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Adding historic futures contract data

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    Adding historic futures contract data

    I'm looking to add vix futures data to NT but I cannot access the proper expiry in the instrument manager.

    I'm looking to add 2011 data but the Expiry drop-down menu only goes forward in time from the current date. I don't see a spot were i can add the historic contract.

    From the help files i see i must add the instrument first before importing the data or else the import defaults to 'stock'

    what to do?

    #2
    While we're at it lets get the details out there too since the help files are 'almost' useless for detail work, unless of course you don't need them because you know exactly how it's done.

    the futures contract for example is:

    VIX 06-11

    that's the exact symbol that i know i need to type to get all my vix futures charts to come up.

    So the questions are:

    1.) What the exact name of the file that I need to use? (See # 4 below for my best guess)

    2.) Which format do i use to import in Historical data manager

    3.) Do I NEED a field for volume or can i skip it?

    The format of the import is as follows:

    Code:
    20101025;28.5;28.5;28.5;28.5
    20101026;28.8;28.8;28.35;28.46
    each on it's own line, semicolon delineated, yyyyMMDD;open:high;low;close;NO VOLUME??

    This format is as per help file except for volume field??

    4.) NAME OF FILE i am unsure but given above info it MUST? be VIX 06-11.Last.txt

    is that correct?

    5.) Then of course let's not forget that i need to figure out how to add the historic instrument itself first, before the import. (See post # 1)
    Last edited by Steve R; 11-12-2013, 09:27 PM.

    Comment


      #3
      good lord..

      turn PC clock way back (pray all pirated programs still work afterwards and who knows what else my get fudged up)

      enter contract that you can now see that you need into instrument window.

      I just went ahead and stuffed a "1" in the volume field since i was way over my time allotted to screw with this..

      Import txt file as per exact name from previous post.

      Voila. Seems to have worked.

      Since i've got to do a few more years it looks like, i'll try and use no volume field and see if it will work without it, unless someone knows and gets to me first.

      Thx.

      Comment


        #4
        Steve R,

        Thank you for your post.

        It appears that you've answered many of your own questions here. For instance, rolling back the PC's date to access prior contracts, importing using the correct file names and formats and adding volume to imported data as would be required. If there is anything which I could help you with here please let me know however it seems that you do have a good understanding of the import process from what you've written here.
        KyleNinjaTrader Customer Service

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          #5
          thanks Kyle.

          Random luck and throwing everything at it is all i did. Only took an hour! The inefficiency is what annoys me.

          I think the help files need a revamp once in a while and maybe even some elaborating and a example or two for some things would help too. It's been a common theme throughout my use of the guide. I realize this would expand it a fair amount but more info is certainly better and cyber-paper is free.

          If you're looking for input on it.

          Comment


            #6
            Hi Steve R,

            We're always looking for input and I will forward yours to my superiors for further consideration. Thank you for your feedback!
            KyleNinjaTrader Customer Service

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