historical data import

[sosMsos]

Hello i have a data subscription for track n trade including all historic continuous daily weekly, monthly futures charts.
I would like to use that data for NT backtesting.

I can export the data as excel file.
Is there a chance to get these data for ninja to read?

[NinjaTrader_RyanM1]

Hello sosMsos,

Yes, you can save from excel as a .txt file, which is the required file format for importing data files into NinjaTrader. Importing data in NinjaTrader requires a specific format for the data, detailed here:

http://www.ninjatrader.com/support/helpGuides/nt7/importing.htm

[sosMsos]

Thanks, i just see that there is an ASCII datadownload avilable.

http://ascii.geckosoftware.com/

Can Ninja handle this?

[NinjaTrader_RyanM1]

Yes, as long as the data as structured according to the guidelines in the import link, then NinjaTrader can import it.

http://www.ninjatrader.com/support/helpGuides/nt7/importing.htm

[sosMsos]

Hello Ryan:

I want to import continuous futures data. Format looks like this:

Date,Open,High,Low,Close,Vol,OI,
4/01/1968,164.25,164.25,163.25,163.75,117,195,
4/02/1968,163.00,163.00,160.88,161.12,436,587,
4/03/1968,160.88,161.75,159.50,159.62,191,653,
...

Is there a way to convert it into the structure that NT needs?

[NinjaTrader_RyanM1]

Unfortunately I'm not aware of a tool that will automatically convert that into the format NinjaTrader expects. Here is the daily bar format from that help guide link:

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

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

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
20061026;1377.50;1377.50;1377.25;1377.25;82