Downloading Historical Data for an Index

[sgamoran]

I am new to NinjaTrader and Kinetick. Before buying a subscription to Kinetick for historical data I am attempting to download the free end-of-day data and to export it into a format that my own tools use just to make sure that I have a clear workflow for my needs. What I really need is tick data and I'll convert over to a paid Kinetick account once I'm reasonably sure that I will get what I need.

I have successfully downloaded and exported end of day data for various stock symbols. I created an instrument list for the stocks that I need and can download the relevant data with a few button presses.

However, in addition to my selected stocks I also need data (end of day for now, later on - tick) for some market indices - notably the Dow Jones Industrial index and the NASDAQ composite index. I added the symbols DJIA and COMP to my instrument list. Now when I try to download the eod data for these indices I get a message box containing

Error on reloading data: Unable to load historical data: unknown instrument (Panic)

for both these symbols and no data.

The date range that I tried was 1/1/2013 to 11/26/2014 (today - even though the market will only open in a few hours). For the stock symbols I get the data from however far back is available through yesterday and that's fine but nada for the indices.

Is historical data available for the indices and do I have to change some configuration to get it? If not this will be a deal breaker on my being able to use Kinetick historical data.

[NinjaTrader_Jason]

Hello sgamoran,

The COMP and DJIA indices load historical daily data fine on my end when I test the Kinetick EOD connection.

Can you please disconnect Kinetick EOD, go to Control Center-->Tools-->Options-->Data-tab and click Reset Instruments. Restart NinjaTrader, connect to Kinetick EOD and check if you load historical daily data for these indices.

[sgamoran]

Thank you Jason for an extremely prompt response. I reset the instruments, restarted Ninja Trader, and repeated what I had done before and got exactly the same results.

Could you please elaborate on how you tested downloading the COMP and DJIA indices? When I look at the instrument manager these symbols seem to only appear in the instrument group that I defined. Since I didn't give any details about that group called "Yechiel 400" and meant ultimately to have 400 stock symbols + the two indices you must have them some place else on your machine thst I'm not seeing. Is there a built-in procedure for downloading any individual symbol that I am overlooking or did you define something else to get these symbols into the Historical Data Manager for download?

[NinjaTrader_Jason]

I added them to my default instrument list in the Instrument Manager. Type COMP in the Name field. Highlight the COMP and click the arrow pointing to the left. Do the same for the DJIA.

Subsequently I created a chart and select the ^COMP from my default instrument list in the Data Series menu. After I clicked OK, the chart loaded all requested data (365 days). Then I switched to the ^DJIA which loaded all data as well.

[sgamoran]

Thank you again for a prompt response.

I just found the solution to my problem.

Somehow I managed to double define the symbols COMP and DJIA in the instrument manager as both an index and a stock. Perhaps I pressed New instead of the left arrow button on the instrument manager screen. I deleted the stock definitions (they doesn't exist on the server anyway) and put COMP, DJIA indices into my instrument list.

When I went back to the historical data manager I now had instruments called ^COMP, ^DJIA in the list (note the carets). Now I was able to download/export the daily data for these indices.

Apart from getting past newbie mistakes, the only thing I can think that might have helped has to do with the symbol names being presented on the instrument manager without the caret and on the historical data manager with the caret. This is a little inconsistent but quite minor.

Again thanks for the help.

Sam Gamoran