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Partner 728x90
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NinjaTrader
hi mintime issue
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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
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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?
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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.
Leave a comment:
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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 millisecondsTags: None
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