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Tick Data
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Tick Data
While I am back testing on a 5 or 15 minute chart in Strategy Builder going back a few years and am using On Every Tick, does Ninja download tick data for all those years? How does it work in Ninja? I thought usually you get around 30 days of tick data with most brokers.
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Hello Trader17,
Thanks for writing in to our Support team.
Yes, NinjaTrader will attempt to download the historical data for the backtest period defined while you are connected to your data provider.
If you are using NinjaTrader Continuum as your data provider, here are our historical data restrictions:
* Tick data is deleted after 366 days
* Minute data is virtually never deleted, and goes back to 2006
* Daily data is virtually never deleted, and goes back to 2009
Please let me know if I may be of any further assistance.Alan S.NinjaTrader Customer Service
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Hello Trader17,
Thanks for your reply.
NinjaTrader doesn't keep the tick data 'up to date', once you download historical data it is kept on your PC in your Documents --> NinjaTrader 8 --> db folder - if you want to ensure you retrieve all available data from the historical data server than you can download a years worth of data once a year. You will have to download the historical data in order to ensure it saved on your PC. The Strategy Analyzer asks for you to define a date range when running a back test - it will run based off of the historical data you have for that range.
Please let me know if I may be of any further assistance.Alan S.NinjaTrader Customer Service
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Thank you. What I was referring to was say every couple of months if I do a download Ninja will recognize until what date I already have the data and then just update the missing data? So I can have more than 366 days going forward for tick data. So it will not just download the latest 366 days worth of tick data every time I decide to download. Like a rolling process. Keep filing in latest data on my PC.
Thanks.
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Hello Trader17,
Thanks for your reply.
When downloading historical data from the Historical Data window, you select a Start Date and End Date to define the date range for the historical data request. You can view all data you have downloaded in the Edit tab under Historical. If you download historical data and are missing Monday and Friday for that week and request a weeks worth of data, NinjaTrader will recognize that you only are missing Monday and Friday and only download those days.
Please let me know if I may be of any further assistance.Alan S.NinjaTrader Customer Service
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