Unable to import ES 03-03: Instrument is not supported by repository

[pkatta]

Hello,
I am new to NT and purchased ES tick data to import into NT. I have a text file named ES 03-03.txt. When I try to import this file I get "Instrument is not supported by repository".

In the instrument drop down 03-03 is not supported anymore. I changed the expiry to ##-## and then tried to import that ticks file. I am not able to import. This is very frustrating. Can you tell how to get around this error. I need to upload a whole bunch of tick data.

I tried deleting the instrument and adding a new ES ##-## to the default list. I also tried resetting the instrument repository.

Thanks,
PK

[NinjaTrader_Bertrand]

PK, welcome to our forums - please set your PC clock a few years back to access the expired contracts, or change the file name and import this data for the current front month contract, or even the continuous one, therefore a filename of ES ##-##.txt

[pkatta]

I decided to go the route of changing the date on the PC itself(The other methods did not work well). Now I am able to load the tick data. Let's say I load ES 03-03. When I load ES 03-06, should I do a merge of the ES 03-03 into the ES 03-06 before loading ES 03-09 data? I am trying to figure out how best to create continuous contract data as I load the historical tick data.

Thanks,
PK

PK, welcome to our forums - please set your PC clock a few years back to access the expired contracts, or change the file name and import this data for the current front month contract, or even the continuous one, therefore a filename of ES ##-##.txt

[NinjaTrader_Bertrand]

You can take different routes here -

1. Wait on NinjaTrader 7, this will do this automatically for you - http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

2. Import all contracts individually and then merge data over in NinjaTrader

3. Merge data for example in Excel and then import all into current front month (may need to do in chunks).

4. Use a third party feed like eSignal or DTNIQ, they offer those readymade as well, ##-## used for access.

[pkatta]

And the saga continues...
I do not know when NT7 will actually be released and therefore cannot wait.

I decided to import all contracts individuall and then merge data in NT. In order to import all files I had to move the date forward. But then some of the 03-03 data was no longer visible.

Finally, I decided to use CC data and just import it into NT. The way the file was concatenated, I guess the dates were out of order, so got an exception there too.

I worry about how I am goingt to manage this process of managing data going forward. I also worry about the integrity of the data itself, given that I do not have much feedback(num of records, etc) or insight into the historical data itself. Of course NT7 gives more insight into the historical data.

I was planning on upgrading to a paid NT license, but given how my work has progressed so far...

You can take different routes here -

1. Wait on NinjaTrader 7, this will do this automatically for you - http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

2. Import all contracts individually and then merge data over in NinjaTrader

3. Merge data for example in Excel and then import all into current front month (may need to do in chunks).

4. Use a third party feed like eSignal or DTNIQ, they offer those readymade as well, ##-## used for access.

[NinjaTrader_RyanO]

Hi,

You could also take each of the files and starting with the most recent historical data file and rename it to ES 12-09 and then import it into the current front month.

Then for each specific data file that you have you can import that data by renaming the data to the current front month.

This is similar to Bert's idea of merging the data and then importing, but by doing it in this manner the import procedure acts as a merge since you are placing are various front months under the umbrella of the current one.

One thing to keep in mind is that doing it this way does not back-adjust the data meaning there could be gaps where the front months transition.