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Import data problem

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    Import data problem

    I cant understand whats wrong when i try to import historical data.

    Support help guide says the data must be in that format:

    Sample data:
    20061023;1377.25;1377.25;1377.25;1377.25;86
    20061024;1377.25;1377.25;1377.25;1377.25;27
    20061025;1377.25;1377.25;1377.25;1377.25;24


    I try to import a file call GSPC containing SP500 data from 1995 to now.
    It looks like this:
    19950103;459.21;459.27;457.20;459.11;262450000
    19950104;459.13;460.72;457.56;460.71;319510016
    19950105;460.73;461.30;459.75;460.34;309049984
    19950106;460.38;462.49;459.47;460.68;308070016
    19950109;460.67;461.77;459.74;460.83;278790016
    19950110;460.90;464.59;460.90;461.68;352449984
    19950111;461.68;463.61;458.65;461.66;346310016
    19950112;461.64;461.93;460.63;461.64;313040000
    19950113;461.64;466.43;461.64;465.97;336740000
    19950116;465.97;470.39;465.97;469.38;315809984
    19950117;469.38;470.15;468.19;470.05;331520000
    19950118;470.05;470.43;468.03;469.71;344660000

    Why it doesnt work? Do i need to change the name of the file?

    i always get the message there has been an error ....

    Frank
    thanks

    #2
    Which exact error do you get?

    For historical daily data please try the Yahoo connection and the SP500 symbol we have already setup -

    http://www.ninjatrader.com/webnew/support_Yahoo.htm
    BertrandNinjaTrader Customer Service

    Comment


      #3
      yahoo

      it finally works i had some negative numbers in the volume. that was the reason.


      ok that yahoo thing, it means i can only connect when ib is offline?

      lets say this saturday i dont trade i create the connection, it connects me to yahoo and i can download any data from them like sp500 hist data and then reuse those data monday online with my ib account?

      one last question: will ib refresh the quote over yahoo?

      Cause right now i have a file call gspc with data sp500 from 1995 to february 2009. Ib cant refresh its not the same name. But if i rename the gspc to sp500 will ib refresh the data between february 2009 and now without erasing 1995 to february 2009?

      thanks

      Comment


        #4
        No, you can connect to both, but the data is taken from the primary connection - http://www.ninjatrader-support.com/H...nections1.html

        When you connect to Yahoo the data is downloaded and stored for this symbol in the NinjaTrader database, data could be overwritten if you have symbol that's sharing the same name / symbol mapping, in your case the custom GSPC symbol you have would not be affected.
        BertrandNinjaTrader Customer Service

        Comment


          #5
          they offer only stocks?

          BTW ib is offering only 2 months of data for ES emini sp500. You can backfill prior.

          Is there a way we can access with any provider data pior to 2 months?

          I'm talking about historical data for es from 2007 to now in time and sales, minute data if available?

          Comment


            #6
            Unfortunately you can't backfill the Time and Sales data, but for example third party dataproviders like eSignal, BarChart or DTNIQ offer more historical chart data than the 2 months you mentioned with IB.
            BertrandNinjaTrader Customer Service

            Comment


              #7
              I'm trying to import the .txt into Ninjatrader, but I keep receiving error missages like this one:


              28/03/2010 19:38:43 Default GSPC: Format error in line 13902: The value is too big or too small for an Int32.: '20050418;1142.62;1148.92;1139.80;1145.98;21806700 00'
              I've checked the data in the txt file, and I cannot see what's wrong with these specific lines ...

              Comment


                #8
                Without seeing the full file, the volume # seems off - 21806700 00
                BertrandNinjaTrader Customer Service

                Comment

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