ES and SPY Intraday Data for June and July 2022

[Trader782]

Please tell me how to get 5 min intraday data for the ES and SPY for June and July 2022.

I use Ninja Trader 8. Thank you.

[NinjaTrader_Jason]

Hello Trader782,

Can you please go to Control Center-->Tools-->Historical Data and click Download. Type ES 09-22 in the Instrument field and hit Enter on your keyboard. Set the start date to June 13th and and end date to July 31st. Click Download. Make sure you are connected to your broker/data feed connection when you click Download.

Type ES 06-22 in the Instrument field and hit Enter on your keyboard. Set the start date to June 1st and end date to June 13th. Click Download. The ES futures rolled over from 06-22 to 09-22 on June 13th.

You can use a start date of June 1st and an end date of July 31st for the SPY stock.

This will load historical minute data which is stored per minute. It is not supported to store it in 5 minutes. If you like the minute data to be plotted in 5 minute bars in a chart, please set Type to Minute and Value to 5 in the Data Series menu of the chart.

[Trader782]

Thank you for your response. Please see attached screen shots.

I was able to download the one minute data for the time period I am looking for, 6/21/22 - 7/10/22.
Per the attached screen shot, I can see the downloaded data in the Historical Data window so I know its there.

But I am unable to open a chart to see this data. When I go to New --> Chart and select ES 09-22 , The chart says Loading .... but then it is blank.

I also thought of adding ES 09-22 to the Futures Instrument List, but it seems that only the current contract and future contracts can be added to the list, not a contract in the past.

Please tell me exactly how to open a chart to view the historical data I've downloaded.

Thank you for your patience as I am new to this process.

[NinjaTrader_Jason]

When you create the ES 09-22 chart, what date do you have selected for 'End date' and what value is entered for 'Days to load' in the Data Series menu? If you select 7/10/2022 as the End date and request 20 days of historical data, does it load the data in the chart?


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 ES 09-22 and hit Enter on your keyboard.

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

• Go to Control Center-->Tools-->Instrument Lists.
• Click the instrument list on the left side.
• Click add on the right.
• Type ES 09-22 and hit Enter on your keyboard.