problem importing data

[telbentel]

hello,

I´m new at ninja trader and I´m having a problem.

I´m trying to import historical data to ninja trader, I do as the help guide says and get a windows message box saying that data was sucesfully imported but I have noticed that some bars have different values from the original bars. Can anyone tell me what can be going wrong?

First I thought it was due to the rounding for making the values multiple of the tick size but thats not the case some times it ads 1 point when the tick size is .25 and the original value is alredy a ticksize multiple.

Thanks in advance

[NinjaTrader_RJ]

Hello,

Thank you for your post and interest in NinjaTrader.


Have you checked the values of the .txt file to those shown in the chart?

Are you connected to one of our supported data providers, which you can find here: http://www.ninjatrader-support.com/H...ricalData.html

[telbentel]

I have a .txt file with the original data I want to import to ninjatrader. I format this text file with the proper format for ninja and I import the data, later I need to import the same data for another computer so I export the data from ninja to a text file. I made a simple program in C# to compare the lines in the original file and the file with the data exported from ninja and I found the errors

for example the original file has a line 19950228;768.85;772.45;768.50;772.45;2326

and the file that ninja trader produce for that day has the line
19950228;769.25;772.75;769;773;2326

[NinjaTrader_RJ]

I have a .txt file with the original data I want to import to ninjatrader. I format this text file with the proper format for ninja and I import the data, later I need to import the same data for another computer so I export the data from ninja to a text file. I made a simple program in C# to compare the lines in the original file and the file with the data exported from ninja and I found the errors

for example the original file has a line 19950228;768.85;772.45;768.50;772.45;2326

and the file that ninja trader produce for that day has the line
19950228;769.25;772.75;769;773;2326

Did you connect to another data provider at any time that may have overwritten this file?

[telbentel]

no, I did not

[NinjaTrader_Jason]

Could it be data was modified when formatting the data to the proper NinjaTrader format?

Please check the line with the original data and formatted data before you imported it.

[telbentel]

no, It is not. I checked the data before importing to ninjatrader and there were no changes.

Could it be something related with settings or something like that?

[NinjaTrader_RJ]

no, It is not. I checked the data before importing to ninjatrader and there were no changes.

Could it be something related with settings or something like that?

This data should be the same on export.

Are you able to reproduce the issue?

If so, can you provide me with your original data file and note the steps you took to reproduce?

Thank you!

[telbentel]

the whole text file is really big but if you need it I'll send it to you. I made a small test. I create a new text file with the following lines:

19950221;768.40;768.70;767.45;768.30;1661
19950222;768.10;771.45;767.75;771.05;2579
19950223;772.55;774.60;771.45;772.60;2651
19950224;772.15;773.30;770.60;772.55;2059
19950227;771.15;773.05;767.60;768.80;2562
19950228;768.85;772.45;768.50;772.45;2326
19950301;772.05;773.00;769.25;769.95;2506
19950302;769.70;770.40;767.55;770.30;2640
19950303;768.75;770.15;766.95;769.70;2566
19950306;767.05;770.70;766.05;769.95;2369
19950307;768.50;769.55;763.25;766.05;3070
19950308;767.25;768.80;765.45;767.25;2472
19950309;766.75;768.10;766.10;767.15;2071
19950310;768.45;775.95;767.35;775.00;3010
19950313;774.75;776.00;773.45;774.00;2039
19950314;775.00;778.40;774.95;777.35;2385
19950315;777.05;777.35;774.45;776.05;2201
19950316;775.95;780.05;775.65;779.35;2730
19950317;778.95;781.00;778.45;779.75;2129
19950320;779.85;780.60;778.85;780.15;1757

then I named the file properly, I start ninjatrader, create a new instrument with the instrument manager type future, tick size 0.25, currency us dollar, point value 50, roll over 100, sim feed 0,00 and margin value 0. I imported the data in the file I created for that instrument and then exported the data for the same dates to a text file. The file produced by ninja trader was:

19950222;768.25;771.5;768;771.25;2579
19950223;772.75;774.75;771.75;773;2651
19950224;772.25;773.5;770.75;772.75;2059
19950227;771.25;773.25;767.75;769;2562
19950228;769;772.5;768.75;772.75;2326
19950301;772.25;773.25;769.5;770.25;2506
19950302;770;770.75;767.75;770.5;2640
19950303;769;770.5;767.25;770;2566
19950306;767.25;771;766.25;770.25;2369
19950307;768.75;769.75;763.5;766.25;3070
19950308;767.5;769;765.75;767.5;2472
19950309;767;768.25;766.25;767.25;2071
19950310;768.75;776.25;767.75;775.5;3010
19950313;775;776.25;773.75;774.25;2039
19950314;775.25;778.75;775.25;777.75;2385
19950315;777.25;777.5;774.75;776.25;2201
19950316;776.25;780.25;776;779.75;2730
19950317;779.25;781.25;778.75;780;2129
19950320;780.25;781;779.25;780.5;1757

First of all I noticed that the line for the day 19950221 didn't appear, I don't know why because I create a chart for the same period and ninja showed the price information for that day.

Besides, whenever ninja needed to round a value to a tick size's multiple it rounded to the upper tick size's multiple, I guess that's the normal behavior, but as you can see for example in line for day 19950223 the original low value was 771.45 and the value ninja produce was 771.75 when it should have produced 771.50. In line for day 19950228 the original low value needed no rounding and ninja incremented in .25 and the close value needed to be rounded to .50 and ninja rounded it to .75, and in line for day 19950301 high and low values needed no rounding and they were incremented in .25, and close value needed to be rounded to 770 and ninja rounded it to 770.25

[NinjaTrader_RJ]

I received clarification from development.

If all of the data you are importing is not correctly rounded, unexpected results can occur as NinjaTrader internally stores the difference between data points. This means that one incorrectly rounded import data point can cause the rest of the data to be rounded in the manner that you experience.

[telbentel]

ok, thanks for your help.

Let me ask you just one more question. In case I want to import data for the same dates, in the same timeframe, the new data automatically rewrites the old data or I have to do anything to rewrite the wrong data?

[NinjaTrader_RJ]

ok, thanks for your help.

Let me ask you just one more question. In case I want to import data for the same dates, in the same timeframe, the new data automatically rewrites the old data or I have to do anything to rewrite the wrong data?

Yes, the import will overwrite the old data. I also suggest to go to Tools --Historical Data --> Delete to remove the data just to be sure.

[telbentel]

thanks for your help

[NinjaTrader_RJ]

thanks for your help

Of course. Have a great day and happy trading!