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IQFeed Kinetick Trick

March 19, 2013 by Shaun Overton Leave a Comment

NinjaTrader is my favorite strategy backtesting platform. Kinetick works great and is an important part of why I use NinjaTrader – the historical data service makes it so easy to find reliable price history for many instruments.

Collecting good market data poses one of the biggest problems to a systems trader. As I always like to point out, GIGO: garbage in, garbage out. It doesn’t do any good to backtest a strategy on junk price histories.

The same company that owns NinjaTrader also owns Kinetick. It’s no coincidence that the only natively supported data provider is a sister company.

That relationship might lead one to believe that the downloading speed of Kinetick would run fastest inside of NinjaTrader. One would be wrong.

I heard a number of traders complain last week at the Trade Empowered summit about Kinetick’s download speeds. It takes a long time for Kinetick to load historical data, regardless of whether its forex or equities data. Jason, a trader that I befriended, jumped into the conversation with a nice trick that he learned. It’s worthy of sharing with everyone.

Use Kinetick with IQFeed

IQFeed accepts the user name and password for live Kinetick accounts. That in itself isn’t very noteworthy.

What’s important is that IQFeed runs many times faster than Kinetick. If you have a live Kinetick account, download IQFeed onto your computer. Complete the installation process by running the .exe file.

Create a new account connection in NinjaTrader. Instead of selecting Kinetick, select IQFeed. Push next.

IQFeed connection in NinjaTrader

Create a new IQFeed connection in NinjaTrader 7

The new screen asks for your IQFeed user details. You don’t have any because you subscribe to Kinetick. That’s ok! Enter in your Kinetick details anyway.

Enter your Kinetick account information into the IQFeed details screen

Enter your Kinetick account information into the IQFeed connection screen.

Name the connection something that you’ll remember. I called mine KinetickIQ.

Now go to the Control Center. Select File \ Connect \ KinetickIQ. When the connection loads, IQFeed will connect using the Kinetick account information.

The download speeds magically run several times faster than connecting directly to Kinetick. I have no idea why this is, but it’s a cool trick if you’re in a hurry to downloads reams of price data.

Did this help you out? Please leave comments in the section below.

Filed Under: NinjaTrader Tips Tagged With: backtest, IQFeed, Kinetick, price history

MetaTrader Data

March 29, 2012 by Shaun Overton Leave a Comment

It’s hard to keep track of places where you can download historical price data for MetaTrader. I decided to post a few links here on the blog to collect them all in one place.

FXDD offers historical price data for all the major currency pairs. The prices extend all the way back to 2005. This option is far and away the easiest to use. The files download in .hst format, which means that you don’t have to worry about formatting. The data resolution is at the M1 level. http://www.fxdd.com/mt/en/forex-resources/forex-trading-tools/metatrader-1-minute-data/

Alpari used to offer M1 data on its web site. They fluctuated between taking the links down and putting it back up eventually. Their download links, however, have been down for about two years now. It looks like they finally threw in the towel on offering free price histories.

FXCM offers the ability to export historical prices through their Strategy Trader platform. Obtaining the data is simple. The formatting is a little off, so you would need to write a simple program to convert this into an .hst file. http://www.fxcm.com/strategy-trader.jsp

GAIN offers free data, but they seem to make it intentionally difficult to find and work with. They split the data into one week intervals, and the price histories don’t appear to be even based on my quick glance over their csv file. I wouldn’t recommend going to all the trouble of downloading and formatting their data without a compelling reason. http://ratedata.gaincapital.com/

Dukascopy offers extensive price history down to the tick level. If you want tick prices going back quite a way back in time without paying for data, this is the only option that I know of. I have not messed around with it personally. I only know about it from internet chatter for people who seem to feel that they need tick data for their backtesting. The formatting is not designed for MetaTrader. Once again, you would have to write a conversion program to move it into the MetaTrader history center. http://www.dukascopy.com/swiss/english/data_feed/csv_data_export/

Filed Under: MetaTrader Tips Tagged With: Alpari, Dukascopy, forex, FXCM, FXDD, GAIN, history center, hst, M1, price history

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