Parsing Data From WebLink

[aventeren]

Howdy--

Here is a link to GC legacy COT data in CSV format (http://www.quandl.com/api/v1/dataset...ollapse=weekly) that I want to use as values for an indicator plot.

Does anyone know of any examples that:

1. Show how to make web requests to grab data
2. Parse CSV data into an array?

My goal is to build and share (not sell) an indicator to grab the free COT data.

Thanks,

Aventeren

[NinjaTrader_CalH]

Aventeren,

Thank you for your post.

I did respond to an earlier thread on how to get CSV values to an array -
http://www.ninjatrader.com/support/f...ad.php?t=68384

As for a WebRequest, you will want to take a look at the MSDN article on it -http://msdn.microsoft.com/en-us/libr...v=vs.110).aspx

Please note that both these cases are not supported with NinjaTrader and do not have any documentation on using them with NinjaTrader.

[aventeren]

Aventeren,

Thank you for your post.

I did respond to an earlier thread on how to get CSV values to an array -
http://www.ninjatrader.com/support/f...ad.php?t=68384

As for a WebRequest, you will want to take a look at the MSDN article on it -http://msdn.microsoft.com/en-us/libr...v=vs.110).aspx

Please note that both these cases are not supported with NinjaTrader and do not have any documentation on using them with NinjaTrader.

Thanks, Cal.

So I figured out how to do a web request...and so I am now able to get the CSV data printed to the Output Window.

I next just need to figure out how to parse this CSV data, and then I should be able to plot it.

I've moved away from FILE to NT and have shifted to WEB to NT....I'm getting closer.

Thanks,

Aventeren

[NinjaTrader_CalH]

Aventeren,

Try taking a look at this link -
http://stackoverflow.com/questions/1...ile-from-a-url

[aventeren]

Syncing Weekly Bar Data

So I've been able to successfully make a web request, parse the data and convert the data into the right format while inserting the data into lists.

I'm having a problem getting the dates to match on bars (weekly bars) and the COT dates.

For instance, let's say that Time[0].Date is 1/3/2014 2:15:00 PM while the COT date is 12/29/2013 12:00:00 AM. Therefore, the COT data should be potted under this weekly bar because the COT data was released during this time period. But the previous COT data from the previous week should also be in this bar, too. On a daily chart, this wouldn't be that big of deal because you would just see the COT data change on the day, however what are some possible ways of better syncing up the weekly bars?

Thanks,

Aventeren

[NinjaTrader_CalH]

Aventeren,

Not really sure here as this is new territory.

My suggestion would to maybe take the array/list data and find start and end points to the week and then get the min/max values for High, Low, Open, Close that can be processed as a new array for bar data.