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NinjaTrader
back testing volume data...
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>> Doesn't NT form tick/volume/second/range bars from the same data?
That is correct
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Hmmm
Doesn't NT form tick/volume/second/range bars from the same data?
So... if you have a normal 'tick' stream from someone like tick-data .... wouldn't that same data also create volume bars in NT?
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Best way get TBT from exchanges, it's for sure the only way to do that, this is not cheap and there is always a big amout of work to do on DB due to spikes and dips exchanges send w/o filtering
MB
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yeah, I tried google....
I just talked with Barchart.com, too. He said that the only volume they could provide me would be DAILY volume going back 3 years.... He didn't know if this would help me or not since I told him I was trading off of the 3000 volume charts.
Maybe he DOES have what I am looking for and just doesn't know it??
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Sorry, there surely are others out there but this is the only one which came to my mind. I suggest trying google.
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I very much appreciate your reply...
I just talked them. They can supply with tick data up to 5 years back. And they do have all the ticks...However, they don't have VOLUME data.
I can't believe that it is becoming a challenge to obtain this!
Would you, or anyone else happen to have any other ideas or know of a good data vendor that can give me that volume data?
Thanks again...
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You would check for commercial data vendor like www.tickdata.com and import their data into NT.
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back testing volume data...
Would anyone PLEASE happen to know where I can get VOLUME HISTORICAL DATA to backtest..
E-signal only has 90 days worth of HISTORICAL data on VOLUME....
No one seems to know when I call them, including Cisco...
If anyone can help, that would be great. I trade off of 3000 volume charts and I want to back test my system for the past 1-3 years..
Thank you...Tags: None
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