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Importing Historic EOD Index data

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    Importing Historic EOD Index data

    Hi,

    I'm trying to import historical index data into NT, I've formatted the data as specified in the docs, and upon import the data is read successfully. When I look at the instrument manager however, the data seems to have been imported into a second instance of the instrument, as a stock, which has the description "On the fly created stock". This happens for indices I have added and pre-existing indices. I can successfully import FX data to pre-existing instruments (eg GBPJPY) with no problems but I cannot achieve the same thing with indices. Am I missing something?

    P.S. Great app!

    #2
    Hi stereocheck, welcome to the NinjaTrader support forums! When the instrument does not exits in the Instrument Manager, it will be imported as an 'on the fly' stock. This could happen if you have for example a type in your file name as this will be used as reference. Futures and Forex symbols are mostly all presetup and thus you would only need to name the text file for import correctly.
    BertrandNinjaTrader Customer Service

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      #3
      Hi Bertrand,

      Thanks for your reply. As far as I can see my file is named the same as my instrument. The steps I performed are:

      1) Convert my data to the correct format as specified in the help files for EOD data.
      2) Save the file as "UKX.txt"
      3) In NT Instrument manager create an instrument named "UKX"
      4) Set the UKX instrument to be - Index - British Pound - Default exchange & on the Misc tab I set Symbol Map - Yahoo to be UKX (I don't think this means anything to Yahoo , but it appears to be a requirement to put an entry in one of the providers - this doesn't make sense if the instrument is historic data only).
      5) Import File Historic data file "UKX.txt" - Import is successful

      Now in Instrument manager I have 2 entries for UKX, one as the index I created, the second as a stock with the "on the fly" description.

      Your help is greatly appreciated.

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        #4
        Good job stereocheck - can you send me the file to support at ninjatrader dot com Attn Bertrand so I can try to reproduce this, I normally just set the mapping for the simulator in those cases, but I'm not sure if this should matter here...thanks!
        BertrandNinjaTrader Customer Service

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          #5
          I have sent the file.

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            #6
            Thanks I got your file and see the same issue on my end, for now I would recommend setting the master symbol as a stock up then and import the data, then you should not see a duplicate symbol added. Charting the data works fine then for me. Good weekend!
            BertrandNinjaTrader Customer Service

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