Export historical data for the last 10 years

[Lopat]

Hello, I would like to export the historical data for the last 10 years from NinjaTrader. In the export window, I only have the option to export the data by contract/expiration date. I would like to export the continuous contract. Is this possible?

[NinjaTrader_Clayton]

Hello Lopat,

Thank you for the message.

While NinjaTrader has historical data saved on its servers, it is not a "Data Provider". You are only able to export the Historical data that is saved on your PC.

• You are only able to download the Historical data that is saved on the servers which varies by Instrument and type.
• If you need more data than what is available on the servers then you are welcome to do some internet searches for a data provider that would provide all of the historical data for the instruments you are looking for.

Please follow along with the guide below for more information on exporting Historical Data:

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

If downloading Historical Data from the NinjaTrader Historical Data Servers, here are the amounts of data that could be expected to be downloaded:

• Tick data: Tick Data is held on the Servers for 1 year and is then removed.
• Minute data: Goes back to 2006 (Forex back to late 2008)
• Daily data: Goes back to 2009 (Forex back very far, varies per instrument) (Index back to 2011)
• Market Replay data: Recorded for the Futures Instruments supported by NinjaTrader Brokerage and will only go back 90 days from the current date.
• Everything from 07/9/2016 back will be NinjaTrader 7 data, not having millisecond granularity.
• Daily data from 07/9/2016 back will be RTH

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

[Lopat]

Hello Clayton, thank you for you answer. If i see correct i can download only the selected contract in the NT Export window. So when i want to get the last 10 years in minute data for CL i have to download each monthly contract the data? or ist there a possibility to downlaod all the data at once?

[johnny72]

Hello Clayton, thank you for you answer. If i see correct i can download only the selected contract in the NT Export window. So when i want to get the last 10 years in minute data for CL i have to download each monthly contract the data? or ist there a possibility to downlaod all the data at once?

Facing the same question. Do I have to download by every month or can I download a range of dates? If I set a range, only a few months of data are given at most...

[NinjaTrader_Erick]

Hello johnny72 ,

Thank you for reaching out.

Historical data can be downloaded at Control Center-->Tools-->Historical Data-->Load-tab-->Download when connected to a broker/data feed that offers the requested historical tick data.

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 MES, this is going to be 3 months. For example:

When downloading data in NinjaTrader and selecting the MES 12-23 Contract for January 1, 2023- December 31, 2023, I receive data from September, October, and November until December 12, 2023 at that is the data that specific contract was set to roll over.

I would not get data from May, for example, because the 12-23 contract was not active at that time.

For more information on loading historical data please visit the link below:

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

Please let us know if we may be of further assistance.

[johnny72]

Is there a way to to download data from a chart then? In a chart you can load years of MES and in a backtest, you can back test years of MES but when it comes to historical export then it is cut into 3 month blocks… is there a workaround to get a few years at one shot?

[NinjaTrader_Erick]

Hello johnny72 ,

Thank you for reaching out.

NinjaTrader 8 does not natively allow exporting multiple years of historical data in one go through the platform's UI due to its limitation of handling data exports in 3-month blocks. Other options.

1. Custom NinjaScript

• Use NinjaScript to automate the export process for longer timeframes:
  • Write a script to loop through multiple years of data.
  • Programmatically export the data and save it to files.
• This approach requires some programming knowledge. If you're interested, you can try reaching out to [email protected]

2. Use External Data Export Tools

• Certain third-party NinjaTrader add-ons or scripts might simplify the export of large datasets. Check the NinjaTrader Ecosystem for tools that match your needs.

Please let us know if we may be of further assistance.