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Accessing the NINJA price database externally

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    Accessing the NINJA price database externally

    Hi,

    one of my trading strategies currently requires a daily reimport of intraday data for all stocks, since I cannot use the data which NT saves every day from the real-time datafeed of my broker. Therefore I have to import 200 Stock symbols every day, and set the exchanges in the instrument manager manually -- an extremely tedious process.

    Is there any way to access the NT database externally so that I can write a macro to do this dumb work for me?

    Many thanks
    Martin Niemann

    #2
    This is beyond the scope of what we support. Also: we strongly recommend to *not* access the NT database by any external tool to avoid unexpected effects.
    DierkNinjaTrader Customer Service

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      #3
      Why do you need to set the exchange manually? Are you reimporting data for the same stocks, or are they potentially new stocks every day?

      Comment


        #4
        I fully understand the risks of meddling with the database, but where could I find a documentation of its structure? Or would it be possible that you send me one?

        Thx
        Martin

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          #5
          My strategy requires historical data for every minute and that is not always the case in the real-time data. As a result, I have to delete the whole NT database every day and reimport adjusted data for all stocks every day. The issue is, that this also kills any changes which I have made in the Instrument Manager, so I have to set the exchanges manually every day.

          Comment


            #6
            So a couple of things:

            1. You can turn off 'record historical data', so that the only data ending up in your DB would be data pulled from the data provider.

            2. You can maintain an instrument list with all of your stocks, and run a quick backtest on the SampleMACross strategy to load the historical data for them in one shot.

            3. Even if you truly need to wipe the DB, if you're using 6.5, you can use the new import feature to import the stocks in 2 chunks (one for Nyse, one for Nasdaq).
            Last edited by Pete S; 02-06-2008, 07:42 AM. Reason: Typo

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              #7
              Sounds good, I will give that a shot.

              Thanks
              Martin

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