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format tick data for import

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    format tick data for import

    Hi,

    i just bought ES tick data. The zip files are converted to a csv file.

    Can you conform what the format should be in order to correctly import this into NT7.
    This is my current csv format;

    ES,030312,154500,00804.50,1

    Kind regards,

    Rob

    #2
    Hello Rob,

    Thank you for your post.

    You will need to ensure the timestamps are correctly set up per the instructions below -
    http://www.ninjatrader.com/support/h...?importing.htm

    It will also need to be in text file format.
    Cal H.NinjaTrader Customer Service

    Comment


      #3
      Hallo Cal.

      This is the format of the historical tick ES data : ES,021211,154611,00901.75,2
      What is the easiest way to convert this data into the necessary Ninjaformat:
      yyyyMMdd HHmmss;price;volume?

      I have to replace 02 into 2002 and comma into semi colon?
      I guess there is a trick to do this, can you tell me what trick this is?

      Thx in advance.

      Rob

      Comment


        #4
        Hello Rob,

        There is no quick method.

        You can try using the Find and Replace feature that is built into almost every text editor.

        You can check for ES,02 and replace it with 2002
        Cal H.NinjaTrader Customer Service

        Comment


          #5
          Hi Cal.

          Still have some problems to import the historical data.
          Have converted the data in the right format.
          Try to import now and I don't succeed. The instrument is on t

          In the log:
          "import is not supported by repository"

          What to do now?

          Thx in advance.

          Rob.
          Attached Files

          Comment


            #6
            Rob,

            It is the name of the file.

            You have it as .txt.txt

            It needs to be just .txt
            Cal H.NinjaTrader Customer Service

            Comment


              #7
              Hi Cal.

              Disregard the first line of the log ( that was another attempt to improve the second line)
              It's actually about the second line in the log.
              Same problem.

              Comment


                #8
                Rob,

                The second line has a bad format for the name of the file.

                It should read out as

                ES 03-03.Last.txt
                Cal H.NinjaTrader Customer Service

                Comment


                  #9
                  Hi Cal.

                  File was named as ES 03-03.Last.txt and has been read out as ES 03-03.Last.txt.txt

                  Have renamed the file ES 03-03.Last and has been read out as ES 03-03.Last.txt. but still the same error.

                  See attachment.

                  Thx in advance.

                  rob
                  Attached Files

                  Comment


                    #10
                    Originally posted by robje737 View Post
                    Hi Cal.

                    File was named as ES 03-03.Last.txt and has been read out as ES 03-03.Last.txt.txt

                    Have renamed the file ES 03-03.Last and has been read out as ES 03-03.Last.txt. but still the same error.

                    See attachment.

                    Thx in advance.

                    rob
                    Seriously?

                    Post the file or sample to here and maybe we can find the issue.

                    Comment


                      #11
                      Hi,

                      i'll post a screenshot here since the file is 112MB

                      Let me know if you see what going wrong here.

                      Txs in advance,

                      Rob
                      Attached Files

                      Comment


                        #12
                        Rob,

                        Check that you have the 03-03 contract defined in your Instrument Manager.
                        Tools -> Instrument Manager -> Select ES -> Click Edit -> Click Misc Tab -> Scroll to the bottom and select Contracts Defined -> Look for the available contracts.

                        If you do not have the 03-03 contract defined you will need to create this contract from the same window.
                        http://www.ninjatrader.com/support/h...nstruments.htm

                        Let me know if this works for you
                        Cal H.NinjaTrader Customer Service

                        Comment


                          #13
                          hi,

                          i have created the 03-03 with a correct roll over date.
                          Now the only 'difficulty is to het this into my list. it won't appear in my list as picture below.

                          rob
                          Attached Files

                          Comment


                            #14
                            Rob,

                            This is Correct.

                            You will need to manually add this to the chart in order to have it. Since, this contract date is very old it won't be available on the expiry dropdown for the Instrument Manager.
                            Cal H.NinjaTrader Customer Service

                            Comment


                              #15
                              ok,

                              so hopefully last question; how do i add this manually...

                              Rob

                              Comment

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