Downloading Tick Data

[reynoldsn]

I am attempting to download tick data for CL 01-20 to test a strategy in Strategy Analyzer.

I open NT and select Tools/Historical data, Then I click into "download" at the bottom,
The instrument shows as CL JAN20. Dates are 11/18/2019 - 12/17/2019,
And I have interval Ticks checked off.
Data type is set to Last.

When I click Download, something flashes real fast (possibly a progress indicator).

I go and check my data folder and nothing is there:
..\Documents\NinjaTrader 8\db\tick\CL 01-20

any ideas what I am doing wrong?

I should mention that it appears I am able to fetch minute data.

[NinjaTrader_Gaby]

Hello reynoldsn,

Thank you for your post.

With NinjaTrader, historical tick data is only available about a year back so I don't expect data from 2019 to be available for download unfortunately.

If you need tick data from over a year ago, you will need to purchase this from another data provider.

Minute data is available about 10 years back.

Please let us know if you have any further questions.

[reynoldsn]

Thank you, Gaby.

Let me take the opportunity to ask then -

My strategy uses Range bars - for a long time I've been using Market Replay to test it.
I'd like to transition to Strategy Analyzer for speed.
My understanding is that Strategy Analyzer does not use Market replay data.
For range bars in Strategy Analyzer, what data would I need?

[NinjaTrader_Gaby]

Hello,

Correct, the Strategy Analyzer uses historical data for backtesting.

Range bars are built on tick data, so you would need historical tick data in order to test Range bars in the Strategy Analyzer.

https://ninjatrader.com/support/helpGuides/nt8/index.html?how_bars_are_built.htm#UnderstandingThe UnderlyingBaseDataTypeRequiredForConstructingVario usChartBars

Please let me know if you have any further questions.