Dan
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NinjaTrader
Zen-Fire historical data suggestions
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I purchased the complete Disktraders package. I comes with data already formatted for NinjaTrader and will import all data directly to the front contract.
BE AWARE: The time stamps on all their intraday data are Eastern time, NOT exchange time.
This is a problem unless you want to reformat all the files for whatever program to which you're feeding them. For example, Multicharts only has choices for local, exchange or GMT when importing ASCII intraday data.
I emailed the Disktrader folks and am waiting to hear back if there are any scripts or programs available to quickly inter-convert timestamps. If not, I will write my own.
For making continuous contracts they switch over by contract activity.
Oh, and WinRar gives CRC errors on many of their gzipped files - they suggested 7-Zip (open source) or Winzip which work gud.
Their customer service has been excellent so far. 2 email responses within hours on the weekend!
KD
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Hi KD,
Do you know if Disktraders offers tick data for the Emini S&P 500 that dates back more than a year?
Btw, I wrote a Python script that converts conventional tick data in <date>,<time>,<price>,<volume> format to Ninja's quirky import format. I'm sure it can be modified to convert timestamps. Let me know if you're interested.
Thanks.
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To follow up:
Disktraders said they would reformat all my original purchased data with exchange times if I wished, but not subsequent quarterly updates.
I declined since I am working on my own program, but I think this is pretty decent of them.
KDLast edited by lewdfinger; 10-30-2008, 12:28 PM.
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has anyone used http://www.is99.com/disktrading/#top for historical futures data recently .
im am unable to import the data
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We have recently purchased both forex and futures data from disktrading. What we found out is that the futures data has gaps and that the volume, for example, for ES, is about 50% smaller than what we get using the QCollector + IQFeed combination.
Tick data file for C (corn) has several days with only a few ticks, while the 1 minute file has complete data for the same days. We have also noticed the same problems with the DJ symbol.
Their Forex data is aggreggated using ASK prices. That can also be a problem in backtesting since the industry standard appears to be calculation using BID prices.
Does anyone know where else can we get inexpensive Futures and Forex data?
For stocks and etfs we have no problems finding data. We use Kibot www.kibot.com data service. They sell ACSII text files with 1 minute and daily quotes. You can easily import that into NinjaTrader and use it for charting or backtesting.
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garron,
What you want to do is prepare a .txt file with the data you want imported. The txt file needs to following the formatting outlined here: http://www.ninjatrader-support.com/H...de.html?Import
Then it is just a matter of going to Tools>Historical Data>Import to bring that data into NinjaTrader. Once it is in NinjaTrader it will be available on your charts.Josh P.NinjaTrader Customer Service
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Importing a data file question.
Hi J, i created a semi-colon file with data from 1-20-1998
I exported it and imported it so the file works in import-export.
Then i went to char, and selected the to and from dates.
I selected a few variations on the day of the file.
The exact start and finish, since it was only one day.
Then i used 1 day earlier and one day later.
Still no data populated the chart.
Any ideas to try next?
thanx
cheers
andrew
ps:the file imports and exports n.p.
Originally posted by NinjaTrader_Josh View Postgarron,
What you want to do is prepare a .txt file with the data you want imported. The txt file needs to following the formatting outlined here: http://www.ninjatrader-support.com/H...de.html?Import
Then it is just a matter of going to Tools>Historical Data>Import to bring that data into NinjaTrader. Once it is in NinjaTrader it will be available on your charts.
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Here's a sample of the "day" file that didnt open in NT chart.
SPY dated Jan20-1998 from 085800
Originally posted by NinjaTrader_Jason View PostCan you please tell me what instrument's data you imported?
If you imported a futures instrument make sure you have the correct expiry listed.
In addition, can you please post the text file, so I can test it on my end.Attached Files
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U got it. (i thought perhaps your guys were keepin u informed)
No Prob Vince.
Originally posted by NinjaTrader_Vincent View PostAndrew,
Continue to work with me and not on the forum as mentioned. You are sending me notes as well about importing. Now we have multiple people responding. Keep working with me only!
Vince
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