Historic Data source

[sandeshrai]

Error on importing historical data

I have data which is in .txt format and is in the tick data format prescribed by NT. However, when I try to import it using Historical data manager, I get an error "There was an error importing data. Please check log".

Checked the message and I get an error Unable to import data ES-03-03. Instrument is not support. Does this mean I need to add ES-0303 as an instrument? Is it not adequate to have say ES 12-11?

I tried adding ES 03-03, but could not figure out how to add it

[NinjaTrader_Matthew]

Hello,

Most data providers will limit to about 2-years of historical data, however you should check with the data providers to be sure.

If you need more historical data, you can purchase and import that data from various suppliers. They will need to either be in a txt file or MetaStock file type.

We do not have any recommended vendors for obtaining this data.

Please see our Help Guide article on Importing Data for more information:

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?importing.htm

While YG and GC are very similar, they are traded at different exchanges and will have different OHLC and Volume prices during the same time period, which will result in different signals being processed.

[Majorshi]

Hi there,

I have difficulty in getting longer historic data for backtesting. I currently use IB for data source to backtest my strategies with some futures like GC, SI, CL, ES, etc., however, IB seems only provide about 2 years historic data, How can I get more and longer historic data? Is there any format issues?

and the backtest results for very similiar contracts like GC and YG (they are both for Gold products, but from different exchange) are quite different. data difference reasons? Hopefully get help.