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How to: Download Data to be used for Backtesting? NT8 + NTB + IBKR - CB

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    How to: Download Data to be used for Backtesting? NT8 + NTB + IBKR - CB

    Hi,

    Is there anyway to fully download the the data for all my backtesting requirements?

    ​​​​For example, I am doing extensive backtesting for the next month or so, and I want to be able to do it quickly and not keep redownloading the data thousands of times.
    Also some of the data connections are terrible (ie IBKR)

    So I was hoping to pre download the data for all tickers that I will backtest.
    ​​
    For Futures I use the NT Data provider.
    For Crypto, Coinbase.
    For Equities, Interactive Brokers.
    ​​​
    Thanks

    #2
    Hello gaz0001,

    Thank you for your message.


    Historical Data may be downloaded in bulk from any Data Provider you are connected to (so long as they support the data and instruments you are selecting) from the Tools > Historical Data > Load window. You may confirm any data you have downloaded from the 'Edit' tab of that window as well.

    A complete overview of this along with strategy backtesting may be read here in our NinjaTrader 8 Help Guide - Downloading Historical Data and Backtesting a Strategy

    Please keep in mind that the slower loading of data from Interactive Brokers will still be present in this window as it is a limitation on their servers known as a Pacing Violation, not something NinjaTrader can control. The platform does limit the amount of data it will pull from the servers to avoid the violation which can affect your account, but downloading data from the Historical Data window vs the Strategy Analyzer will not affect this limitation from IB.

    Please let us know if you have any additional questions.

    Sincerely, Justin D.
    NinjaTrader Support Team
    Justin D.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_JustinD View Post
      Hello gaz0001,

      Thank you for your message.


      Historical Data may be downloaded in bulk from any Data Provider you are connected to (so long as they support the data and instruments you are selecting) from the Tools > Historical Data > Load window. You may confirm any data you have downloaded from the 'Edit' tab of that window as well.

      A complete overview of this along with strategy backtesting may be read here in our NinjaTrader 8 Help Guide - Downloading Historical Data and Backtesting a Strategy

      Please keep in mind that the slower loading of data from Interactive Brokers will still be present in this window as it is a limitation on their servers known as a Pacing Violation, not something NinjaTrader can control. The platform does limit the amount of data it will pull from the servers to avoid the violation which can affect your account, but downloading data from the Historical Data window vs the Strategy Analyzer will not affect this limitation from IB.

      Please let us know if you have any additional questions.

      Sincerely, Justin D.
      NinjaTrader Support Team
      Thanks Justin, that's perfect.

      For the Equities back testing, its absolutely killing me with the IB Data Pacing. Hopefully, I can get a proper equities data feed soon, but they are just so expensive at the moment.

      Is there any intelligence in the downloading element?
      For example - If i spend 2 hours on IB's data feed grabbing 5m data for $TSLA 2020-2021.
      Then i tell the system to download $TSLA 2019-Present day..........does NT or IB know that i already have 2020-2021 data and it will skip over it and save me those hours?

      Thanks

      Comment


        #4
        Hello gaz0001,

        Thank you for your response.


        Unfortunately, I do not believe the window has the ability to do this as it will attempt to download and replace any existing data in these folders when you click the 'Download' button instead of checking for what is already there and only downloading what is missing. To avoid longer wait times with IB, I would recommend checking what is already downloaded in the Edit tab of the Historical Data window and then setting the specific date range from there.


        Please let us know if you have any additional questions.

        Sincerely,
        Justin D.
        NinjaTrader Support
        Justin D.NinjaTrader Customer Service

        Comment

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