Importing Metastock

[Torben]

HI,

I am a new user of NinjaTrader. I want to download data from Metastock (Reuters Direct LInk). I noticed that NinjaTrader version 7 has an import function for Metastock. But how does it work?

I downloaded my data through the "TheDownloader" from Metastock, so all my data is stored in Metastock format.

Next I tried to upload the data through the "Import Historical Data" using the Metastock format. I get one file named Masterfile, which I can import. In log I get the following error message "Unable to import data for Metastock symbol ´SAS.CO': Instrument not supported by repository.

Does this means that I created all symbols manually before uploading the Masterfile. If that is the case. which symbol map label should I use. I can not find any sumbol label for Metastock under the Instrument Manager, I only see Barcahrt.com, Collective2 etc.

I understand this issue is properly due to that I am a new user, but I hope someone could help me in the right direction.

[NinjaTrader_Jason]

Hello Torben,

Yes, the error message indicates the SAS.CO instrument is not present in NinjaTrader. Before importing historical data, you will need to have the instruments present in NinjaTrader (Instrument Manager).

Please create the instrument manually and enter a symbol map for one of the data feed providers. I suggest to enter SAS.CO next to any of the providers. You will need to enter at least one symbol map in order to create the instrument.

[JakobR]

I have the same problem. Using ALFA.ST from Yahoo as example, I add this stock to repository. However, as "." is not allowed in the Master Instrument name, I have both added ALFA and ALFAST as master instrument. I've entered ALFA.ST in the symbol map, but I still get the same error: Unable to import data for Metastock symbol 'ALFA.ST'. Instrument not supported by repository.

[NinjaTrader_Jason]

Hello JakobR,

Are you able to change the Metastock symbol name so it will be imported as ALFA?

As you mention, unfortunately you cannot use "." in the master instrument name, however imported data will use the master instrument name.

[JakobR]

Unfortenately, I can't change the imported name to ALFA as it is locked by the data provider.

[NinjaTrader_Jason]

Can you please tell me what NinjaTrader version you have installed. You can check this at Control Center-->Help-->About.

I was incorrect in my statement - you should be able to use periods (.) in the master instrument name in NinjaTrader 7.0.1000.4. Can you please try creating a new instrument using ALFA.ST.

[JakobR]

I've updated to the latest version of NinjaTrader. Now, it works better, but I've experienced some odd results:

The only symbols for which I get the "Instrument not supported by repository" error, are symbols containing "-" (like HUSQ-B, see HUSQ-B on Yahoo), the others are automagically added to the Instruments manager, I don't have to do it manually.

It would be nice if "-" is allowed in master instruments name.

Also, how come Metastock import isn't available in the 64-bit version?

[NinjaTrader_Kyle]

Hi JakobR,

I'll pass your suggestion regarding '-' and the Master Instrument field on to development.

Can you clarify on the 64 bit metastock import? That option should be available, even in 64 bit mode.

[JakobR]

Please see attached picture.

[NinjaTrader_Jason]

Yes, you wil need to run NinjaTrader in 32 bit in order to import MetaStock data. However, once you imported the data, you can run NinjaTrader in 64 bit and you will have access to the imported historical data as well.

If you have a 64 bit operating system, you will see two icons on your desktop. One icon lists '64 bit' which will start NinjaTrader in 64 bit. The other icon will start NinjaTrader in 32 bit.

[JakobR]

So you suggest that I run the 32 bit version, then close it, then start the 64 bit version and redo this every time I'll have to import metastock data? I'll have to do import every day.

Why isn't the import feature available in the 64 bit version?

[NinjaTrader_Kyle]

Hello JakobR,

That's correct - it's the only work-around at this time.

I've asked that development consider adding support for importing in 64 bit mode, but you will need to use the 32 bit mode to import in the meantime.