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Getting historical data import to work

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    Getting historical data import to work

    I have historical data to import which is not being accepted. It says: Import Historical Data, 0 data record(s) successfully imported ok
    This is excel CSV (comma delimited) file. Have added the new instrument: GRXEUR201502.txt
    The point of importing historical data is to use this data on market playback of historical data. Is it possible to replay historical data in 8 at this time?

    A few lines of the data I am downloading are:
    GRXEUR201502.txt

    20150202 020019;10703.000000;0 20150202 020020;10703.000000;0 20150202 020021;10703.500000;0 20150202 020022;10706.250000;0 20150202 020023;10706.750000;0 20150202 020024;10708.500000;0 20150202 020029;10707.500000;0 20150202 020030;10707.000000;0Thanks Tradewel

    #2
    Hello Tradewel,

    You can replay historical tick data with the Playback connection. So if you are importing historical data manually, make sure you import historical tick data. It seems you have historical minute data which unfortunately cannot be used by the Playback connection.

    I assume you do not have an instrument present in NinjaTrader 8 that has a master instrument name of GRXEUR201502. The instrument needs to present in NinjaTrader before you import data. For what instrument are you trying to import data? Perhaps it is already listed in NinjaTrader but under a different name.
    JasonNinjaTrader Customer Service

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      #3
      Imported Historical data now playing back

      Hi Jason

      Thanks for your patience. I managed to import the data by changing the name. So that is great. Now the data is for FDAX data except I could not name it this as the data is old and the futures contract specifications do not match. So it was named DAX the is the performance index. The data is tick bars (1 second bars). Then under the play back historical it does play except under the charts ^Dax nothing happens no candles at all. Don't know if this has anything today with the name on the charts that comes up ^DAX instead of DAX.

      Regards Tradewel

      Comment


        #4
        For what old expiry month is the data for? If this is data for the FDAX 03-15 for example, you would name the .txt file FDAX 03-15.Last.

        You can add the FDAX 03-15 to an instrument list as follows. Go to Control center-->Tools-->Instrument Lists. Select your instrument list on the left and click "add" in the box on the right click. Type the instrument + expiry month and hit Enter.

        The ^DAX is an index which you normally cannot trade.
        JasonNinjaTrader Customer Service

        Comment


          #5
          Playback now working

          Hi Jason
          Did what you said and worked nicely.
          The process was to add new instruments in the futures month this was FDAX 03-15
          Now this was also saved under this putting the .Last. did not import the data.

          Then you go under FDAX to load the chart data.

          Thanks & Regards

          Tradewel

          Comment

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