Importing tick data

[nicko9]

Hi, when I import continuous back-adjusted tick data for a specific contract, should i save my file as (e.g.) "ES ##-##.txt" rather than using the specific month-year format?

(i noticed ##-## in the expiry drop-down in the instrument manager)

are there any other issues to consider whn using contious data for backtesting strategies?

thanks

Nick

[NinjaTrader_Dierk]

imported post

It will work with next beta (out in a few days). Note: You then need to start with a fresh DB, meaning you need to delete you DB file <install>\bin\NinjaTrader.mdb

[nicko9]

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Thanks Dierk, but not sure I completely understand your answer. Are you saying that my suggested approach is correct, but it won't work in the curremnt version? Or will the next version have a changed interface?

I'm finding that poor data quality (tick from eSignal) makes all the effort I put into development with the startegy analyser wasted . Are there any tools current or anticipated to help manage and improve the database quality?

Nick

[NinjaTrader_Dierk]

imported post

Your apporach is correct and will work with next beta (out in a few days).

There are commercial high-quality backfill data providers out there. I myself have been dealing with www.tickdata.com some years ago. Not sure if they still are around though.

[nicko9]

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dierk, thanks for that. In fact we too use Tickdata, we have to massage it a little and change comma seperators to semicolons, make date/time field all one, and also chnge all zero volume records to 1, but after that, it loads well using the method i described, (beta 6 version of NT6).

Is there a way now to block updates from my esignal connection to my backadjusted tick data files, my test symbol using ##-## for month-year collected fresh data from Esignal (current contract I presume) and I'm worried about corrupting it?

[NinjaTrader_Dierk]

imported post

a) next beta will accept zero volume records
b) you can set up a different instrument which eSignal does not know about and backtest on that. You then still can use the "real" instrument for e.g. live chart data.

[nicko9]

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thanks, when is the next beta due for release?

[NinjaTrader_Dierk]

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Within the next few days