Any ideas where I could get historical data for the JNM
If you're using Ninja this will not be as easy as you think. Ninja have stated that they will not carry any historical on their servers, meaning you will either have to do one of the following -
1) Purchase a block from
JPX . The parse the data in to a format that NT will accept. The problem with this is that there will be a gap in time between the data you have ordered and where the market is currently. So this option is only useful for running backtesting operations via NT.
2) Subscribe to a secondary data feed such as barchart.com, esignal, kinetick etc. I found
esignal the best although getting NT to consistently fill from the secondary for this contract was problematic. Some days I would get the bars I needed, other days I would get a blank chart. The esignal client would display the data on a chart for you, but it exists outside of the NT environment so no good if you want to run NT indicators\strategies or a volume profile against the data.
3) Leave NT running and collect the data yourself. There is an option to enable the writing of real time data to historical DB in the options somewhere. Again I found this problematic as some days NT would not update a single JMN chart. It would however record the data so you could view it the following day. I did have a decent amount of data stored only to find it disappeared on me one Monday morning.
4) Switch platforms. The folk at Multicharts offer a reliable historical service for the Nikkei 225 mini through their free to use Multicharts.net special edition that you can run via AMP. Multicharts is not everyone's favourite charting package, but it does have a lot of the tools you will likely need to use built in. If you're serious about trading this contract then you should look in to this option. The downsides being the 3rd party ecosystem is a lot smaller and you will need to engage with AMP customer support, which is never that easy.
I am currently trying to complete option 4. I use Jigsaw primarily so I won't lose anything from a functional perspective. The contract is about the right thickness for my tastes and being able to trade it during the work day here in Oz makes my family happy. I've just got to wrangle customer support in to fixing my platform setup which is taking longer than it should!
Anyway, hope my post helps you save the many many hours I have wasted to get a workable setup.