Metastock EOD Import Issues

[basskickit]

Hello,
I am a complete newbie to NinjaTrader, however, am keen to learn.
I have purchased 10 years worth of ASX data through another provider.
This data is in Metastock format as per below:

AAA,140219,50.17,50.18,50.16,50.18,13800
AAC,140219,1.18,1.195,1.175,1.19,321005
AAD,140219,2.21,2.29,2.205,2.24,10096825

As you can see all the ASX stock data is located in the one file.
I then download EOD files daily in this same format to keep it up to date.
I plan on backtesting strategies using this data and I don't want to be connected to the internet while performing the backtests.

I have tried to get this ASX data from Yahoo Finance however, I am getting a lot of missing data from them. Am not even sure how accurate their data is.

Is there are way that I can import this data into a local database on my laptop?

Thanks in advance.
Joe

[NinjaTrader_Kyle]

Hello Joe,

Thank you for contacting us with this question.

It is possible to import MetaStock formatted data in to NinjaTrader using the Historical Data Manager window. (Tools > Historical Data Manager)

Please see the following link to our Help Guide for an overview of the steps which you will need to take: http://www.ninjatrader.com/support/h.../importing.htm

[basskickit]

Hi Kyle,

Thanks for the reply. I did have a read of that section however it reads to me like each stock needs to be in it's own file with it's own data in that file.
However, the file that I download each day has all of the stocks in the ASX in the EOD file. Does that mean I need to separate the data into an individual file? I'm probably mistaken as this seems a clunky way to go...

What about in the case where new companies are added or removed from the EOD file? Will I have to manually create a new instrument before it will be accepted for import by NT?

Help Guide excerpt below.

Thanks,
Joe

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
File Name
When using the NinjaTrader format, the name of the text file to be imported must be the NinjaTrader instrument name followed by a period and "Last", "Bid", or "Ask" depending on the data type. For example:

MSFT.Last.txt for Microsoft stock last price data
ES 12-09.Bid.txt for the S&P E-mini December contract bid price data
$EURUSD.Ask.txt for the Euro/U.S. dollar currency pair ask price data

Tick Format
Each tick must be on its own line and fields must be separated by semicolon (.

The format is:
yyyyMMdd HHmmss;price;volume

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ ~~~~~~~~~

[NinjaTrader_Kyle]

Hello,

Your understanding that each instrument's data must be imported separately is correct. Likewise, you are correct that an instrument must first be created within the NinjaTrader instrument manager before it is possible to import data for that instrument in to NinjaTrader.