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Obtaining range bars that happened before I open the NinjaTrader


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  #1 (permalink)
 Barrosco 
Brazil
 
Experience: Intermediate
Platform: NinjaTrader
Broker: IB
Trading: 6E, 6C, 6B and ES, NQ, YM
Posts: 94 since Jul 2009
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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.


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  #2 (permalink)
 
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 ThatManFromTexas 
Houston,Tx
 
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Barrosco View Post
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.

@Barrosco

What data feed and what session template do you use?


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  #3 (permalink)
 
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 Fat Tails 
Berlin, Europe
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Barrosco View Post
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.

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.


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  #4 (permalink)
 Barrosco 
Brazil
 
Experience: Intermediate
Platform: NinjaTrader
Broker: IB
Trading: 6E, 6C, 6B and ES, NQ, YM
Posts: 94 since Jul 2009
Thanks Given: 45
Thanks Received: 33

Thank you very much for your answer.
All the best,
Barrosco


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Last Updated on August 17, 2012


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