Looking to trade ES/CL data for NQ (Ninja compatible)

Discussion in 'Data Sets and Feeds' started by Iwilldoit, Feb 3, 2016.

  1. Hi there,

    I have 9 years of Ninja data for the ES & CL continous contracts, which I paid good money for.

    I require a couple of years (or more) of NQ continous contracts. I forgot to download these contracts, when I had the feed! (yeah stupid me)

    Please PM me if you can help.

    @lajax @Buy1Sell2 @Danny_Ocean @kp @amitman @theapprentice @dbphoenix
  2. Nobody has any NQ data?
  3. It's about .9 corr with ES. You'd do better to hunt for data on uncorrelated markets.
  4. What? Im looking for data on NQ...... where did you get the .9 figure from?
  5. M.ST.


    I do have 10 years of 1min NQ continuous data.

    This is the format you need?

    Date Time;Open;High;Low;Close;Volume
    20060101 000100;xxxx.xx;xxxx.xx;xxxx.xx;xxxx.xx;xx
  6. Fantastic! this is great.

    Do you run your data in Ninjatrader?

    What platform do you run your data on?
    This is the format it has to be in:

    Minute Bars Format
    Each bar is written on its own line and fields are separated by semicolon (;).
    The format is:
    yyyyMMdd HHmmss;open price;high price;low price;close price;volume
    Sample data:
    20061023 004400;1377.25;1377.25;1377.25;1377.25;86
    20061023 004500;1377.25;1377.25;1377.25;1377.25;27
    20061023 004600;1377.25;1377.25;1377.25;1377.25;24
    20061023 004700;1377.50;1377.50;1377.25;1377.25;82


  7. M.ST.


    Have sent PM.
    Iwilldoit likes this.