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Importing historical 1 min data of futures contracts

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    Importing historical 1 min data of futures contracts

    Goal: To view 1 chart of all intraday data for a merged futures contract.

    I have 10 years of data. I can merge them using ninjatrader, or I can merge them together prior and import one continous file.

    I cannot seem to get it to work. This functionality is extremely important.

    I have searched all over and I know other people have had this same problem but I'm not sure if anyone's solved it. Importing the continuous data is one thing, but viewing it all one chart: is this possible?

    #2
    Hello bpourriahi,

    Yes, this is possible both ways. I suggest to merge the data before importing it.

    What happened when you imported the pre-merged data? Make sure you follow the guidelines at the link below to import historical data.


    Please let me know what happens when you import the data.
    JasonNinjaTrader Customer Service

    Comment


      #3
      I imported a years worth of continuous data from 07-08. It says it was successful, but when I tried to create a chart nothing showed up. Also when I tried to export the data, it said nothing was there.

      The chart just showed 0 and .25 on the vertical access and a blank white screen.

      I'm redoing my continuous data for the SP for 5 years from 2003 to end of 2008 and trying again.

      Comment


        #4
        Please make sure the Format Data Series of the chart includes the correct start and end dates to reflect the imported data.

        Let me know if the issue persists.
        JasonNinjaTrader Customer Service

        Comment


          #5
          I got the SP data working. Think I should be able to do the same with the ES.

          I'll let you know if I have issues. Thank you for your help and time.

          Comment


            #6
            It still isn't working. It did work for the ES.

            Here's what I did:

            I created a continuous file of ES data and formatted it for ninjatrader.
            Deleted any ES ##-## in the database just in case
            I imported the ES data as ES ##-##
            It scanned all the days (1999-2008) and said imported successfully.

            I went to the chart to select a range from 2007-mid 2008 (I have until end of 08') and the same blank chart showed up.

            Comment


              #7
              I went to export a slice of the data and it said that there was no data.

              I deleted everything ES ##-## in the database and repaired it.

              I Imported the data again. NT scanned each day and said it imported successfully.

              The same issue persists.

              I'm going to retry with all my data including the 'night' session too. Not sure why this isn't working.

              Comment


                #8
                Did you import historical tick, minute or daily data?

                What interval was the chart using that you created after the import?
                JasonNinjaTrader Customer Service

                Comment


                  #9
                  Originally posted by NinjaTrader_Jason View Post
                  Did you import historical tick, minute or daily data?

                  What interval was the chart using that you created after the import?
                  I imported 1 min data on both.

                  The chart was set on 1 min.

                  Did things exactly the same (as far as I know) for the SP and the ES, and the SP worked, but the ES didn't. I did sp as ^sp500.

                  Comment


                    #10
                    Hi I have the same issue.
                    my data to import is in the daily format of
                    20080808;0.8808;0.8824;0.8616;0.8632;7571
                    20080811;0.8631;0.8704;0.8515;0.8581;6196
                    20080812;0.8568;0.86;0.8456;0.8519;6502
                    20080813;0.8464;0.8525;0.8345;0.8518;7391
                    It is the AUD/USD continuous futures contract.....
                    I set up a code in the instrument manager to import the data, it said it did so successfully, but when trying to chart it i get a blank screen with the price axis from 0 to 0.0001
                    I have tried all sorts of combinations...as a stock...different price intervals, time intervals...nothing?

                    Comment


                      #11
                      Issue has been solved

                      I was accessing the wrong data for the charts. That's why the SP data was working and the ES wasn't.

                      I titled the data 'ES' (as I had learned to do) for the ES ##-##

                      After thinking enough I realized that this is the incorrect name. Before I went to change it to ##-## I realized there is something that must be called the ES for it to accept the data in the first place. Sure enough there was a ES 'stock' (besides the original).. and that's where my data is.

                      Thank you for your time Jason. I really appreciate it.

                      Comment


                        #12
                        Originally posted by Adina View Post
                        Hi I have the same issue.
                        my data to import is in the daily format of
                        20080808;0.8808;0.8824;0.8616;0.8632;7571
                        20080811;0.8631;0.8704;0.8515;0.8581;6196
                        20080812;0.8568;0.86;0.8456;0.8519;6502
                        20080813;0.8464;0.8525;0.8345;0.8518;7391
                        It is the AUD/USD continuous futures contract.....
                        I set up a code in the instrument manager to import the data, it said it did so successfully, but when trying to chart it i get a blank screen with the price axis from 0 to 0.0001
                        I have tried all sorts of combinations...as a stock...different price intervals, time intervals...nothing?
                        - double check you're using the right instrument (the title of the data should match exactly with the chart)
                        - delete the data and reimport

                        If there data says imported successfully it should be in there somewhere.

                        Comment


                          #13
                          Hi bpourriahi,
                          appreciate that....
                          I have renamed it XXXAUD plus other names....just to make sure it stands out and can be recognised.
                          I can get it to load as stock this way, but it then does not have any of the required futures tick values and contract sizes.
                          When i try it as a future....NT now crashes.

                          Comment


                            #14
                            With help from NT support....thanks.

                            You have to call the text file something such as one of these examples
                            AD ##-##, AD 09-09, AD 01-09, then it will load as a future.

                            the name of the text file must match the name AND the month designator
                            thanks.
                            Last edited by Adina; 12-23-2009, 06:27 AM.

                            Comment

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