I have data file that holds bid and ask prices in such format:
Symbol,Time,Bid,Ask
CUR/ENCY,2011-10-02 17:01:05.000,0.96564,0.96586
CUR/ENCY,2011-10-02 17:04:01.000,0.96576,0.96598
CUR/ENCY,2011-10-02 17:04:01.000,0.96577,0.96601
Time column always has ".000" as last 3 digits, that's NOT milliseconds that vary.
I would like import these prices and have tick data for charts. After analyzing http://www.ninjatrader.com/support/helpGuides/nt7/importing.htm it seems to me that there is no direct way to achieve my objective. I can script any data converter, but what approach should be used here if that's at all possible?
NT7 tick data file is yyyyMMdd HHmmss;price;volume
I considered to split each bid and ask line from source data to two separate lines each containing only bid, or ask with volume 1 like this:
yyyyMMdd HHmmss;bid;1
yyyyMMdd HHmmss;ask;1
But would it be realistic data?
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