Suggestion Re: NT8 and NT7

[JerryWar]

It is very nice feature that when Not connected we can download Replay data. If you could implement the same feature for downloading Historical data that would be awesome. At least for a couple days back. Way too many times. I fire up my platform on Saturday to review the previous days charts and I cannot connect to the server ( probably maintenance) which means my charts do not fully update when loaded and I have no way to update them.

Thanks
Jerry

[NinjaTrader_Jesse]

Hello,

Thank you for the post.

I have put in a feature request for this item.

I look forward to being of further assistance.

[bltdavid]

It is very nice feature that when Not connected we can download Replay data. If you could implement the same feature for downloading Historical data that would be awesome. At least for a couple days back. Way too many times. I fire up my platform on Saturday to review the previous days charts and I cannot connect to the server ( probably maintenance) which means my charts do not fully update when loaded and I have no way to update them.

Please add my vote for this feature!

I especially feel users who have a paid NinjaTrader license (detected via the NinjaTrader License Key, naturally) ought to be able to download futures historical data without having to first connect with brokerage account credentials.

Even if a 15-minute "delayed quote" was added (to discourage continuous real-time historical data downloading from acting as a poor man's surrogate for a real-time data feed), this would still allow the weekend trader to download data and study their charts, regardless of server maintenance at their brokerage feed.

Why? This 15-minute "delayed quote" throttle wouldn't impact weekend downloaders, but would definitely discourage overuse during open markets on weekdays.

The 15-minute throttle would be hard-coded into NinjaTrader.exe, and would not be exposed in the user options.

I like it!

[koganam]

Please add my vote for this feature!

I especially feel users who have a paid NinjaTrader license (detected via the NinjaTrader License Key, naturally) ought to be able to download futures historical data without having to first connect with brokerage account credentials.

Even if a 15-minute "delayed quote" was added (to discourage continuous real-time historical data downloading from acting as a poor man's surrogate for a real-time data feed), this would still allow the weekend trader to download data and study their charts, regardless of server maintenance at their brokerage feed.

Why? This 15-minute "delayed quote" throttle wouldn't impact weekend downloaders, but would definitely discourage overuse during open markets on weekdays.

The 15-minute throttle would be hard-coded into NinjaTrader.exe, and would not be exposed in the user options.

I like it!

Not quite that simple.

ref: http://ninjatrader.com/support/forum...ad.php?t=74155

[JerryWar]

I actually think their is a simple thing that could be done. Example an option to automatically save the current data as historical on Exit or just a user selectable option to remind you to do so. Such that the data for the last day or days is available when you open your charts on the next day if no feed is available. You just get to see what you already had. I know the smart / prudent thing is to just download historical data after market on Friday its just that life doesn't always happen like that.

[bltdavid]

I actually think their is a simple thing that could be done. Example an option to automatically save the current data as historical on Exit or just a user selectable option to remind you to do so. Such that the data for the last day or days is available when you open your charts on the next day if no feed is available. You just get to see what you already had. I know the smart / prudent thing is to just download historical data after market on Friday its just that life doesn't always happen like that.

Do you mean the option "Record live data as historical"?

See attached.

[bltdavid]

Do you mean the option "Record live data as historical"?

Because I mean for this newer feature to be a different use case.

I want the case where you did not connect at all on a Thursday or Friday (perhaps you were too sick, or whatever) -- meaning the option "Record live data as historical" had no chance to get used -- and then you connect on Saturday.

But this attempt to connect on Saturday fails. Rats, probably server maintenance.

It is this situation where the new feature of being able to download historical futures data without being connected is extremely useful.

[bltdavid]

I thought they record it themselves, and then NinjaTrader.exe downloads it from NinjaTrader's own servers when a chart needs historical futures data.

My 15-minute "delayed quote" idea was a throttle to discourage abusive downloading from the NinjaTrader historical data servers, which I presumed already exist (at least for futures historical data, that is.)

Heck even a 30-minute throttle is fine.

The point is: on Saturday, this throttle has no impact, because all the historical data being downloaded is older than the 15 or 30 minute throttle.

So, put out a number, 60, 90 -- the throttle number is not that important for the Saturday downloader, but can discourage excessive use during weekday market hours -- the data should have a large enough delay that it is not really useful for real-time decisions.

[koganam]

I actually think their is a simple thing that could be done. Example an option to automatically save the current data as historical on Exit or just a user selectable option to remind you to do so. Such that the data for the last day or days is available when you open your charts on the next day if no feed is available. You just get to see what you already had. I know the smart / prudent thing is to just download historical data after market on Friday its just that life doesn't always happen like that.

We may be referring to different things. I was actually talking about bltdavid's delayed datafeed idea. They will still have to have a server and related infrastructure. Just as Ray's response to me pointed out.

[JerryWar]

Bitdavid No , record data bogs your system down. What I mean is to either be prompted if you have selected an option to be prompted, to save Historical data as you attempt to close Ninja or Automatically save Historical data for the charts that are open when you close Ninja. If you save the historical data for the charts you have open when you open your charts you will not need to connect to see the past days up until the time you last closed out. My issue is I watched and traded all day Friday. I open my charts on Saturday morning to review and it only shows me data to very early Friday morning. What ever was there for the rest of Friday was lost when I closed the charts Friday evening.

[bltdavid]

I was actually talking about bltdavid's delayed datafeed idea. They will still have to have a server and related infrastructure. Just as Ray's response to me pointed out.

Yeah, but my point is: Ray may have been referring to lack of server infrastructure for stock historical data.

Which begs the other question:

Doesn't NinjaTrader already have historical tick, minute and day futures data stored on their own server infrastructure?

Isn't NinjaTrader.exe already able to download this historical futures data from these NinjaTrader historical data servers?

Hmm, it would appear most of the documentation says I'm wrong.

But I could have swore that NinjaTrader support talked about their own historical data servers, for ex, I've almost certain they have described the historical data retention policy (for futures) where they keep all historical minute data for almost all futures instruments practically forever, but historical tick data is only kept a year -- as if they were referring to servers they controlled.

Such questions naturally arise when back-testing a strategy using Strategy Analyzer.

Perhaps they were referring to downloading historical data from whichever data feed account connection that supports historical data -- maybe all those providers have agreed to keep at least 1 year of tick data, and NinjaTrader.exe imposes the date limitations of how far back it will try to download historical tick data.

I always thought if I ever bought a connection to IQFeed, I also had access to many more years of historical futures tick data ... hmm, may be I am wrong.

Geez, perhaps I'm the one here who is confused as hell ...