Historical Data for ES and YM

[Karl1432]

Does anyone have historical data files that can be played back for ES and YM? I have the last month's or so directly through NinjaTrader. Would like to test the strategy over longer period of time.

Thanks in advance!

[NinjaTrader_Kate]

Hello Karl1432,

Thank you for your post.

You should be able to retrieve historical data for the following time frames for either of those instruments from the NinjaTrader Historical Data Servers:

Tick data: 1 year

Minute data: Should be able to retrieve back to approximately 2006 in most cases

Daily data: Should be able to retrieve back to approximately 2009 in most cases

Market Replay data is deleted after 90 days, so you should be able to download for dates up to 90 days back from the current date.

Depending on your data provider, the amount of historical data you are able to retrieve may be more or less than this, it would depend on what's on their servers.

I'll leave this open in case any community members have more data they are willing to share with you.

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

[Karl1432]

Kate,

Really? I encountered several days in June in which the system said no data was available. Even when playing back some data files, I got errors on some days that said that there was no data for that time frame. The time frame I was looking at were normal trading times.

I only tried the one time. I will try again now.

[Karl1432]

The only YM or ES that I see available for download are the current Sep21 contracts. When I try to download 2021 Feb 01, an error dialog pops up.