Where can I get YM Minute-Data 2004-2008 for Ninjatrader?

[Johnny]

Hello everyone,

I'm looking for 1-Minute Data for YM 2004-2008. I want to load this into Ninjatrader to do some back-testing.

If anyone can tell me the easiest/cheapest way to get this I'd greatly appreciate it. Maybe somebody would even be kind enough to share it with me?

Best regards,

Johnny

[NinjaTrader_Clayton]

Hello Johnny,

Thank you for the message.

When I tested in my platform, the Historical Minute Data for the YM goes back to 2006 on NinjaTrader's Historical Data Servers.

• 

If you want data from before that time, you would have to do some internet searches for Historical Data Providers that provide the Historical Data for that instrument in a way that can be imported into NinjaTrader.

From there, you could follow the guide below to import the data:

• How to Import Historical Data

This forum post will remain open for other users to share their suggestions as well.


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

[Johnny]

Hello Johnny,

Thank you for the message.

When I tested in my platform, the Historical Minute Data for the YM goes back to 2006 on NinjaTrader's Historical Data Servers.


If you want data from before that time, you would have to do some internet searches for Historical Data Providers that provide the Historical Data for that instrument in a way that can be imported into NinjaTrader.

From there, you could follow the guide below to import the data:

• How to Import Historical Data

This forum post will remain open for other users to share their suggestions as well.


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

Hello there, Clayton,

How far back in 2006 are you able to go? And which data provider is that with? Kinetick? I believe I tried yesterday with Kinetick and wasn't able to go further back than 2008, but I can't say for sure. I'll try again later.

Regardless, I'm still looking for the data from 2004 to 2006. If anyone can recommend a data provider or even share it with me I would greatly appreciate it.

PS: I use IQFeed and they don't go longer back than 2008, I believe.

Johnny

[NinjaTrader_Clayton]

Added picture in original response. It goes back to January 5th, 2006.

[Johnny]

Which data feed is that, NinjaTrader_Clayton ?

I'm connected to both IQ Feed and Kinetick and nothing from 2006 loads on my end.

Maybe you can export that data for me and attach it here or in a private message?

Thank you.

[NinjaTrader_Clayton]

Hello Johnny,

Thank you for the update.

This would be if connecting with the "NinjaTrader" (Tradovate-based) connection or a Rithmic-based connection as either one would use NinjaTrader's Historical Data servers.

IQ Feed and Kinetick are fundamentally the same data provider and would give the same historical data. The historical data is coming from their servers with those connections.


Finally, if you want that data, either:

1. Find a Historical Data Provider and get the data from them. Then, import the data as previously suggested.

2. Or, sign up for a NinjaTrader (Tradovate-based) account or Rithmic-based account, subscribe to the real-time data, then connect to the account so it downloads the historical data from the NinjaTrader Historical data servers.

• It is not feasible or compliant for our support to export the Historical Data from one provider and give it to someone else who didn't follow the proper steps and agreements for that data.
• YOU need to sign up and Accept the various Market Data Agreements from the provider yourself if you want to use their data.
  • You could sign up for a 2 week demo to test it out, but after that runs out, you would have to actually apply for an account and subscribe to data to keep using the connection properly.
    • How To Get a Free 2 Week Trial of NinjaTrader

Since you would have multiple connections at that point, you could follow the guide below and force the platform to use the Historical Data from your new connection:

• How to set Preferred Market Data Connections

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

[Johnny]

Thank you, Clayton! I will try the trial, then.

PS: If anyone should be reading this and know a good data provider or could send me the data (2003-2005), I'd greatly appreciate it.