range bartype converted from 1 second data

[microsat]

I am looking for a range bartype which can convert 1 second historical data to range bartype.

In MT4, there is an indicator which can convert seconds/minutes timeframe to renko. So I guess such indicators should exist in the Ninjatrader too.

Thank you.

[NinjaTrader_ChelseaB]

Hello microsat,

There are Range bars that are included with NinjaTrader.

You can use these bars by opening the Data Series window, in the Period section set Type to Range and the value to the size of the range bars.

Is this not what you are looking for?


In NinjaTrader there is no second data. There is only tick data, minute data, and daily data.

When you open a chart with Second as the interval like a 30 second chart, this bar type is built using tick data.

The range bars are also built using tick data.

I am not aware of a range bar type that will first convert the tick data to seconds, and then convert the seconds to range.

[microsat]

I use Interactive Broker as my data feed, which only provides 1 second historical data.

My purpose is to look for a range bartype which can convert 1 second bartype to range bartype, by hypothesizing that 1 second data is one tick.

Doing this, I will ignore the volume, purely focus on price.

Can I get this kind of bartype somewhere?
Or please give some hints how to develop such bartype.

The embedded range bartype in Ninjatrader is based on tick data. I don't know how to develop a new range bartype converted from second bartype, based on the embedded range bartype in Ninjatrader.
Thank you.

Hello microsat,

There are Range bars that are included with NinjaTrader.

You can use these bars by opening the Data Series window, in the Period section set Type to Range and the value to the size of the range bars.

Is this not what you are looking for?


In NinjaTrader there is no second data. There is only tick data, minute data, and daily data.

When you open a chart with Second as the interval like a 30 second chart, this bar type is built using tick data.

The range bars are also built using tick data.

I am not aware of a range bar type that will first convert the tick data to seconds, and then convert the seconds to range.

[NinjaTrader_ChelseaB]

Hello microsat,

Interactive Brokers does not provide historical second data (which cannot be used in NinjaTrader at all) or historical tick data to NinjaTrader.

Interactive Brokers provides minute and daily data to NinjaTrader.

Below is a link to the help guide on Historical & Real-Time Data. In the section 'Understanding the data provided by your connectivity provider' there is a chart that show the supported connection technologies and the types of data these connections support.
Please look at the row for Interactive Brokers and column for historical tick data. Notice there is no column for historical second data because NinjaTrader cannot use second data.
http://www.ninjatrader.com/support/h...rical_data.htm

I am unsure how to provide further information as this revolves around the premise that there is second data in NinjaTrader.

[microsat]

thank you. I think that is the reason why Ninjatrader cannot provide tick chart for historical data from IB.

If we import IB's second historical data, can Ninjatrader convert it to tick chart automatically?

If yes, that may solve my problem. I can download IB's second historical data from somewhere else and then let Ninjatrader read it as tick chart.

Hello microsat,

Interactive Brokers does not provide historical second data (which cannot be used in NinjaTrader at all) or historical tick data to NinjaTrader.

Interactive Brokers provides minute and daily data to NinjaTrader.

Below is a link to the help guide on Historical & Real-Time Data. In the section 'Understanding the data provided by your connectivity provider' there is a chart that show the supported connection technologies and the types of data these connections support.
Please look at the row for Interactive Brokers and column for historical tick data. Notice there is no column for historical second data because NinjaTrader cannot use second data.

http://www.ninjatrader.com/support/helpGuides/nt7/historical_data.htm

I am unsure how to provide further information as this revolves around the premise that there is second data in NinjaTrader.

[NinjaTrader_ChelseaB]

Hello microsat,

No, NinjaTrader cannot import second second data. You can import tick, minute, or daily data into NinjaTrader.

If you wanted to manually convert the file contents of the exported data to look like it is tick data, this would have to be done manually by you.

Below is a link to the help guide on importing.
http://ninjatrader.com/support/helpG.../importing.htm

[microsat]

Thank you. that solves my problem.
After manually doing this conversion from second to tick, can I import the converted tick data back to Ninjatrader?

Hello microsat,

No, NinjaTrader cannot import second second data. You can import tick, minute, or daily data into NinjaTrader.

If you wanted to manually convert the file contents of the exported data to look like it is tick data, this would have to be done manually by you.

Below is a link to the help guide on importing.
http://ninjatrader.com/support/helpG.../importing.htm

[NinjaTrader_ChelseaB]

Hi microsat,

Yes you can.

There is a very specific format for the file to be imported into NinjaTrader.

See the section 'Understanding import file and data formats' in the help guide on Importing for the file name format and the file contents formation to have a successful import.