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    Get old data

    Hello,

    I have a connection to continuum data server. I would like to know how I can download old data for futures contracts. I want to download Tick intervals data and Ask/Bid data types. I am only capable of downloading this kind of data until August 2015. I don't know how to get this kind of data to previous years.

    Thank you for your answer.

    #2
    Hello,

    Thanks for your note.

    What happens when you attempt to request data beyond that month?

    What instrument (and expiry if applicable) have you selected?

    Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?

    Comment


      #3
      I have request to download data of the fdax from 01/01/2014 till yesterday (see picture "data_request"). I don't get any error message and I could see the data downloading progress at the control center window.
      But when It finished I checked the data downloaded at the historical data manager and I see that for recent contract expiry (until one year ago) all the data is download but for older contract expriries only minute data has been downloaded (see picture "data_get"). So, a lot of data is missing.

      I tried to delete all the data of the different contracts of fdax and download again. But the same data was obtained.
      Attached Files

      Comment


        #4
        Hello bonnies,

        Thank you for your reply,

        I can confirm I am seeing the same behavior on my end with CQG / Continuum / NinjaTrader Continuum, the historical tick data provided via these connections only goes back 1-year.

        Comment


          #5
          Thank you for your answer.

          So, how can I get old data then? I am referring to data of for example the last 5 years. It is not so far away. I am not asking about tick data from 10 or 20 years ago. Is it not possible to get more data from this provider?

          Comment


            #6
            Unfortunately, no, not with this provider. You could inquire with any of our other data providers about the amount of historical data they offer, though it's common for tick data to only go back a year.

            The below link will show all the NinjaTrader-supported data feeds and the market they support.

            See "Understanding the Data Supplied by your Connectivity Provider"

            http://www.ninjatrader.com/support/h...rical_data.htm

            Likely, the older data would need to be imported manually via a third party. I've copied below the section of our help guide that covers importing data.

            https://ninjatrader.com/support/help...?importing.htm

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