Advice from forum on continuous futures like ES mini downloading history data 1 miin

[mrmike99]

Using Ninja data which goes back to 2009 on some futures ... it seems their are several ways to download the data. I was told to first click on files in the loaded section then get the file via download using a data range. What is the easiest way to obtain all the history on futures files? Thanks

[NinjaTrader_Jason]

Hello mrmike99,

If you create a chart, it will automatically load all requested historical data in NinjaTrader as per the 'Days to load' setting including historical data for previous expiry months. I assume you are using the default merge policy setting of 'Merge back adjusted'.

Please go to Control Center-->Tools-->Instruments. Double click the futures instrument in question and check the 'Merge policy' setting. If set to 'Use global settings', please go to Control Center-->Tools-->Options-->Market data. Make sure 'Global merge policy' is to 'Merge back adjusted'.

[mrmike99]

Thanks for your advice, I confirmed those settings. It appears that I also have to click on each month in Loaded for futures but it will merge. My main issue is confusion from various sources regarding Ninja Continum and Kinetick. Seems both say they have lots of data and Ninja claims it back to 2009 and Kinetick 2 years for 1 min. Confusion is whether Ninja has stock data (history) -- I had thought they didn't so now I have both services but is Kinetick needed? I only trade ES in real time ... BUT I am also training AI so I also need other futures, indexes and all 500 stocks in the S&P 500 (past data only). Do I only need Ninja for past data or do I also need Kinetick? thanks.

[mrmike99]

What is the "days to load" setting

[NinjaTrader_Jason]

We don't have historical stock data present on our historical data servers which the NinjaTrader Continuum connection uses. Kinetick does provide historical stock data.

You can find the 'Days to load' setting in the Data Series menu of the chart (see attached screenshot).

[mrmike99]

Ok, so it appears I do need kinetick for history stock data. If I have 500 files -- how can I update all 500 files each trading day with new 1 minute data if I have Ninja and Kinetick? Manually -- would not be fun. Suggestion?

[NinjaTrader_Clayton]

Hello mrmike99,

Thank you for the message.

Please remember that NinjaTrader is a platform designed for trading and submitting orders. It has NOT been designed in a way to be used for downloading mass amounts of data from the servers for multiple instruments.

You would have to either manually download the new historical data for all 500 instruments every day.

Or, create a workspace that has all 500 charts within it so that when it connects to data, the historical data is loaded for all 500 instruments at the same time.

• However, this may be more requests than the Kinetick and/or NinjaTrader connection allows by default. You may have to have 5 workspaces with 100 instruments each.

Or, you could look into finding or creating an automated NinjaScript Strategy that will request the historical data in the way you want.


Please let us know if we may provide any further assistance.

[mrmike99]

Opening 500 charts would be insane, system would overload. We are setting up the charts manually because other services have bad or missing data. Then we will update the 500 items with another service designed for data. The other service has API and Python connections so updates can be done automatically and Ninja would not have a drain on their servers. Our charts are used in AI training and will be housed in the cloud. Problem solved! The only reason I am with Ninja is to trade ES mini and trading off a chart with a mouse --- is amazing technology! As we all know you can't have delays of any kind trading futures. Thanks for all your help.

[oris25]

I removed the other occurrences of "DayOfWeek" in my indicator folder and then the new one worked.