I’m working on a trading bot in python that connects to NT8, and I need to be able to pull the historical data directly for my pattern recognition model. Please has any one had success with the programmatic historical data retrieval?
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i’ve gotten my solution and any one that’s interested can find it here
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this is so awesome, i knew i was not wasting my time reading this forum…this tool you found can be used for so many things.
But regarding historical data if you are testing a strategy using tick data you might have to consider purchasing data because market replay data from ninjatrader is probably of lower quality than the commercially available historical data…that is my guess, I do all my data mining on the data that I have myself recorded on my data feed running on my live account.
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yeah, you’re right I typically buy from DataBento when my system has not run for a while and my db is no longer up-to-date, but they a pricey. Do you have suggestions for a good less pricey vendor?
I just need to provision a server to that dumps all market hours.
i have not used anything other than the usual market replay data but this recent post was there on this topic - Playback data / Market replay data