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Import of Tick-Data .txt

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  • thowefx
    started a topic Import of Tick-Data .txt

    Import of Tick-Data .txt

    Hi there,

    I imported tick-data to NT. The source is a .txt from www.backtester.com After I imported NT gave me a message, that the tick-data was imported successfully, but when opening a chart I can't see any of the data. I converted it into minute bars, used UTC and Bid-Price. But nothing worked out on the chart. So how can I see the data?

    Thx, Thowe

  • NinjaTrader_ChelseaB
    replied
    Hi thowefx,

    When requesting tick data with Kinetick between the hours of 9:30am ET to 4:30pm ET you will have access to 8 days of historical tick data. If you request the data outside those hours the full 180 days is available. After you request the data, it will be downloaded to your historical database and cache, and you will be able to access this data at any time.

    Requesting tick data consumes an extremely large amount of bandwidth and heightens data server loads. When bandwidth or server load is elevated to high levels, the result is that all data, including live data can be slowed down. We decided to make 180 days of tick data available, far more than other providers, and will not compromise the data by filtering it. We simply reduce any possibilities of overloading servers and bandwidth by limiting the amount of data available during peak trading time; the times that traders need data to be as fast as possible.

    Minute data and daily data will go back as far back as it was first recorded. For some instruments this goes back to 2005.

    Leave a comment:


  • thowefx
    replied
    thanks a lot for the answer.
    Actually with kinetick, would it be possible to get historical data. How many years of data would thy provide? And how expensive would it be, when only wanting major forex pairs?

    All the best , thowe

    Leave a comment:


  • NinjaTrader_ChelseaB
    replied
    Hi thowefx,

    Thanks for the sample.

    This text file is not in the proper format for importing into NinjaTrader.

    The name of the file needs to be:
    $EURUSD.Last.txt

    The data in the file needs to have the format:
    20130106 170003;1.307510;1
    Date Time;price;volume

    The volume should just be 1 because volume doesn't really mean anything with forex pairs.


    I am not aware of any tick data providers for forex that already have the data in the NinjaTrader format and may require some editing.
    CQGDatafactory.com does have the importable data in the right format, but they do not have forex data.
    TickData.com may have the data, but I'm not sure whether this is in the right format.

    You can modify your data for importing into NinjaTrader by following the guideline in the help guide.
    http://www.ninjatrader.com/support/h.../importing.htm

    Leave a comment:


  • thowefx
    replied
    Sure here it is:

    lTid,cDealable,CurrencyPair,RateDateTime,RateBid,R ateAsk
    2542530791,D,EUR/USD,2013-01-06 17:00:03.140000000,1.307510,1.307680
    2542530917,D,EUR/USD,2013-01-06 17:00:25.827000000,1.307480,1.307650
    2542530938,D,EUR/USD,2013-01-06 17:00:28.233000000,1.307490,1.307660


    If this data doesnt work, is there any other free tick-data that reaches back at least 3 years?
    Attached Files

    Leave a comment:


  • NinjaTrader_ChelseaB
    replied
    Hi thowefx,

    May I have a very small sample of the data? (Make sure it has the same file name as the file you imported as the file name is extremely important)

    Also, below is a link to the help guide on importing historical data.
    http://www.ninjatrader.com/support/h.../importing.htm

    Leave a comment:

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