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Import Questions

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    Import Questions

    Hey guys if we are importing TICK data for ES and we check "build daily bars" from tick data, does this mean that daily open and close will be based on the instrument settings for the session manager, for example 930am to 4pm or does this mean the daily open/close will be based on the length of the tick data?

    Secondly, if we import tick data from 2009 and 2009 data is already existing inside NT for that particular instrument, will it simply overwrite the existing tick information?

    #2
    Hello,

    The session template will not be taken into account when building the daily bars. Instead they will be built off of a 24 hour period (00:00 - 23:59)

    Secondly, if we import tick data from 2009 and 2009 data is already existing inside NT for that particular instrument, will it simply overwrite the existing tick information?
    Yes it will overwrite this. You may also need to clear the cache depending on the situation. Cache folder is found in (MY)Documents\NinjaTrader 7\db\cache (anything in this folder can be deleted when NinjaTrader is closed)

    Let me know if I can further assist.
    Lance B.NinjaTrader Customer Service

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      #3
      Thanks but is there anyway for me to create a data series for 930-4pm for daily from the ticks even though the tick information show 24/7?

      Comment


        #4
        When you say data series are you referring to storing the data within NinjaScript or loading in chart data from an external file to build your daily bars for that time span?

        If you're referring to loading in the data, you'll have to manually perform some text manipulations. Depending on your goals it might be easiest to use the stream writer to create your own text file to be imported: http://www.ninjatrader.com/support/f...ead.php?t=3475

        For info on formating, see the second section here:
        http://www.ninjatrader.com/support/h...?importing.htm

        Let me know how I can further assist.
        Lance B.NinjaTrader Customer Service

        Comment

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