Backtest dates going back to 2/28 only

[lookOutBelow]

I'm trying to backtest YM 3-11 from 10/31/2009 to 10/31/2010. For some reason, it is not getting data prior to 2/28/10. (This is 1-minute data I'm trying to get).

Does anyone know why?

[NinjaTrader_RyanM1]

Hello lookoutbelow,

Who is your data provider? Do you have chart data for this instrument prior to 2 / 28? What is your merge policy set in Tools > Options > Data tab?

[lookOutBelow]

Mirus is my data. MergeBackAdjusted is setting. No charts for anything prior to 2/28.


Worth noting that while testing these same dates and same strategy on TF, it works as expected. Haven't tried others.

[NinjaTrader_RyanM1]

It sounds like you do not have historical data beyond that date for this instrument. Mirus does not provide historical data. The historical data is recorded by NinjaTrader and provided as a courtesy. It's not meant to replace a standard historical data provider.

You may consider supplementing mirus with another data feed. We recommended Kinetick for real time and historical data. More information is available at http://www.kinetick.com

[lookOutBelow]

It sounds like you do not have historical data beyond that date for this instrument. Mirus does not provide historical data. The historical data is recorded by NinjaTrader and provided as a courtesy. It's not meant to replace a standard historical data provider.

You may consider supplementing mirus with another data feed. We recommended Kinetick for real time and historical data. More information is available at http://www.kinetick.com

Since Mirus doesn't supply historical data, am I getting my historical from you guys? And if so, is it normal to get a few years of TF, but only 9 or 10 months of YM?

I just tried Kinetick End of Day. And it doesn't seem to be grabbing anything beyond 2/28 either. Is this to be expected?

[NinjaTrader_RyanM1]

Correct - Historical data from the Zenfire connection is recorded and supplied by NinjaTrader. Yes, the amount of historical data offered though this can vary by instrument.

Just checked the Kinetick end of day connection and I'm getting daily data back to 12 / 9 /2004. Minute data is not available with this free connection.

[lookOutBelow]

Okay. I wasn't sure if End of Day meant daily data, or you could get minute data at the end of each day.

Thanks for clearing this up.