Cannot download 2011 data

[guillembm]

I'm trying to run backtests based on 2011 data (from april) and I cannot load it. Backest only works with 2012 data and later 2011.

I use Kinetick

[NinjaTrader_Jason]

Hello guillembm,

Can you please tell me what interval is used for the backtest. Do you load data if you backtest a minute or daily interval? I suspect you have using a tick based interval. Kinetick only has about 120 days of historical tick data available.

Do you see any error messages in the Control Center-->Log-tab when you perform such a backtest? If so, please tell me what they state.

[guillembm]

I use a 30 second interval

[NinjaTrader_Jason]

The Seconds bar type is build by historical tick data, so the behavior you report is unfortunately as expected.

[guillembm]

THere is no way to manually download it?

[NinjaTrader_Jason]

Unfortunately you cannot load such data from Kinetick. You can manually import historical data if you have the data available in a .txt file. Please see the instructions at the link below to manually import data.

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

[guillembm]

Thanks, where do I get this data

[NinjaTrader_Jason]

You can import historical data from TradeStation and MetaStock this way.

I have seen other customer purchase such data from data providers as well, however we do not have these data vendors listed on our end. If you search the forum, you should come across related threads.

[guillembm]

I found a data provider and their data is EST time based. I'm in Spain.

When importing what time option should I select: Madrid time (GMT + 1) or EST?

[NinjaTrader_Jason]

You will need to use the EST time zone upon importing the data - the time zone of the data itself needs to be selected.

Subsequently the data will be converted to local PC clock time zone.

[guillembm]

So, NOw I have my tick data files and I imported them. The problem is that instead of importing it as tick data it is imported as minute data. How to import to tick data?

Generate minute bars option is disabled

[guillembm]

Data format is like that

20120101 153700;0.9394;0.9394;0.9393;0.9393;0
20120101 153800;0.9393;0.9393;0.9393;0.9393;0
20120101 155500;0.9395;0.9395;0.9394;0.9394;0

[NinjaTrader_Jason]

Unfortunately, the data you included in your post is minute data and not tick data. Please see the differences in format below.

Minute data:
yyyyMMdd HHmmss;open price;high price;low price;close price;volume

20061023 004400;1377.25;1377.25;1377.25;1377.25;86
20061023 004500;1377.25;1377.25;1377.25;1377.25;27
20061023 004600;1377.25;1377.25;1377.25;1377.25;24
20061023 004700;1377.50;1377.50;1377.25;1377.25;82

Tick data:
yyyyMMdd HHmmss;price;volume

20061107 000431;1383.00;1
20061107 000456;1383.25;25
20061107 000456;1383.25;36
20061107 000537;1383.25;14