File Name
When using the NinjaTrader format, the name of the text file to be imported must be the NinjaTrader instrument name followed by a period and "Last", "Bid", or "Ask" depending on the data type. For example:
MSFT.Last.txt for Microsoft stock last price data
ES 12-09.Bid.txt for the S&P E-mini December contract bid price data
$EURUSD.Ask.txt for the Euro/U.S. dollar currency pair ask price data
Tick Format
Each tick must be on its own line and fields must be separated by semicolon (;).
The format is:
yyyyMMdd HHmmss;price;volume
Sample data:
20061107 000431;1383.00;1
20061107 000456;1383.25;25
20061107 000456;1383.25;36
20061107 000537;1383.25;14
Minute Bars Format
Each bar must be on its own line and fields must be separated by semicolon (;). Only 1 minute bars can be imported.
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
Daily Bars Format
Each bar must be on its own line and fields must be separated by semicolon (;). Only 1 day bars can be imported.
The format is:
yyyyMMdd;open price;high price;low price;close price;volume
Sample data:
20061023;1377.25;1377.25;1377.25;1377.25;86
20061024;1377.25;1377.25;1377.25;1377.25;27
20061025;1377.25;1377.25;1377.25;1377.25;24
20061026;1377.50;1377.50;1377.25;1377.25;82
|