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Data Import Limitations

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    Data Import Limitations

    Hi guys, I have been trying to load ES tick data back to 2003. I have loaded everything from 2005 onwards with no problems. I can load a renko chart back to 05 and loads fine.

    When I get to 2004 and try to import say ES 12-04.txt the log error says:

    "Instrument is not supported by repository". I have checked the data and it is the same format as the other files.

    So I am wondering if there is a limit of how far you back you can load data? If this is the case can I load a continuous contract using ##-## or will I be in the same boat as the current situation when I try to import 04?

    Thanks in advance
    DJ

    #2
    Hello,

    There are no limits on how far back you can load data technically. However, the list of available months which will be based on a range from the current date. In this case, 12-04 is too far back to exist in the database.

    You can either import a ##-## contract, or 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.
    MatthewNinjaTrader Product Management

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