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get historical data from long period

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    get historical data from long period

    Hi,
    The historical data based on 15min timeframe are limited to roughly 1,5 year for MHG with JUL-22 contract as for MAY 2022 max historical data.
    How can i load more data from 2019 for example?
    Thanks

    #2
    Hello cbadr,

    Thank you for your post.

    You posted this in the "Strategy Development" topic, though it seems to be a general technical support question about historical data availability. Please clarify if this request has to do with Strategy Development or not, as I can move this thread to a more appropriate topic if applicable.

    Historical data availability typically depends on your data provider. So I may accurately assist you, please answer all of the following questions:
    • What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.?.?.?)
    • Who are you connected to? This is displayed in green in the lower-left corner of the Control Center window.
    • What is the merge policy you have selected at Control Center > Tools > Options > Market Data > Merge Policy?
    • Do you receive an error on the screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?
    ​I look forward to your reply.

    Comment


      #3
      Thank you for your answer,

      the topic is linked to strategy development as i would like to be able to run walkforward testing over a large sample of time.
      NT version is 8.1.2.1
      I'm connected to "LIVE" from ninjabrokerage account
      policy is merge back adjusted
      no error on the screen just the last available future contract for MHG is on July 22.

      Comment


        #4
        Hello cbadr,

        Thank you for your reply.

        On the NinjaTrader historical data servers, minute data typically goes back as far as 2006. With that said, I looked into the MHG instrument and I see that it did not go live until May 2022, so it makes sense that there is no data further back for that particular instrument. I found this information via the following publicly available link on the CME website from April 2022:
        CME Group, the world's leading derivatives marketplace, today announced that it will expand its suite of micro metals products with the launch of Micro Copper on May 2, 2022, pending regulatory...


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

        Comment


          #5
          i see it makes sense now,

          thank you for this feedback

          Comment

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