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Historical data download for old future contracts fails

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    Historical data download for old future contracts fails

    Hi,
    I am struggeling hard to get historical data for futures contracts.
    I tried chatgpt and failed, so I need human support :-)

    I would like to download tick data for the futures contract NQ MAR23

    What I tried - connected to APEX, did the same connected to Kinetick
    1) downloading data for the date 01.12.2022 - 31.03.2023 for NQ JUN25 => didn't work, the rollover setting is set to "merge back adjusted"
    2) downloading data for the date 01.12.2022 - 31.03.2023 for NQ MAR23 => didn't download any data

    Non of these did download the data.

    Do you have any ideas? Is there any error message available?
    Thanks and best regards


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    #2
    Hello moneymaster,


    Thank you for posting on the NinjaTrader forums.

    It is possible that the historical data you requested is not available through your Apex connection. As far as your Kinetick connection goes, is this 'Kinetick - EOD Free' or an active Kinetick subscription?


    If it is a Kinetick subscription try connecting to that data only and downloading data as needed.


    Thank you.

    Comment


      #3
      Hi Luis,
      it is a fee subscription End of day free.
      I think the data is not available.
      Thanks and best regards

      Comment


        #4
        Originally posted by moneymaster View Post
        I would like to download tick data for the futures contract NQ MAR23
        That data is too old.

        NT historical data servers only store 1 years worth of tick data.

        ​I believe both Apex/Rithmic and Apex/Tradovate depend on NT's
        historical data servers for all historical data.

        As far as downloading through your Apex connection (which use
        NT servers for their historical data needs), you're out of luck.

        In contrast, historical minute data is retained, I think, for 10 years.

        Comment

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