ES and SP500 data

[bkout]

I am working on a system for trading ES on 15 min charts and I have generally enough data for that thru IB back to May 2011. However I may wish to incorporate some rules that look at the daily chart and for this testing I would like to go back further -- maybe even to 2000. I get IB pop-up messages saying that ES 06-13 cannot be found as a security definition when I try to go back further than May 2011 -- I assume this means I've hit some sort of wall in terms of what Ninja's merging of historical contracts can do? If this is the case then my next choice would be to work with S&P 500 index data however the chart will not load further back than July 2012 (daily chart ^SP500 CBOE). If I bring up a chart in IB I can go back to 2004. How can I get more data as far back as possible for ES, SPX or (last choice) SPY into Ninja?

[sledge]

Try changing your system clock to 2011 to add es 06-11

I am working on a system for trading ES on 15 min charts and I have generally enough data for that thru IB back to May 2011. However I may wish to incorporate some rules that look at the daily chart and for this testing I would like to go back further -- maybe even to 2000. I get IB pop-up messages saying that ES 06-13 cannot be found as a security definition when I try to go back further than May 2011 -- I assume this means I've hit some sort of wall in terms of what Ninja's merging of historical contracts can do? If this is the case then my next choice would be to work with S&P 500 index data however the chart will not load further back than July 2012 (daily chart ^SP500 CBOE). If I bring up a chart in IB I can go back to 2004. How can I get more data as far back as possible for ES, SPX or (last choice) SPY into Ninja?

[NinjaTrader_ChristopherS]

Hello bkout,

I receive the same data in NinjaTrader from Interactive Brokers on my end.

I am unable to receive historical daily data for the ES or SPX in Trader Workstation past January 2012.

[koganam]

I am working on a system for trading ES on 15 min charts and I have generally enough data for that thru IB back to May 2011. However I may wish to incorporate some rules that look at the daily chart and for this testing I would like to go back further -- maybe even to 2000. I get IB pop-up messages saying that ES 06-13 cannot be found as a security definition when I try to go back further than May 2011 -- I assume this means I've hit some sort of wall in terms of what Ninja's merging of historical contracts can do? If this is the case then my next choice would be to work with S&P 500 index data however the chart will not load further back than July 2012 (daily chart ^SP500 CBOE). If I bring up a chart in IB I can go back to 2004. How can I get more data as far back as possible for ES, SPX or (last choice) SPY into Ninja?

For daily data only, use the Yahoo or Goog connector. I think the free EOD Kinetick will also give you daily data since I know not when, but, in any case, very, very long ago. For Yahoo, definitely since the SPX started being listed. I think for the DOW I got data even into the 1920's but do not quote me on that one!

[bkout]

In case I have to set it up in some particular way does anyone know if any of these free sources can be used to create a continuous ES contract going back at least several years? If so can you point me how to set that up? Thanks.

[NinjaTrader_Kyle]

Hello,

Kientick's free end of day service offers several years of daily ES ##-## bars. Unfortunately, there is no free source for intraday data.

[bkout]

Hello,

Kientick's free end of day service offers several years of daily ES ##-## bars. Unfortunately, there is no free source for intraday data.

Got ES from Kientick back to Dec 2004. Had to disconnect from IB first to make it work. Thanks.