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Partner 728x90

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hi mintime issue

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    hi mintime issue

    hi
    i m trying to calculate the least time between two ticks based upon dukascopy tick history which comes in the form :
    yyyymmddhhmmss.fff
    but when converting to ninja trader the milliseconds is lost
    is there any way to make nt import the time stamp with milliseconds

    #2
    Hello,
    NinjaTrader will import with milliseconds as long as the data is in the format that NinjaTrader excepts.
    Please review the following link for the data formats for Tick format: http://ninjatrader.com/support/helpG.../importing.htm

    If we can be of any other assistance please let us know.
    Cody B.NinjaTrader Customer Service

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      #3
      Tick Format
      Each tick must be on its own line and fields must be separated by semicolon (.

      The format is:
      yyyyMMdd HHmmss;price;volume

      Sample data:
      20061107 000431;1383.00;1
      20061107 000456;1383.25;25
      20061107 000456;1383.25;36
      20061107 000537;1383.25;14

      Note: Generating bars from imported tick data is done based off of the timestamps of the tick data. Since granularity of the timestamps are down to the second, it is possible that the generated bars do not perfectly match minute or daily bars provided by the data provider as they may utilize granularity more than the second for their own bar generations.


      does this mean nt doesnt import milliseconds?

      Comment


        #4
        Hello ahmedallam,

        NinjaTrader 7 would not import the milliseconds. You would need to format the data as listed in the Historical Data Manager documentation at the following link: http://ninjatrader.com/support/helpG.../importing.htm
        Patrick H.NinjaTrader Customer Service

        Comment

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