Why does Kinetick RTY data only go back to 2017?

[BarzTrading]

I'm using Kinetick data in NinjaTrader desktop (although the following is true for NinjaTrader Brokerage data as well).

The RTY symbol (E-mini Russell 2000 Index Futures) only has data back to 2017. I'm told by support this is when RTY started trading on the CME exchange.

I would accept this answer, except that in Tradestation, I can chart the @RTY continuous contract back at least 20 years?

Here's a screen shot of Tradestation:



Is 2017 really the start date of the RTY futures? Or just when it started trading at CME? If there's a longer history, why doesn't Kinetick include more data?

If there's not history before 2017? Then is just a bug in Tradestation?

Or was RTY trading somewhere long before 2017 and Kinetick doesn't offer the additional history because it wasn't traded through CME?

If there's more RTY history, is there a way to access that history? Perhaps through another symbol?

I'd love to hear from someone who has more knowledge about the history of RTY.

I'm asking because my process for creating strategies uses at least 10 years of historical data and I'd really like to understand if RTY could or should have 10 years of historical data.

[NinjaTrader_Erick]

Hello BarzTrading,

Thank you for reaching out.

The available historical data that populates within NT8 will depend on what data provider you connect to.

Connections that use the NinjaTrader Historical Data Servers are Rithmic, CQG based connections, and certain Forex connections when selected within the connection settings.

*The amount of historical data available for connections that do not use the NinjaTrader Historical Data Servers would be dependent on the provider and you may reach out to them for more information. If you use Kinetick you can reach out to [email protected] for more info on how much data they have to offer.


The amount of data stored on the NinjaTrader Historical Data Servers:

• historical tick data - 1 year
• historical minute/day data - usually 10+ years
• playback data - 90 days - Futures and Forex instruments only

Note this amount may vary slightly depending on the specific instrument.

Make sure your Chart -> Data Series -> has sufficient days to load.

When you are downloading from our Historical data servers, you have to specify the quarterly contract dates.

When downloading futures data, you're restricted to downloading the data that is available for the specified contract that you enter, from the time it rolls over to the date it expires.For items like the RTY, this is going to be 3 months.

For example:

When downloading data in NinjaTrader and selecting the RTY 12-22 Contract for January 1, 2022- December 31, 2022, I receive data from September, October, and November until December 12, 2022 at that is the data that specific contract was set to roll over.

I would not get data from May, for example, because the 12-22 contract was not active at that time. For more information on loading historical data please visit the link below:

• https://ninjatrader.com/support/help...ta_manager.htm

The only other way to get more historical data would be for you to find some other source to download that large amount of data, and then import it to NT8.

You can research providers by Google searching "historical tick data download or download more historical data for NT8"

Note that the data has to be in specific format to be imported onto NT8.

https://ninjatrader.com/support/helpGuides/nt7/index.html?historical_data_manager.htm

https://support.ninjatrader.com/s/article/How-Can-I-Import-Historical-Data?language=en_US

Let us know if we may be of further assistance.

[BarzTrading]

Thank you for the response, but it doesn't answer my question about why Kinetick RTY data only goes back to 2017.

If you were to look at Kinetick data you would see that the other indexes ES, YM, EMD, NQ all have minute-based data going back to 2006 or 2007.

I realize that RTY started on CME in 2017 and this is probably the superficial reason Kinetick doesn't have older data. But if someone actually understood the history of RTY they could offer of more detailed answer about why a different data provider might have a longer history of RTY.


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The available historical data that populates within NT8 will depend on what data provider you connect to.

Yes. My question is about Kinetick.

The amount of data stored on the NinjaTrader Historical Data Servers:

• historical tick data - 1 year
• historical minute/day data - usually 10+ years

So why doesn't RTY go back 10 years?

Make sure your Chart -> Data Series -> has sufficient days to load.

Yes. Works fine for ES, YM, EMD, NQ going back to 2006 or 2007. RTY only goes back to 2017.

When you are downloading from our Historical data servers, you have to specify the quarterly contract dates.

I'm using Tools -> Options -> Market Data -> Merge back adjusted.

Plus works fine for ES, YM, EMD, and NQ. The RTY continuous contract works fine, too, the data just doesn't go farther back then 2017. Why?

The only other way to get more historical data would be for you to find some other source to download that large amount of data

What do you mean by "large amount of data"? This is not a large amount of data. I download minute data for 10+ years from Kinetick all the time with other instruments. It works fine. And fairly fast.

But yes, I understand that another data source _might_ have more data for RTY. I want to know why Kinetick does NOT have more data when all the other indexes have more than 10 years of data.