recording data

[bskogz12]

i need to record volume data for a specific security, i have a custom script to to this, now i would very much like to have a historical data base set up, is it possible to get ninja feed data through it starting several weeks ago that i have not recordered...dont know if this makes sense or not

[NinjaTrader_Kyle]

Hello bskogz12,

Thank you for your post.

I don't totally follow what you mean by a feed starting a few weeks ago. Can you clarify?

[bskogz12]

lets start over

i want to use data volume on a particular index, the way ninja is setup it just logs a 1 for vol data on this particular index(djusfn)...to fix this we have to record data in real time and problem solved, this works....issue is i can deal with data losses.

so other solution would be to manage a data base and feed it into ninja, id have to write it in c#, is it possible for me to update the historical data ".ntd" files in real time.

also if there are any other solutions you can think of ill be happy to hear them

one other issue, my iqfeed keeps disconnecting, is this a normal issue with iqfeed or not.

[NinjaTrader_Bertrand]

Thanks for the clarifications bskogz12, unfortunately the .ntd files would be proprietary and you could not update / create them programmatically in your custom script, you would need to import historical data for your symbols the Historical Data Manager Import process to update those from an external source. So you're saying the realtime volume data received would differ here from the historial download one from the backfill servers?

For the disconnects, please send a support request via Help >> Mail to Support, we can then review your diagnostic trace / log files for further insight and advice.

[sledge]

i need to record volume data for a specific security, i have a custom script to to this, now i would very much like to have a historical data base set up, is it possible to get ninja feed data through it starting several weeks ago that i have not recordered...dont know if this makes sense or not

I have been successful in recording 30 seconds snapshots of things NT can not record, and replaying them back in Market Replay.