Importing tick data

[sgordet]

I think that I understand what I need to do.
New question.
The historical data that I've purchased I've imported into NT and referenced as XX ##-##. This data is all unadjusted. I would like to also start building a database of adjusted data without having to continually change contract months for instruments that I'm not currently using. My data provider, IQFeed, provides adjusted continuous symbols in the format, @XX#C. Since I'm already using XX ##-## for my non-adjusted data, is there any way that I can create a separate symbol in NT that I can link to the adjusted symbols from IQFeed?

[NinjaTrader_Brett]

Hello,

Unfortunately this is not possible as you must use adjusted or not adjusted. You cannot use both.

Let me know if I can be of further assistance.

[sgordet]

Data management is so much fun!
Although all of my historical data is in non-adjusted ##-## contracts , I can have all new tick data come in automatically adjusted by linking the contracts to the adjusted IQNet input. IQFeed only provides a few months of tick data so the transition isn't a big deal for the quarterly contracts like the indices; however, some contracts that roll every month like crude pose a bit more of a problem. I would think that some of the incoming ticks might have different time stamps. What happens when the adjusted and non-adjusted contracts automatically merge? Do I wind up with a lot of garbage data? Also, I assume that when I import new minute and day stats, the new ones just over right the old. Is that correct?

Thanks,
Stephen

[Crassius]

"Also, I assume that when I import new minute and day stats, the new ones just over right the old. Is that correct?"

Its a lot more work than at first it seems, isn't it?

This is why I seperate my Hist data for testing and system dev... my test bed Database, from the database I use for everyday trading. Yes... it will overwrite if its the same symbol. This is much more of a problem for tick data than day data because the problem scales up.

I created fake symbols to store only historical data for testing to segregate that data and prevent any overwrites. You don't have to download/backup as frequently as I do... I'm using brokers data and can't rely on 30 complete days existing on the server, so I have to to it daily... which is probably overkill, but without good clean data, you are dead in the water. my overkill is a lot of work a little at a time... if the DB gets messed up, the bigger the patch you have to weave in the longer it takes. I chose to spend the time it takes up front a little each day.

The other solution, is to see if your historical data provider provides subscription updates. These make it painless to add to the existing historical data, as it is all the same format, methodology (back adjusted, continuous etc.) Best if you can get this from the same vendor as the original chunk of data you already have, of course...

[sgordet]

Brett, sorry to trouble you. I thought you may have seen Crassius' response and not noticed my questions. If you could take a look at my last note before this, I would be appreciative.

Best regards,
Stephen

[NinjaTrader_Brett]

Hello,

What happens when the adjusted and non-adjusted contracts automatically merge? Do I wind up with a lot of garbage data? Also, I assume that when I import new minute and day stats, the new ones just over right the old. Is that correct?

Yes you would not want this in your data for the two to be merged. Also, wehen you import in data manually it will overwrite the existing data.

Thanks for bringing your questions to my attention I had missed them.