Historical Data Import Options

[MXASJ]

Hi Ninja team,

I've been looking at some historical tick data vendors and found one that looks like it will play well with my applications... except Ninja.

The closest output I can get to your required format has a semicolon between the date and time, while Ninja requires a space there.

Here is some sample data:

20090802;173000;117.343750;130
20090802;173000;117.343750;1
20090802;173001;117.328125;17
20090802;173001;117.312500;1
20090802;173001;117.312500;5
20090802;173002;117.296875;1
20090802;173003;117.312500;3
20090802;173018;117.312500;4
20090802;173021;117.296875;8
20090802;173022;117.312500;2

Will there be any changes to the Import Historical Data functionality in NT7 other than what is there in NT7B5?

The above data is from tickdata.com and was put in that format using their TickWrite7 software. I'm seperately writing them.

Thanks.

[NinjaTrader_Ben]

Hello,

If it is just the ";" that is causing the issue and you want spaces, open the file up in Note Pad and use Edit>Replace and replace the ";" with a space.

This link may help:

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

Also, NT7 will have improvements in this area:
http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

[MXASJ]

Hello,

If it is just the ";" that is causing the issue and you want spaces, open the file up in Note Pad and use Edit>Replace and replace the ";" with a space.

Thanks Ben but that won't work.

All ";" would be replaced with a space. I can actually create data in that format, but Ninja won't be able to import it. "Import field sepearator could not be identified."

I need to address this from both the application provider and the data provider.

So for NT7 can you add to the development list some additional flexability in the data import department?

Thanks.

[SARdynamite]

Hello,

Tickdata.com is one if not the best source for tick data in terms of quality/cost ratio and I was too planning to buy historical data from them. Therefore I will encounter the same problem.

I would be glad also if that issue is solved in NT7 because the solution seems technically light to be taken cared of...

I read on the NT7 features the following stuff :

Enhanced Data Import
Import routines are now implemented as NinjaScript objects thus, developers can develop their own custom data import routines. As default, we have added MetaStock import format in addition to two variations of NinjaTrader default format. You can now generate minute bars from imported tick data and/or generate day bars from imported tick or minute data.

Is that what we are talking about ?

On this screen, I do see custom import data templates but I don't see how/where you can create your own (button/link) and I'm especially anxious to know if such a simple issue could be resolved by a user-friendly interface instead of being addressed if you're a well-educated developper only...

Thank you !
Cheers

[vinced]

I also could use a much more flexible importfunction. Looking through the list of NT 7 features i can`t see how the custom data import routines will work.

Without different field seperators like comma, space, tab and different decimal separators like period and comma i won`t be able to import any of my files.

Then the format i have to work with looks like this:

Date(tab)open(tab)high(tab)low(tab)close(tab)volum e(tab)fundamental1(tab)fundamental2.....
Date(tab)open(tab)high(tab)low(tab)close(tab)volum e(tab)fundamental1(tab)fundamental2.....
..............
..............

would that be possible in NT7. What other possibilities of working with historical fundamental data exist?

Thanks

[JimmySmith]

Has anyone really addressed this issue?

Thanks Ben but that won't work.

All ";" would be replaced with a space. I can actually create data in that format, but Ninja won't be able to import it. "Import field sepearator could not be identified."

I am also trying to import tick data from tickdata.com. As Ben points out, NT considers date and time to be one field with a space, but everyone else considers date and time to be separate fields, so they get exported with the same field delimiter as the other fields (";" in this case).

NT wants this:
yyyyMMdd HHmmss;price;volume

But I can only export this:
yyyyMMdd;HHmmss;price;volume

or this:
yyyyMMdd HHmmss price volume

Forget opening this in Excel or a notepad or something. Just three weeks of tick data is too big to open in any of these types of applications, and I need to import 18 months' worth.

Does anyone have a solution to this?

[NinjaTrader_Kyle]

Hi JimmySmith,

The data format that you mentioned is required. Unfortunately, I know of no utility that would perform the conversion for you.

With that said, perhaps other forum users may have some input for you.

[MXASJ]

tickdata.com

Just wanted to update this thread for anyone using the Search function. Data from tickdata.com is now available in an export format that appears to be compatible with the NT7 import format.

I'm not sure when this changed, but I tested it today and it works using the TickWrite 7 product with the appropriate export settings for NT.

Try before you buy, YMMV, etc etc.

[bukkan]

Just wanted to update this thread for anyone using the Search function. Data from tickdata.com is now available in an export format that appears to be compatible with the NT7 import format.

I'm not sure when this changed, but I tested it today and it works using the TickWrite 7 product with the appropriate export settings for NT.

Try before you buy, YMMV, etc etc.

MXASJ,
you can write custom data import types to import almost any type of data. for example there is a indicator by Josh which imports txt file as exported by Sierra charts (can be found in the miscellaneous section of NT). the flexibility of NT is really beyond words.

cheers

[MXASJ]

I agree.

The Tickdata.com thing has come up a few times in threads here and elsewhere so the point of my thread was to conclude it with it "Yes"... instead of "Please contact one of our certified NinjaScript consultants" .

The key thing was DateTime as a single field in the Tickdata export is indeed an option. Maybe I missed that before. Anyway, one can export Tickdata,com/Import to Ninja without any custom code.

[ENVESTR]

How to

How can i start a new question in this forum?
Thanks

MY QUESTION I HAVE NINJA VWE 6.5.1000.18
USE INTERACTIVEBROKERS FOR DATA FEED
LIVE ACCT
XP HOME 2 G RAM

IT IS NOW SAT. NIGHT ... 10-9-2010

CAN NOT GET ANY RANGE BAR CHARTS

I CAN GET MIN CHARTS ON ALL OTHER SYMBOLS

THE ONE I AM INTERESTED IN IS CRUDE OIL (SYMBOL...CLX0)

ANY ANSWER WILL HELP AND BE APPRECIATED
THANKS
FORGIVE ME I AM NEW HERE
THANKS

[NinjaTrader_Chip]

Hello ENVESTR,

Thank you for your post.

Please check that you have configured this symbol with the proper settings (see screenshots).

Please let me know if this does not resolve the issue.

[ENVESTR]

How do i get to instrument editor to check these settings

How .. Please

[NinjaTrader_Chip]

Hello ENVESTR

You can configure this symbol by going to Tools > Instrument Manager > and then selecting the CL instrument. Double click on this item to open the configuration dialog.

Please let me know if you have any additional questions.