Historical tick data

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Updated October 13, 2009

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Historical tick data

October 11th, 2009, 06:01 AM	#1 (permalink)
fiki sweden Elite Member Experience: Intermediate Platform: TOS, NT Trading: ES Posts: 212 since Jun 2009 Thanks Given: 61 Thanks Received: 433	How does the the historical tick data work? Is it for market replay or charting. I use NT with zen-fire and they don´t seem to have a continuous ES which makes it difficult to make longer term analysis. Would it be possible to chart, let´s say 1 year of ES with the data?

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October 11th, 2009, 01:35 PM

#2 (permalink)

DavidHP

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fiki

How does the the historical tick data work? Is it for market replay or charting. I use NT with zen-fire and they don´t seem to have a continuous ES which makes it difficult to make longer term analysis. Would it be possible to chart, let´s say 1 year of ES with the data?

fiki,

Unfortunately, NT does not have a great way to do this.

But here is a work-a-round.

https://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?Merge

There are also numberous posts on the NT forum about this. Search for 'continuous contract' to see the results in the NT forum.

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October 11th, 2009, 09:32 PM

#3 (permalink)

Big Mike

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fiki

How does the the historical tick data work? Is it for market replay or charting. I use NT with zen-fire and they don´t seem to have a continuous ES which makes it difficult to make longer term analysis. Would it be possible to chart, let´s say 1 year of ES with the data?

It is historical tick data, not market replay data. Market replay data is in the Download section under NinjaTrader - Misc if you want it, I've been uploading it for months.

Yes, you can plot 1 year with this data, as I mentioned in above posts on this very thread, rename each .txt file to ES ##-##.txt one at a time and import, creating a continuous contract for NT use.

Mike

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October 11th, 2009, 09:34 PM

#4 (permalink)

Big Mike

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Oops sorry. I thought this was the VIP thread with the same name which contains 5 years of historical ES data and a lot of discussion on it.

Sorry. Disregard...

Mike

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October 13th, 2009, 12:22 AM	#5 (permalink)
fiki sweden Elite Member Experience: Intermediate Platform: TOS, NT Trading: ES Posts: 212 since Jun 2009 Thanks Given: 61 Thanks Received: 433	Thanks DavidHP!

October 13th, 2009, 12:24 AM	#6 (permalink)
fiki sweden Elite Member Experience: Intermediate Platform: TOS, NT Trading: ES Posts: 212 since Jun 2009 Thanks Given: 61 Thanks Received: 433	Big Mike, the 5 years of historical ES data was actually what I was thinking about, thanks.

October 13th, 2009, 12:27 AM

#7 (permalink)

Big Mike

Manta, Ecuador

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fiki

Big Mike, the 5 years of historical ES data was actually what I was thinking about, thanks.

It's only for VIP's. If you want to donate to become a VIP it is in the VIP section.

Mike

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Last Updated on October 13, 2009

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