Need historical data (1-min and 15-sec OHLC bars) for SSO …

[abattia]

I need historical data for SSO, as much as I can get my hands on, for import to NinjaTrader.

1-minute and 15-sec (or shorter) bars, OHLC.

I already have more than e-Signal could provide me with, i.e. I already have:
- last 12-months of 1-min
- last 5-months of 15-sec

I am looking for a way to get historical data earlier than the above.

Any suggestions?

Thanks in advance.

 

[TulsaTrader]

http://www.grainmarketresearch.com/

 

[abattia]

Thanks!

 

[zastro]

Quote from TulsaTrader:

http://www.grainmarketresearch.com/

Be careful, SSO is not included on their collection. See their symbol list.

138 symbols for $500? You can buy 4x the ETF symbols for $160.

If you still need the data, PM me and I can send you the 1 symbol you need.

 

[joe4422]

try esignal.

EOD trader is only 25 bucks a month, and you can add like a million years of historical data for another ten bucks.

 

[me3]

Quote from joe4422:

try esignal.

EOD trader is only 25 bucks a month, and you can add like a million years of historical data for another ten bucks.

does the $10 historical data fee include intra-day also or just EOD?

I can already download EOD for free from yahoo & google but I am looking for intra-day data.

thx

 

[eSignal Support]

With the extended historical intraday add-on service ($10/mo), we go back on 1 minute bar data to June 2006 on SSO, which appears to be when the instrument was first introduced.

Here's a general description of our history storage.

http://kb.esignal.com/article.aspx?article=1203&p=1

Thanks.

 

[abattia]

Quote from eSignal Support:

With the extended historical intraday add-on service ($10/mo), we go back on 1 minute bar data to June 2006 on SSO, which appears to be when the instrument was first introduced.

Here's a general description of our history storage.

http://kb.esignal.com/article.aspx?article=1203&p=1

Thanks.

The add on that you are speaking about "Extended Intra day Data" will not work with Ninja Trader. Currently the only program is works with is the eSignal charting program, itself.

 

[eSignal Support]

Quote from abattia:

The add on that you are speaking about "Extended Intra day Data" will not work with Ninja Trader. Currently the only program is works with is the eSignal charting program, itself.

That's sort of correct. You can't request extended data from the eSignal servers from within a 3p application, like Ninja. However, you can use eSignal's data export tool to export the data to a csv file and then import it into another app.

Thanks.

 

[abattia]

Quote from eSignal Support:

... However, you can use eSignal's data export tool to export the data to a csv file and then import it into another app...

The problem you then have is that NinjaTrader needs timestamps that refer to the time at the end of the bar, while eSignal produces timestamps that refer to the beginning of the bar. This makes the data conversion extremely difficult.

Importing eSignal data to NinjaTrader other than through the application interface is a nightmare that I wouldn't wish even on my worst enemy ...