How to import AnFutures.com data

[robhef]

I want to buy AnFuture.com ES minute data (& maybe tick), but am having difficulty using their converter to format it so NT will import it. I'd greatly appreciate any info on how to go about doing this.

I am having trouble getting 1) the date time fields set up as NT requires and 2) getting the file delimited semi-coln instead of a comma.

NT's Required format is:
yyyyMMdd HHmmss;open price;high price;low price;close price;volume


In excel I have tried converting the time from numbers to text, merging the time column with a column with 00 in it to added the ss field, etc etc...& still haven't succeeded.

Getting HHmmss with leading & trailing 00's seems to be the tricky part.

I'm very interested to hear how others who use there data have done the conversion in an efficient manner.

Many thanks

Rob

[NinjaTrader_JoshP]

Unfortunately I am not an expert in formatting with Excel, but maybe if you posted an example of the original format your data is in the community can help you in the Excel process.

[robhef]

Hi Josh,

Thanks for the suggestions & quick reply. I'll post a couple screen shots. I think it might be doable in excel, but to do so for many contracts would be a bear to do unless it can be automated somehow or there is a data converter like Datasharks (tried that - it doesn't seem accept AnFutures orginal format) that would do the job more easily.

AnFuture's original data in cvs file along with the file after it has been ran through their converter is attached.

I am hoping someone who uses AnFuture's data might have a better solution; or someone else can suggest another reasonably priced data provider with clean data.

(Open tick's data has gaps etc & requires an exchange fee that I'm already paying that to IB now.)

Rob

[Pete S]

If you have any programming ability you should take a look at Perl (http://www.activestate.com/), this kind of thing is about 10 lines of Perl code.

[NinjaTrader_Ray]

You could also contact any our NinjaScript consultants to write a quick converter. Its really not a lot of work as Pete_S pointed out.

http://www.ninjatrader.com/webnew/partners_onlinetrading_NinjaScript.htm

[robhef]

Ray & Pete S,

Thanks for the replies. Sorry it took me so long to reply, but I was away from home for a bit.

The Perl site looks interesting; Its been a number of years since I've done any programing. The site looks interesting, I might have a go at it. Or I just may have someone do it for me & concentrate my time on my trading.

I'm hoping some one might reply with an off the shelf converter or simple method they used.

Kind regards,

Rob

[VitaminC]

Hi Rob,

I have created an app to convert AnFutures file. Please take a look at

http://www.ninjatrader-support.com/vb/showthread.php?t=6170

I worked with the sample data provided on the website.

[autobot]

Here are two links to NTDataConverter v1.1.zip

Please try
http://www.filefactory.com/file/af4f...erter_v1_1_zip

http://www.zshare.net/download/56724099c0929d50/