Getting historical minute data

[Master_Sepp]

Hello folks,

I need your help for this one. I'm looking for historical data to import/use in NinjaTrader. Mainly for the big futures (YM and ES). Other quotes like currencies or commodities would also be useful. The historical data has to be minute data (I'm using 720 min bars, but I don't think this makes a difference to getting 1 min data). It should be for at least the last 5 years, better 10 or even 20 years.
Where can I get this? For free would be best and the cheaper the better I'd also highly appreciate if one of you could upload the data.

Regards,

Sepp

 

[kipptrader]

Ninja Trader does not accept the usual ASCII file format (see their manual), so be careful when you buy data for use with NT. Some data providers offer a utility to convert the data while others do not. I learned this the hard way but eventually found a good 1-min data source that works with NT.

 

[Master_Sepp]

Thanks for your advice. Could you perhaps share your source? And can't I just rewrite the ASCII format into one, that fits in NT? Thought about putting it into excel, delete the unnecessary things and reimport into .txt file. What do you think about this?

Regards,

Sepp

 

[flyscalper]

here you have a provider: http://disktrading.is99.com/disktrading/

it only costs 100 $ to get all the futures historical data ready to import to Ninja.

Un saludo,

Pablo

 

[kipptrader]

Thanks for your advice. Could you perhaps share your source? And can't I just rewrite the ASCII format into one, that fits in NT? Thought about putting it into excel, delete the unnecessary things and reimport into .txt file. What do you think about this?

I use http://pitrading.com/historical_data.htm. Look under market edition. Found them from a recommendation on the AmiBroker (my old test software) board some time ago and have been using them since.

If you are ok with writing scripts, you can write your own converter. NT expects the following:

The format is:

yyyyMMdd HHmmss;open price;high price;low price;close price;volume

while most ASCII sources use the format:

"Date","Time","Open","High","Low","Close","Volume"

See the NT help file under Historical Data and Import.

The thing about importing into Excel is some versions have a limit of 65000 lines and most ASCII files are well over that. So you will need to cut and clip the files before import.

 

[Master_Sepp]

Thank you both for your help.

@kipptrader: Yeah, I already realized that, I have to cut in pieces and rewrite it this way. Changing the format shouldn't be too complicated, but I still prefer already formated data. Pi Trading looks quite interesting, thank you for your hint.

@flyscalper: Funny, I also found disktrading over Google and thought it is one of the more interesting offers in the web. One little question: would you perhaps mind to upload the YM data for me in Ninjatrader compatible format? I'd higly appreciate this, because in fact I'm interested the most in the YM data, and therefore paying 150$ sounds a bit expensive...

Regards,

Sepp