Futures back data

[Murphy67]

Hi, I want to backtest my 5 min. strategy for MES and MNQ. Where can i find quarterly specific contracts 2017 to 2019 data, not continous.

[NinjaTrader_Jason]

Hello Murphy67,

Please note that you can type in the instrument in the Instrument field of most NinjaTrader windows. For example:

• Left click in the Instrument field first and hit Backspace on your keyboard.
• Type in MES 03-19 and hit Enter on your keyboard.

If you like to add instruments to instrument lists, please follow the steps below.

• Go to Control Center-->Tools-->Instrument Lists.
• Click the instrument list on the left side.
• Click add on the right.
• Type MES 03-19 and hit Enter on your keyboard.

[Murphy67]

Can i get MES 01-18 or MES 03-17 as well? with IB connected?

[NinjaTrader_Jason]

Sorry I should have stated MES 06-19 as the MES 03-19 does not exist.

The MES 01-18 and MES 03-17 do not exist either.

You can find expiry months in NinjaTrader 8 as follows.

• Go to Control Center-->Tools-->Instruments.
• Double click the MES futures instrument.
• Scroll to the bottom in the new window that opens up.
• Click the Contract months field and another window opens up that shows the expiry months.

[Murphy67]

Jason, is there a way to get the data and test the strategy for 2017 and 2018 quarters? any recommendation

[NinjaTrader_Jason]

No, this data does not exist as per the MES and MNQ. Both started with the 06-19 expiry month.