I've downloaded ES data from TickWrite by contract expiration date. They've been renamed to correspond with NT's naming convention (i.e. ES 12-04.txt for December 2004).
I've verified that the format is correct, sample as below:
20040701 000901;1143.00;2
20040701 041620;1143.25;5
20040701 041620;1143.25;2
20040701 041620;1143.25;1
20040701 041620;1143.25;1
However, when I tried importing the file via Historical Data Manager, the following pop-up error occured: "There has been an error on importing historical data. Please check the log."
The log error message is as follows:
Unable to import file 'D:\TickWrite data\ES 12-04.txt'. Instrument is not supported by repository.
Could you please assist?
Thanks!
Regards,
Nick
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