Tick Data Import

[jg123]

Hello

I have been importing fx tick data (and really wishing there was a much smoother way to do this).

I have now got several months of tick data in 2007 and thought that I would test it out before I do all of the tedious work to bring it to current date and find out that it is not working. Well, it appears that something is not working (probably my own knowledge level)

I have pulled up a tick chart on the EURAUD but it is not showing any data at all. Here is a screenshot of the chart, data series, and historical data manager showing that I have the data imported.

Could you please help me figure out what is happening?

Thank you!

[NinjaTrader_ChelseaB]

Hello jg123,

The data in your Historical Data Manager has been imported as Ask data.

The chart is loading Last data.

If you change your chart to Ask data, you should see the data on the chart.

[jg123]

ah, that did it. Thanks

Next question now.

When importing the tick data, I had checked the boxes that say, "Generate 'Minute' Bars from imorted tick data" & "Generate 'Day' bars from imported tick or minute data"

But, when I change the periodicity to 1 minute, there is no data. What should i adjust here to be able to see the minute data?

[NinjaTrader_ChelseaB]

Hi jg123,

I am not able to see in the screenshot, do you see minute and day data in the Historical Data Manager?

Do you have the data type the same as the data in the Historical Data Manager?

[jg123]

here are two more screenshots. Hopefully these will help you see what you need to know. Let me know if you need something more and I will get it to you right away.

[NinjaTrader_ChelseaB]

Hi jg123,

What data type is chosen on the chart? (Price based on)

[jg123]

oh, haha. That is embarrassing. It had reset to Last. So once I changed it Ask then it showed up.

So, this leads to another question then, this will not automatically create Last data from the tick data that is being imported? Do I have to import more data in order to get it to come up with a last as well?

[NinjaTrader_ChelseaB]

Hello jg123,

The data will import to whichever data type you specify when importing. It will not import to Ask, Bid, and Last all at the same time though. (This would not be correct data anyway)

If you select Last as the Data type when you import it will import to Last (it defaults to Last btw so all you would need to do is not change it).

[jg123]

So I could import all of my ask data as last?

Would that have an adverse effect on backtesting and automated trading?

None of the code that I am writing specifically uses bid or ask in the code, but would it still have an adverse effect in some way?

[NinjaTrader_ChelseaB]

Hi jg123,

By default, your strategy will use what ever data type is chosen on the chart or in the Data Series section when adding the strategy to the Strategies tab directly.

So if you chart uses Last data, your strategy will use Last data.

Yes, you can import your Ask data as Last if you want.

The backtesting will use the prices of data you import. If this is not what really traded then you won't be getting accurate results. If the data is what traded then you will get accurate results. If you are wanting data just to see how well the strategy performs with any data, then it really doesn't matter if the data is accurate or not.

[jg123]

Okay Great

So, if I understand you correctly, then my backtesting will use just the ask data if I wanted and there would be no need to spend the time entering the bid data as well? And, there is no need to change everything to Last data or continuing importing but changing it all to Last data, because the backtest will use the Ask if that is all that is in there, correct?

Or, should I be changing it all to Last data and move forward importing it as Last?

If I should be changing the current data to Last data from Ask, is there an easy way of doing that, or do I have to go through and reimport all of it?

[NinjaTrader_ChelseaB]

Hi jg123,

You can use any data set you want. If the data is imported as Ask and you set your backtest data type to Ask then it will use that data.

The data type defaults to Last so it may save you clicks to import it as Last.

You will need to import the data as Last for the data to be Last.

[jg123]

That is great information. Thanks!