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Minor Import Issue

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    Minor Import Issue

    Hey guys I'm attempting to import the file ES 03-03.Last.txt and gives me a mesaage "Instrument not supported by repository" So then I go into NT and attempt to create an instrument "ES 03-03, but then it tells me that It cannot accept spaces into the field? How do I get rid of this error message?

    Thanks,
    EliteTraderNYC

    #2
    Hello EliteTraderNYC,

    Thank you for your post.

    Can you attach the file to your response so I may test it on my end? From your information it should work.
    Patrick H.NinjaTrader Customer Service

    Comment


      #3
      Wait, do I need to have an instrument named ES 03-03 or do I just need to have any ES contract on instruments manager?

      Comment


        #4
        Hello EliteTraderNYC,

        Thank you for your response.

        There should only need to be the ES in the Instrument Manager.
        Patrick H.NinjaTrader Customer Service

        Comment


          #5
          In that case, heres the first few lines of the file ES 03-03.Last.txt

          20021211 154611;00901.75;2
          20021211 154727;00902.50;1
          20021211 154733;00901.75;1
          20021211 154806;00902.00;1
          20021211 154947;00902.00;1
          20021211 155125;00902.50;2
          20021211 155229;00902.50;1
          20021211 155238;00902.50;1
          20021211 155655;00902.25;1
          20021211 155910;00902.50;2
          20021211 160157;00902.75;5
          20021211 160703;00903.00;8
          20021211 160911;00903.25;5
          20021211 160929;00903.25;1
          20021211 160933;00903.25;1

          Comment


            #6
            Hello,

            Thank you for your response.

            That would be the correct format for tick data. Can you provide the full file or send the file to support[at]ninjatrader[dot]com with 'ATTN: Patrick' in the subject line?

            I look forward to your response.
            Patrick H.NinjaTrader Customer Service

            Comment


              #7
              A shortened file should be attached, I tried import again, same message.
              Attached Files

              Comment


                #8
                Hello,

                Thank you for that file.

                I see the same error on my end. This is due to the 03-03 expiry missing from the Instrument Manager.

                To correct this please go to the NinjaTrader Control Center > Tools > Instrument Manager > search for the ES > double click on the ES in the search results > when the Instrument Editor loads for the ES go to the Misc tab > scroll down to the bottom > left click on Contract Months then the '...' button to open the Contract Months window.

                Then left click New > on the right side of the Contract Months window set the correct expiry (03-03) and set the rollover date for that expiry > OK > OK > OK.

                You will now be able to import the data.
                Patrick H.NinjaTrader Customer Service

                Comment


                  #9
                  Hi, on contract rollover, I'm assuming that rollover generally should be 03/10/2003 for 03-03 and offset should be 0? Is that correct? 10th of the month of each quarter for that particular quarterly contract?

                  Comment


                    #10
                    Hello EliteTraderNYC,

                    Thank you for your response.

                    I could not find these details on the 03-03 contract but in general on the ES the expiration date is the third Friday of March and the rollover date is the preceding week's Thursday.

                    For examples on expirations and rollovers from this year to 2016 please visit the following link: http://www.cmegroup.com/trading/equi...rolldates.html

                    Please let me know if I may be of further assistance.
                    Patrick H.NinjaTrader Customer Service

                    Comment


                      #11
                      Thanks. I was able to upload the data into NT for 2003 and 2004, tick data successfully, however for some reason its not loading into the charts, how do I determine why?

                      Comment


                        #12
                        Hello,

                        Thank you for your response.

                        How many Days To Load are set in the Data Series menu (right click in your chart > Data Series)? And what is the End Date set to?

                        I look forward to your response.
                        Patrick H.NinjaTrader Customer Service

                        Comment


                          #13
                          I did end date 11/1/2004 and 30 days to load, bar type betterrenko, brick size 4. The chart shows as blank but I've also tested other dates from within 2003 and 2004 and doesnt work.

                          Comment


                            #14
                            Hello,

                            Thank you for your response.

                            Does your data for the ES 03-03 span into November of 2004? You can check this by going to Tools > Historical Data > Edit.

                            I look forward to your response.
                            Patrick H.NinjaTrader Customer Service

                            Comment


                              #15
                              Hi Sir, it does not appear to, when i go to the edit screen it shows me for ES 03-03:

                              Last, Tick:
                              March 2003, Feb 2003, Jan 2003, Dec, 2002

                              I'm not sure what the problem is, now no period for ES is showing up.
                              Last edited by elitetradernyc; 09-11-2013, 04:04 PM.

                              Comment

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