Ninjatrader historical data files (.ncd files)

[pjsmith]

Hello,

I don't really want to get off track, but I do want to state my reason for wanting to do what I am suggesting - Ninjader's support of data from independent brokers has become too unreliable and the monitoring and automatic backfill of any data due to errors etc., seems completely lacking. As I have the expertise to fix this myself, that is what I am looking to do.

I propose to write an adapter that can connect to the broker's servers, download data, and pre-populate the .ncd files with that data that is missing or broken on NT8's historical data servers.

I already have the code to download data from some brokers as I use it elsewhere.
I believe I already have the format of the .ncd data files. I've certainly been able to read them in the past in my own code.

What I am not sure of is, how NT detects it has historical data or not. I guess it simply looks for the presence of the .ncd file?

I realise this would be completely unsupported, and I would counter that it should entirely not be necessary, but it is (data is missing / non-existent for me as of last night's close, again).

I was hoping you might be able, before I spend some hours putting this together, that you could confirm this is all that is required. That if I download the data and put it in the correct format in the .ncd files, correctly named, that NT will take and use that as already downloaded historical data?

Thank you.

[NinjaTrader_Emily]

Hello pjsmith,

Thank you for your reply.

I can offer a couple of general resources to help answer your questions. The criteria for when NinjaTrader downloads historical data is listed here:

https://ninjatrader.com/support/helpGuides/nt8/loading_historical_data.htm

It does check for a couple of things, including if the oldest day in the request for data is not included in the data repository. This is where it checks for the presence of the data file. If you have data you would like to import, the required formats are explained on the following page:

https://ninjatrader.com/support/helpGuides/nt8/importing.htm

You may import data formatted in a .txt file and NinjaTrader will convert it to the .ncd file type via the import utility at Control Center > Tools > Import > Historical Data.

Please let us know if we may be of further assistance.

[pjsmith]

Thank you, Emily.