to assist with a solution.

I am using NT 6.5 and have futures data feeds from zenfire, TT and IB. Let's focus on Zenfire. My understanding is that all zenfire historical data is created by NT on their servers from the real time stream. That means that if there is a problem with NT historical servers and data is not archived, that history is lost forever, and cannot be retrieved by NT. An example of this is during the fast crash of May 6th. NT servers crashed and there is no history available for this period. Is this correct?

My big issue does not include the cases above. I am having problems consistently retrieving accurate historical tick data. Here is an example. If i have a range chart for the ES, say 8 tick chart. I then Format Data Series and request contract ES 03 10 for Jan 1 - March 1, after a while the data appears. Sometimes the history retrieved would be say Jan 5 - Feb 12 or so - basically not all the data requested. If you do "Reload Historical Data", sometimes you get more sometimes not. If you change the chart to 16t, sometimes you lose data, and it is random if the reload works.

In addition to this, if you look at each day, from the start of your period to the end, you may notice that some random days or time data is missing. Reloading history again sometimes fill in this data and sometimes not - so it seems that the data is on the servers. I am at a loss for how to consistently get historical data for my full range with the confidence that there is no missing data in that range.

Is this a known problem? If so, is there a work around. I have even tried to delete my database and restart NT with the hope that it would go get a "fresh" set of data. Still no consistency.

Can someone with expert knowledge of this comment? Thank you.

Also, I understand that there is no IB historical data, but does TT history come from the TT servers? Or is this data handled the same as zenfire?

Tony

[NinjaTrader_RyanM1]

Hello tony98,

Thank you for your post.

Yes, historical data provided with the Zenfire and Trading Technologies is recorded by NinjaTrader's servers. This historical data is provided as a courtesy for NinjaTrader customers. If there is an issue with the servers, then unfortunately the data is not recovered. If you are seeking historical data you should look into our supported data only providers such as DTN/IQ, eSignal, and BarChart. A complete list of our providers and the level of data supported can be found at the link below:
Click here to view more information on Historical Data

[tony98]

RyanM,

Thank you for your quick response. I will seek a new source for historical data. Thanks again.

Tony

[ninjaGeorge]

Historical data comparison not quite correct

Hello tony98,

A complete list of our providers and the level of data supported can be found at the link below:
Click here to view more information on Historical Data

I have to point out that TradeStation 8.8 has over 4 months of historical tick data for the current ES contract. I currently have a single tick chart of about 4 months duration. Regretably, there is currently no easy way to import this to NT7.

[NinjaTrader_RyanM1]

Hello ninjaGeorge,

Welcome to the NinjaTrader forums.

Yes, good observation. The tradestation connection provides incoming real time data only. To view the historical tick data would require exporting on the TS side of things and then importing within NinjaTrader.