Historic Data source

[NinjaTrader_Bertrand]

usct01, what custom ticker or expiry are you trying to chart? Is the data range set the same as in your backtest to you can compare?

[usct01]

Hi This is useful and works well, Thanks a lot!
There is a small issue that is still there.I imported 1 min data for a custom ticker. The import is successful but when I try to create chart from 1 min data nothing shows up. However, when I backtest a strategy then it's running fine.
Any suggestions??

[NinjaTrader_AdamP]

usct01,

Here is information on creating new instruments : http://www.ninjatrader.com/support/f...ad.php?t=45348

Here is information on importing data for an instrument : http://www.ninjatrader.com/support/h...?importing.htm

Please let me know if I may assist further.

[usct01]

usct01,

I am happy to assist you.

What instrument are you attempting to add? Its possible you could make a custom new instrument and receive data for it.

Please let me know if I may assist further.

Hi Matthew
I have data for Nifty futures (rollover contract for few months). I want to name the instrument as "NiftyFutRO" etc. (this data is not readily available on yahoo/kinetick/google etc.)
Also I have 1 min data, which I want to use for backtesting.
Please tell me the process to create instrument and load data for it from text file.
Let me know if I need to provide anymore details.
Thanks

[NinjaTrader_AdamP]

usct01,

I am happy to assist you.

What instrument are you attempting to add? Its possible you could make a custom new instrument and receive data for it.

Please let me know if I may assist further.

[usct01]

Hi Matthew
I have data for an Index which is not in the instrument list of NT 7. How can I create new custom instrument and how to import data for it. (I have data in text file in NT format).
Thanks

[NinjaTrader_Bertrand]

Niels, let's continue to work together on the ticket you had already open on the issue.

[leontien]

Historical data problem

Hello,

I have emailed it also to the helpdesk.
I have the following (frustating) problem. I use the FDAX with minutes.
At this moment it is the 12-11. Connecting with IB Works fine for two years of data.
I can do a fine backtest. etc.

Now I have bought Fdax data from 1/1/2006 till half 2009. I have changed the format and the file is ok now.

It is possible to read all the data with the historical data manager. It is merged with the 12-11 FDAX future. I can see this if I do edit in the Historical datamanager. Also I can see nice charts from 1/1/2006 till now.

But the big problem is the following. If I run the Strategy analyzer it refuses to analyze the data from 1/1/2006 tll whatever time. After a second the analyzer give back results all 0.

Hope somebody can help me.
Regards
Niels

[Gennaker]

That fixed it

Thank you Adam P. It is executing back through all the dates now.

[NinjaTrader_AdamP]

Gennaker,

I am happy to assist you.

What sort of strategy are you using? You could attempt to use the continuous contract instead of ES 12-11 if your data provider offers this. The continuous contract has expiry ##-## and can be added in the instrument manager.

Please let me know if I may assist further.

[Gennaker]

Similar Problem with Historical Data

Matthew,

Thought I would piggyback onto this thread as I have similar problem with historical data. I have imported a text file named ES 12-11.Last.txt into Ninjatrader with data going back to March of this year.

I am able to see March data in edit tab of the Historical Data Manager, but when run a backtest, nothing executes earlier than 18-Jul-11 of this year. The only clue I can come up with is this is about when I started using Ninjatrader.

Thanks

[sandeshrai]

Importing Historical Data

The work around Worked very well. Thanks a lot

[NinjaTrader_Matthew]

Hello,

ES 03-03 likely does not exist in your instrument manager.

This is a known limitation that will be fixed in a future release.


The contract dates only go so far back and are based on your local PC clock. To get past dates, you must set your PC clock back to that year and restart NinjaTrader.


After you have set your clock back, you can add this instrument to your default instrument list. Once added, shut down NinjaTrader and set your PC clock to the current date/time settings.


You should then be able to access this old expiry from your default instrument list.

[sandeshrai]

Importing Historical Data

Hello,

Can you please clarify what the name of the file is you're trying to import? The correct format should be ES 12-11.Last.txt

The file name was ES 03-03.txt. I tried changing it to ES 03-03.Last.txt. It still did not work. I get the error "unable to import file .... Instrument is not supported.

[NinjaTrader_Matthew]

Hello,

Can you please clarify what the name of the file is you're trying to import? The correct format should be ES 12-11.Last.txt