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Obtaining range bars that happened before I open the NinjaTrader
Dear friends,
Please, is there a way to get the range bars that happened before the opening of Ninja Trader. Example: I opened the software 9:00 am. How can I get the range bars that happened between 7:00 and 9:00 am.
Can you help answer these questions from other members on NexusFi?
Range bars are built from ticks. You need to connect to a datafeed that offers historical backfill for tick data.
Some brokerfeeds - such as the feed from Interactive Brokers - do not offer historical tick data and when you open a chart at 9:00 AM all you will see are the real-time ticks transmitted from the exchange.
If you subscribe to a datafeed such as Kinetick or DTN/IQ, then you will have historical backfill and your range charts will be automatically filled with data according to the lookback period that you have specified.
