Newbe questions: Historical data and formats

[r44chopper]

I would like to get historical EOD data for all the "common" Futures for as far back in time as I can (the beginning).

I think I understand (?) that I can subscribe to one of many services, who for $60/month for CBOT, another $60 fro CME, etc etc etc, will let me see their data.

1) If I do, can I save the data they supply, and unsubscribe after a month (I don't need monthly/weekly/daily updates to that database)

2) Do they supply the data in the form of "continuous contracts"

3) Whose data would be the best, most reliable, most compatible, etc.

4) These folks (www.premiumdata.net) want me to ask if Ninja
" if they would consider supporting the de-facto industry standard MetaStock format."

Since then I can buy their database, which looks a) huge and b) just what I want, and c) it's only $65
It just that their data format isn't NT compatible (I think).


and finally
5) Someone else out there has solved this problem. What else am I missing? Is there some better way to crack this nut?

Thanks for all/any answers to the above queries,

R44chopper

[NinjaTrader_Ray]

1) Yes
2) You would need to ask the data vendor
3) We support many options for real-time/historical data such as eSignal, IQFeed, OpenTick. As for historical data only vendors, there are quite a few and I personally do not have much experience with them. Google Maddock Data, they have some and is also a customer ours and I believe can provide data formatted for NinjaTrader already.
4) I will add this to our list as a potential future enhancement

[r44chopper]

Thanks Ray,

FYI, if you send a query to [email protected]
you will get a reply from premiumdata.net, the folks I was referring to.
Which means that Maddock does not know about Ninja, and their data is not compatible.

I am surprised that Ninja isn't offering the data as part of the package. We all need it.

Is there someone else there (anywhere) who does have experience with historical data in a format compatible with Ninja, at a reasonable price?
Thanks again for the help,
R44chopper

[NinjaTrader_Ray]

I will alert the owner of Maddock of this thread.

[r44chopper]

Hi Ray,
I have more info.

I sent this to them:
My original email was to [email protected], and your reply was from [email protected]
I'm confused about the connection between these two sites.

I got this back:

Maddock Data is a reseller of our products – sorry I didn’t pick this up earlier. There is no functional difference between the products that Maddock sell and we sell, other than you’re dealing with a reseller rather than the source.


Thanks again,
R44chopper

[Moog]

MaddockData

Hello. Ray asked me to make a post.

I do resell data from Premium data. I do also use Ninja trader and do trade. If you email tech support it will go straight to premium data tech support, you can email me at [email protected]. Before you ask, this is a throwback to say 3-4 years ago when I was teaching high net worth individuals how to trade and backtest their strategies. Long story but I did give data to my students and it sort of continued on from there. The chaps at premium data are very nice people and can answer technical issues. To be honest I never really had any questions about the technical issues as the software and updates tends to work. Never had a complaint either come to think of it. Anyhow Im waffling, as to the question of data converter I did write one in C# a while back when I was looking into Ninja script. it just converts the data for you from ASCII.

Cheers

[r44chopper]

For those of you considering using IQFEED for historical data for Futures:
Don't bother.

Despite what they say as you are wasting hours getting set up for a 7 day trial, they only have historical data for a year or two.

I would advise looking elsewhere.

R44

[zoltran]

For those of you considering using IQFEED for historical data for Futures:
Don't bother.

Despite what they say as you are wasting hours getting set up for a 7 day trial, they only have historical data for a year or two.

I would advise looking elsewhere.

R44

Sorry about your luck. I was up and running very quickly with iqfeed and find it more than adequate.
Maybe not as refined as esignal is, but certainly the best value out there by far.

Re Historical data .. They only advertise 8 months intraday for stocks, and 18months for some eminis... and 8 calendar days for tick data.
My experience is that they provide this and more. (although they are currently short on tick history due to the exceptional volatility out there..)

What other providers have you found that have clean historical data for longer than this?
Esignal is about the same with 240 trading days for intra-day 'minute data' and only a few days for tick history ...

As for the forms ... again.. pls advise us of the provider that does not make you go thru a number of exchange forms for a Real Time feed? I've yet to see one.

[r44chopper]

ON this page:

http://www.iqfeed.net/index.cfm?displayaction=data&section=services

You will find:
"Daily, Weekly and Monthly Historical data (10+ years)"

Which is the part I was taking issue with. They do not.

[zoltran]

Sure they do ... I just picked up an ibm chart back to 1996. And a monthly ES chart back to 1997

Of course, you have to use the continuous contract format for futures ..
You can't get a long history for the current contract, as it's only exists for 3 months .
So either your chart program or provider needs to splice all the individual contracts together to make a continuous contract.
NT does not do this. IQfeed, Esig, Opentick do.
Search the forum for some good discussion on this topic.

Try adding an instrument to NT instrument manager using ##.## for the expiry date.

Works like a charm.

[r44chopper]

Maybe you could try corn or oats and let me know what you get?

I did call them, and they said that they did not have data going back further than 1-2 years in most futures.

PM me for further discussion, as I suspect this thread is dead.....

[zoltran]

Yes, Corn/Oats back to 2001, bonds back to 2002 .. so some are better than others.

[svuhmed]

qcollector and esignal

I was recently told by qcollector (www.mechtrading.com) that they are in the process of producing a version for esignal (and for iqfeed in months) that will export data in the ninjatrader format. I'm awaiting a trial. Great if it works.

[rcsingleton]

Do you support Metastock data format ?

Hello.

I want to import historical daily Forex data into NT. I have the option of purchasing the data either in Metastock or ASCII format. Does NT support the Metastock format, or only text ?

Regards,
R. C.

[NinjaTrader_Dierk]

Unfortunately NT only supports the text format documented here: http://www.ninjatrader-support.com/H...V6/Import.html