NexusFi: Find Your Edge


Home Menu

 





Historical Data For New Mini-Russell on CME


Discussion in NinjaTrader

Updated
    1. trending_up 1,437 views
    2. thumb_up 2 thanks given
    3. group 2 followers
    1. forum 2 posts
    2. attach_file 0 attachments




 
Search this Thread
  #1 (permalink)
 kevinkdog   is a Vendor
 
Posts: 3,668 since Jul 2012
Thanks Given: 1,893
Thanks Received: 7,378

I am trying to figure out what data providers are doing regarding the new mini-Russell CME symbol RTY, since it is transitioning from ICE to CME.

RTY started trading on July 10, 2017. So theoretically there is no history before that date.

BUT, I wonder if any data vendors are including ICE TF data as part of the historical data in their continuous contracts. I know at least some vendors did that in 2007, when mini-Russell jumped from CME to ICE.

So, I am doing a little informal survey:

1. Who is your data provider?

2. Has your data provider included TF data in the RTY symbol continuous contract for dates before July 10, 2017?

3. Can you show a screen shot of daily continuous contract of RTY for last 3 months?


Thanks!

Follow me on Twitter Started this thread Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
Elite Trader Funding, Avoid?
Trading Reviews and Vendors
Brendt Skorupinsky
Trading Reviews and Vendors
tick data interval discrepancy
NinjaTrader
Has anyone taken The Confident Trader course from aheadc …
Trading Reviews and Vendors
What You Know vs How much you know about it
Traders Hideout
 
  #2 (permalink)
 ShatteredX 
Houston, TX
 
Experience: Intermediate
Platform: Python
Trading: NQ
Posts: 97 since Apr 2016
Thanks Given: 133
Thanks Received: 96

1. Kinetick

2. Yes (daily data goes back to 12/9/2004)

3. Here is a screenshot of RTY 09-17 backadjusted contract (default settings NT7):



EDIT: Here is also the actual continuous contract, didn't remember how to do it in NT7. Data actually goes back to 12/11/2001 on this:


Reply With Quote
Thanked by:
  #3 (permalink)
 kevinkdog   is a Vendor
 
Posts: 3,668 since Jul 2012
Thanks Given: 1,893
Thanks Received: 7,378


Tradestation data also includes historical data for TF in the new RTY contract.

Follow me on Twitter Started this thread Reply With Quote




Last Updated on July 19, 2017


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts