Importing Data

[BrandonLG83]

I'm trying construct a Daily chart from data imported from Tradestation. I've imported 10 years of minute data which imports successfully, however, when I attempt to pull up the Daily chart, it is blank. Am I missing something?

[NinjaTrader_Bertrand]

BrandonLG83, yes unfortunately this is expected as historical daily data is not supported when using the TradeStation connection - http://www.ninjatrader-support.com/H...ricalData.html

[BrandonLG83]

Ok, well I decided to use 1440 min bars which seems to work fine back till Sept 05, which is ok. Now, as each new day passes and data is accumulated, will the new data be added to this file or will I need to merge it manually in some way? I'm wanting to cancel Tradestation and use Ninjatrader exclusively. But I need my daily charts so I'm hoping to use this method as work around.

[NinjaTrader_Bertrand]

Yes, this should work, as you imported the txt file from TradeStation in the local NinjaTrader database. New incoming collected minute data would now be stored as well (if this option is checked under Tools > Options > Data). Which feed are you plan on using then in NinjaTrader?

[BrandonLG83]

I appreciate your quick responses. I'm currently using zen-fire for my feed.

[NinjaTrader_Bertrand]

You're welcome, then I don't see the need for this - the ZenFire connection would support historical data access and thus you can easily use the 1440min workaround to emulate daily charts on this connection then.

http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html

[BrandonLG83]

I'm fairly new to NT but as far as I could tell, I'm only able to go back as far as the current futures contract or the one directly preceding that if I merged, but I'm needing several years of data.

[NinjaTrader_Bertrand]

I see, yes you would have to create the continuous contract your own or use a datafeed service like eSignal that supports those directly. For NinjaTrader 7 we'll offer those, too -

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

New Continuous/Merged Futures Contracts
The concept of continuous contracts are implemented in a manner that allows you to continue to work with the front month for trading (ES 09-09 is the current front month as of this writing) and define a rollover date, June 11, 2009 is the contract boundary between June and September contracts. Rollover dates for the most popular futures contracts will be managed by NinjaTrader server and automatically uploaded to you. You can of course overwrite this. You then set up a "Merge policy" globally which can be overridden at the instrument level. As you request a historical chart, if the days to load crossed over the rollover boundary, NinjaTrader will transparently request the prior month(s) historical data and merge it into one Data Series based on the selected merge policy. This entire process is of course transparent to the user and ensure that a complete chart is received and that you know which contract you are actually executing trades against.

[BrandonLG83]

Yea, I'm certainly looking forward to version 7. As for creating a continuous contract, I assume you mean merging them myself, correct? Is it possible to merge more than 2 contracts together or is it limited to just the front month and the one directly preceding?

[NinjaTrader_Bertrand]

Yes, was referring to the 'Merge' feature - briefly checked for ES and was for example able to get the full data for the ES March contract of this year, so you could merge 03 and 06 into the current 09 frontmonth and have the 'year to date' history then.

[BrandonLG83]

Excellent. I really appreciate it. You've been a great help.