NexusFi: Find Your Edge


Home Menu

 





Historical Data For New Mini-Russell on CME


Discussion in NinjaTrader

Updated
    1. trending_up 1,837 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: 3,737 since Jul 2012
Thanks Given: 1,917
Thanks Received: 7,470

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 X Started this thread Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
Ceasefire in Name Only: Three Numbers That Define the Ir …
Prediction Markets & Event Contracts
One Wallet Made $200K in Hours: AP Probes Polymarket Cea …
Prediction Markets & Event Contracts
Q1 2026 Shatters All Derivatives Volume Records -- CME H …
Traders Hideout
Asia Equities Crash Overnight -- Nikkei -5.2%, KOSPI -6. …
Traders Hideout
$500M Riding on World Cup 2026: France/Spain Co-Favored …
Prediction Markets & Event Contracts
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Sober Journey With S&P
24 thanks
2026 Jlab journal
10 thanks
Lady Vols Primer: Trading Volatility Journal
7 thanks
Algo automated / semi-automated trading anyone?
6 thanks
Trying to learn Volume and price action correlation
5 thanks
  #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: 3,737 since Jul 2012
Thanks Given: 1,917
Thanks Received: 7,470


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


Follow me on X Started this thread Reply With Quote




Last Updated on July 19, 2017


© 2026 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 - Downloads - Top
no new posts