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File name for importing 1 Minute Data

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    File name for importing 1 Minute Data

    Hi, I'm trying to make sense of the filename to use for importing 1 minute historical data. The instructions state...

    File Name
    When using the NinjaTrader format, the name of the text file to be imported must be the NinjaTrader instrument name followed by a period and "Last", "Bid", or "Ask" depending on the data type. For example:

    MSFT.Last.txt for Microsoft stock last price data
    ES 12-09.Bid.txt for the S&P E-mini December contract bid price data
    $EURUSD.Ask.txt for the Euro/U.S. dollar currency pair ask price data

    But I will be importing Minute bars and they don't fall under last, bid or ask.

    Minute Bars Format
    Each bar must be on its own line and fields must be separated by semicolon (. Only 1 minute bars can be imported.

    The format is:
    yyyyMMdd HHmmss;open price;high price;low price;close price;volume

    thanks. W2

    #2
    Hi WSquared,

    Thank you for your post.

    Because NinjaTrader 7 has the ability to support bid, ask and last price data you can specify that within the file name of the data you are importing. However, you can also create a text file that is named for the instrument, such as MSFT.txt, and then from the Tools-->Historical Data Manager-->Import tab you can specify the data type there, as well.

    Since you are importing a file but without a defined type I would recommend that you import the file using just the name of the instrument, and a Data Type of Last and then Start the Import.
    Ryan O.NinjaTrader Customer Service

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