Import Historical Data

[cls71]

Hello,
I have a problem with importing historical data.
I detail the steps:

I have a 1min-database for Mini-Russel with data from 2001 to 30-may-2008.
I want to load this database into a new instrument (named VCER).
The filename is "VCER 06-08.txt".

First step:
I create the instrument in the Instrument Manager. Its name is "VCER".
Finally I add the VCER with Exchange=Default and Expiry=06-08 to Default list.









Second step:
I run the "Import Historical Data" that finishes ok.

However, when I want to see a chart for VCER, shows nothing.



Could you help me, please ?
Thanks very much.

[NinjaTrader_JoshP]

Hi cls71,

How is your data formatted? Is it in this format? http://www.ninjatrader-support.com/H...V6/Import.html

[cls71]

Hi cls71,

How is your data formatted? Is it in this format? http://www.ninjatrader-support.com/H...V6/Import.html

Hello Josh,

yes, the format is correct. The load process finishes right. I paste some lines of the file:

20080530 220300;747.3;747.9;747.3;747.7;844
20080530 220400;747.7;747.8;747.4;747.5;488
20080530 220500;747.6;748.2;747.6;747.9;592
20080530 220600;747.9;748.2;747.7;747.8;900
20080530 220700;747.8;748.8;747.6;748.6;798
20080530 220800;748.5;748.5;748.2;748.3;180
20080530 220900;748.4;748.5;748.3;748.4;286
20080530 221000;748.3;748.5;748.2;748.3;239
20080530 221100;748.3;748.7;748.2;748.6;329
20080530 221200;748.6;748.7;748.4;748.5;242
20080530 221300;748.4;748.5;748.2;748.5;270
20080530 221400;748.5;748.8;748.4;748.6;306
20080530 221500;748.5;748.9;748.3;748.7;473

[NinjaTrader_Dierk]

- please double check by opening a 1 minute chart on "VCER 06-08" at 20080530
- anything in the logs?

[cls71]

- please double check by opening a 1 minute chart on "VCER 06-08" at 20080530
- anything in the logs?

Hello Dierk,

the logs are empty.

Setting the "First date" to 30/05/2008 and "Last date" to 30/05/2008 works fine. (However with "Bars back" didn`t work )

Now, after the chart showed first once, all options work fine ("Bars back" included).

Thanks and best regards.

[NinjaTrader_JoshP]

Perhaps it wasn't included in the back seeking range earlier. Glad you got it working now though.

[Zoltar]

I am bumping this thread as it explains exactly all steps I tried importing CAC40 06-09 data. Unfortunatelly my data still doesn't show... all other futures I tried so far work perfectly.

I have read all other threads about import problems but nothing seems to work. I also tried deleting the data, repairing the database, importing just 3 days and build a chart with start end enddate as the second imported day. Rebuild my import file, trying multiple dates, all show an empty chart.

Export data says no historical data found.

[NinjaTrader_Jason]

Hello Zoltar,

When you import the data, do you receive a message that states the import was successful?

Make sure the CAC 06-09 is added to your instrument list in the Instrument Manager. Ensure the .txt file is named; CAC 40 06-09.txt.

In addition, check if the data in the .txt file uses the format listed at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/Import.html

[Zoltar]

The symbol was already in my NT. I did added CAC40 06-09 future to my Instrument list. The filename is "CAC40 06-09.csv". After an import I recieve the message:

Historical data imported succesfully.

Exporting is not possible as there is no data to export says NT. The first time I had errors as the last lines in my csv file contained invalid records containing only zeros.

My file goes back to 2006 with 15 minute data, here is a small part:

20090529 084500;3303.30;3313.00;3303.30;3307.00;1
20090529 090000;3307.50;3315.30;3300.00;3312.80;1
20090529 091500;3312.80;3314.30;3299.80;3307.30;1
20090529 093000;3307.80;3311.30;3302.30;3310.30;1
20090529 094500;3310.30;3313.30;3303.30;3306.00;1
20090529 100000;3306.00;3306.00;3297.30;3302.80;1
20090529 101500;3302.30;3307.30;3301.30;3301.30;1
20090529 103000;3301.30;3308.80;3300.00;3306.30;1
20090529 104500;3305.80;3311.30;3301.30;3306.80;1
20090529 110000;3306.80;3310.80;3305.30;3305.80;1
20090529 111500;3305.80;3312.30;3304.80;3306.30;1
20090529 113000;3306.30;3317.00;3304.30;3314.00;1
20090529 114500;3314.00;3314.30;3309.50;3310.80;1
20090529 120000;3310.50;3313.00;3308.80;3309.30;1
20090529 121500;3309.30;3312.80;3302.30;3305.00;1
20090529 123000;3305.00;3311.30;3303.80;3308.50;1
20090529 124500;3308.50;3312.80;3307.30;3308.50;1

[NinjaTrader_Jason]

Unfortunately only 1 minute bars can be imported as per the link below.

http://www.ninjatrader-support.com/HelpGuideV6/Import.html

[Zoltar]

I overlooked that in the help file as I managed to import 15 minute data for ES, NQ, N225, etc!

Does this implies my backtests on these indices are worthless? Or does it imply that wierd things are going on ?

[NinjaTrader_Jason]

What type of interval is used in your backtest? It does not imply your backtests are worthless. I am not sure why importing 15 minute data worked.

Could you please send me the CAC40 06-09.txt file. Send it to [email protected] and reference this thread.