Importing Data from Tradestation

[barry370]

My chart is only updating when both Tradestation and NJ are open. I want to retrieve the globex values on the ES 03-09 when I open my programs in the morning.

I have tried to import the data by:

1- Control Center --- Tools --- Historical Data ---- Import.

However, there is no file, and I receive a note "This folder is empty."

Can you tell me how to receive Globex data when I start my computer?

Thanks.

[NinjaTrader_Kyle]

Hello Barry370,

Thank you for your post and welcome to the NinjaTrader Support Forum!

You will need to have both TradeStation and NinjaTrader running to receive data.

Please take the following steps:
Connect NinjaTrader and TradeStation using the steps outlined in the following link to our Connection Guide: http://www.ninjatrader.com/webnew/su...adeStation.htm

Open a chart (File > New > Chart) of the ES 03-09.

You will now receive data for the ES 03-09 instrument. You will need to repeat this process every time you reboot your computer. There is no automated way to complete these steps at start up.

Please let me know if I may be of further assistance.

[barry370]

Hello Kyle;

I have followed the instructions for getting data from Tradestation. And I do get data real-time when both computers are on.

The problem is I want to fill in my NT chart with Globex data for the period that my computer was not on.

The Tradestation chart is a continuous ES 03-09 chart, so when I start up Tradestation the Tradestation chart does capture the 24 hour data.
However, on the NT chart, it only receives data from the moment both Tradestation and NT are on.

I thought I could import the Globex data from Tradestation, and that is what I was asking for help on.

Basically, I don't want to keep my computer on 24 hours a day to see the Globex data on the NT chart.

Thanks.

[NinjaTrader_Kyle]

Hello barry370,

Thank you for the clarification.

You will need to take the following action to load the missing data:
Right click in your chart and select Reload Historical Data.

Please note that TradeStation will provide historical minute data only.

For a complete breakdown of the type of data each of our supported datafeed's provide, please see the following link: http://www.ninjatrader-support.com/H...HistoricalData

[barry370]

Kyle,

The choice of "Reload Historical Data" is grayed-out, so it is not a valid choice.

Barry

[NinjaTrader_Kyle]

Hi Barry,

Thank you for your reply.

Are you attempting to reload historical data in a minute chart?

[barry370]

Yes. Both Tradestation and NT charts are 1 minute.

[NinjaTrader_Kyle]

Hi Barry,

My mistake. You will need to use the procedure outlined at the following link to import historical data from TradeStation: http://www.ninjatrader-support.com/H...ownloader.html

[barry370]

Kyle,

I followed the procedure and now I do see a file "ESH09" when I do the following:

Control Center -- tools --- historical data --- Import.

I highlight the file and click on "Open".

I get a message "Historical Data Imported Successfully."

However, the NT 1 minute chart still looks the same. Namely, it doesn't have all of the Globex values from Tradestation.

[NinjaTrader_Kyle]

Hi Barry,

Thank you for your reply.

Have you tried opening a new chart?

Were your charts open or closed during the import? If not, please close them and run through the historical data import procedure once more and see if you now have the missing data in your charts.

[barry370]

Hi Kyle,

My Charts were open when I did the procedure.

One of the problems was when I closed NT and reopened it, the program changed the "Session Begin" and the "session Ends" times that you can see and adjust by right clicking the chart and going to "properties."

When I corrected the times to have no gap ---- 9:30 AM to 9:30 AM, and imported the data and then opened the chart, I got all of the Globex Data properly.

Thank you for your help.

Barry

[NinjaTrader_Kyle]

Hi Barry,

Thank you for your reply.

Glad to hear this worked for you.
Please let me know if I can be of any further assistance.
Happy trading!

[barry370]

Again this morning I am missing Globex data.

1- I see all the data in the imported file when I open it in Notepad
2- i get message data imported successfully
3- I opened new chart
4- chart is proper symbol of ES 06-09
5- session begin and session end are both 9:30 AM

Please help with this, it is taking an incredible amount of time in the morning to try to get data correctly.

Thank you.

[barry370]

I have now tried another variation of steps, and it works. Some change in steps work some time, and if I follow the same steps again the next day, it doesn't work.

Is there a list of steps that you can give me that will work each morning?

Thank you.

Barry

[NinjaTrader_Kyle]

Hello barry370,

Thank you for your reply.

Those are the only steps to accomplish a merge that I have available.

You mentioned a variation of the steps; would you care to clarify?