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Desperate for NT8 NQ and ES Tick Data, Desperate

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    Desperate for NT8 NQ and ES Tick Data, Desperate

    Hello NT8 Friends,

    I am currently programming and back testing Tick Bars in Ninja Trading 8 in search for an algo I can trade with Edge.

    Problem:
    1. I am only able to back test for 1 year (2022-2023) to validate trading systems ideas. This is not enough for me to gain trust in the algo. Unfortunately, NinjaTrader only provides one year of tick data.


    Question:
    1. Does anyone have an tick data in NT8 that goes back past 2022 that I can PLEASE PLEASE have? I will even paypal you some cash as well for your time and effort.

    Please check your NT8 computer in the path below. Open the folder and see if you have tick data for the contract years 2018 to present.

    C:\\Documents\NinjaTrader 8\db\tick

    Please let me know if you can help me please

    Thank you so much.​​

    #2
    Hello simple_goodoboy,

    I just wanted to post the information about the formats that NinjaTrader support for importing data, in case no one has data they can provide you may try searching online using google for third parties that have historical tick data. As long as the data is in the format described in the help guide that could be imported.


    Comment


      #3
      NinjaTrader Market Replay Data for NinjaTrader 8 Market Replay is one of NinjaTrader 8’s most powerful features — allowing you to replay historical tick-by-tick market activity as if it were live. This is ideal for backtesting strategies, simulating order flow, or simply getting more hands-on screen time outside of live market hours. This Market Replay Data package provides access to extensive historical recordings for major futures contracts and FX pairs. The data is formatted specifically in .nrd (NinjaTrader Replay Data) and is organized by contract for easy navigation. Available Instruments Futures: ES, NQ, YM (2017–2025) Crude Oil: CL Micro Futures: MES, MNQ, MYM (Available from 2019 onward) Treasuries: ZN, GC Metals: GC FX Pairs: (Full list included upon purchase) Note: Depending on the instrument and date range selected, file sizes can range from 10GB to over 100GB. You will receive download access for 30 days after purchase. Delivery & Format After purchase, you will receive instructions via email on how to download the replay data. Each folder is separated by instrument and contains tick-by-tick `.nrd` files compatible with NinjaTrader 8. Important: All digital products are non-refundable. Please ensure compatibility before purchase. How to Use Market Replay Data Need help using the replay files? Watch the step-by-step tutorials below to get started: These videos walk you through setting up the Playback Connection in NinjaTrader 8, importing the `.nrd` files, and replaying market data for any date/time window covered by your download. If you're serious about backtesting or day trading practice, this Market Replay package offers the perfect solution to sharpen your edge using real historical data.



      Comment


        #4
        Hello balltrader,

        Thank you for the response. I really appreciate your help.

        I am only looking for tick data, not market replay data.

        The tick data is located here.

        C:\\Documents\NinjaTrader 8\db\tick

        Can market replay tick data be used for the tick data to perform back testing?

        Thank you so much.

        Comment


          #5
          I appears you asked this same question back in 2017 https://forum.ninjatrader.com/forum/...466#post777466

          perhaps contact that vendor who is selling the market replay data and ask them...

          Comment


            #6
            Hello,

            I have the same problem and look for older tick data, especially 2020 and 2021. With dxfeed I was able to receive up to 2 years back even if the download was quite slow and crashed with more than one month of data per request.



            Since NT8 stores the data with local time stamps (mine is European Time) you probably should load them better by yourself. CME only is 19$ for a term of one month I guess.
            Last edited by Joerg; 11-18-2023, 08:59 AM.

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