BarsRequest inconsistencies

[deltaZ]

Hello,

I've got a couple of items to ask about in regard to BarsRequest (https://ninjatrader.com/support/help...arsrequest.htm)

First, is the number of days of data returned by BarsRequest always dependent on the data provider, or is the days lookback unlimited so long as the historical data is already downloaded? I've seen some inconsistencies when retrieving tick data but haven't nailed it down yet.

Also, when using BarsRequest, the number of days of tick data that I'm able to retrieve seems dependent on the Trading Hours template used in the request (ie Default 24 x 5 seems to yield more days back than US Equities RTH in some cases). Can you please explain why this would be possible?

Thanks for your help.

[NinjaTrader_AlanP]

Hello deltaZ,

Thank you for your note.

The number of days returned in a BR could depend on your data provider, your data plan with them, whether or not you already have the data downloaded, and of course how long the instruments been trading.

Many data providers will limit how much tick data you can pull, for example 3 months. Maybe less for certain markets.

I would not expect trading hour’s template to influence how many days a Bars Request returns. I would suggest going to the Control Center>Tools>Historical Data>Historical and finding the contract you’re interested in and expand its tick folder for clues.

Compare the oldest date you see in their vs the days back you’re seeing in the bars request. Default 24x5 does not include holidays which US Equities RTH would, and this could be one reason to explain what you’re seeing.

Please let us know if you need further assistance.