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Strategy Data History

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    Strategy Data History

    Hello I'm trying to confirm how far back I can go with strategy analyzer. from what I understand the historical data from NT (using Rhithmic) goes back to 2006 on minute data.
    I've tried running this to print the date of my strategy execution from 2006 to 2025 June 30th. But it doesn't go back any further than 2024.

    Additional info:
    - Using volumetric data w/ order flow + subscription
    - Using 1 Minute time frame
    - Using Instrument NQ
    - Connection is Rhithmic (maybe this is the problem? I need to use something from Ninja?)

    Is there a limitation here I'm hitting? Any additional info?

    #2
    Hello Cornhusk7789,

    Thanks for your message.


    The limiting factor for how far back your strategy analyzer can go is the available historical data.

    It seems that the limiting factor, based on your parameters, is the Tick data, which only goes back about a year from the current date. TIck data is used to calculate OrderFlow Volumetric data.

    The NinjaTrader Historical Data servers will store the following amounts of information for most of our supported instruments:
    • Daily data goes back to ~2009
    • Minute data goes back to ~2006
    • Tick data goes back about a year from the current date
    • Market Replay data goes back about 90 days from the current date

    Additional information on our available historical data may be found here in our Help Center.

    If needed, you do have the option to import historical data to your platform.

    The link below contains more details on what type of data is supported to be imported to the NT platform.

    Importing Historical Data

    Feel free to reach out with any other questions or concerns.

    Comment


      #3
      Bummer that's a shame. Does NinjaTrader offer any subscription models to get data from further out?

      Comment


        #4
        Hello CornHusk7789

        Thanks for your reply.



        NinjaTrader itself does not have any market data subscription that provides a larger time frame for historical data.

        You do have the option to connect a third-party data provider that may provide more historical data.

        The link below contains a list of supported third-party data providers.

        NinjaTrader supports multiple market data providers delivering access to futures, forex and stock data along with free EOD data through Kinetick.


        Feel free to reach out with any other questions or concerns.

        Comment

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