Import data from Yahoo! Finance

[aks19]

Hello!

I am recently installed NinjaTrader to make technical analysis of russian symbols: RTSI(index RTS) and RTSVX(volatility index).
But I sttrugled with issues concerning data import.

I tried the following:
1. CQG demo. But I have not found russian symbols in demo version.
2. eSignal. It requires money, but now I have near zero returns from trading and don't want to have any additional costs.
3. In Russia one of the most usable terminals is Quik(http://www.quik.ru/). It has data translation feature to AmiBroker, Omega TS, MetaStock and WealthLab, but NT has no feature to import data from sources of this kind and I haven't found any free bridge.
4. I looked at Yahoo! Finance and found symbols I need: RTS.RS(index RTS) и RTSVX.RS(volatility index). I successfully made connection to Yahoo, but I couldn't import data for symbols I need.

Please, advice me how can I solve my issue.

[NinjaTrader_RyanL]

Hello aks19,


Thank you for your forum post and welcome to the NinjaTrader Support Forums.


1.) You will be able to receive the following Index data on a CQG connection:

• http://www.ninjatrader.com/NinjaTrad...ported-Indexes

2.) You can most likely receive data for this Index on eSignal although you will need to subscribe to the appropriate services from eSignal. See the following Support Forum post for more information on how to setup the symbol map for eSignal in NinjaTrader:

• http://www.ninjatrader.com/support/f...ad.php?t=58071

3.) I am unfamiliar with Quik. If you can export the data you receive from Quik, you may be able to export it in a format that NinjaTrader can use to import the data:

• http://www.ninjatrader.com/support/h...?importing.htm

4.) I have tested two symbol maps in NinjaTrader while connected to Yahoo for RTS.RS and RTSVX.RS and was able to get the data that Yahoo Finance is reporting. I have attached two images showing the settings for the symbol mappings.


Please follow the instructions below to add an instrument in the Instrument Manager.

• From the NinjaTrader Control Center window select the menu Tools > Instrument Manager
• Press the "New" button
• *Enter in instrument specific information and select the appropriate exchange (add Default exchange for equities in addition to the actual exchange)
• Fill in any relevant information under the "Misc" tab such as symbol mapping for your target connectivity provider
• Press the "OK" button

[aks19]

NinjaTrader_RyanL, thank you!

Just one another question.
I made setting for RTS.RS as you pointed out. But when I try to build daily chart I get the following error(please, look at screenshot below). What can be wrong?

[NinjaTrader_Brandon]

Hello aks19,

Thanks for your reply.

I have verified I receive the same message on my end. This is because Yahoo does not send the most recent data for this instrument to NinjaTrader. I stops at the start of this month.