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importing tick data

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    importing tick data

    Hello.

    I've just bought data on several instruments ( NQ / SI and more )
    The data is tick data, no ask and no bid, just volume ( example attached )

    They have send this in one text file; 1983-2015!

    Can i import it like this, as one file.
    I remember ( and looking now at the helpfile ) that for example the ES , needs to be per quarter ( ES 12-09.Last.txt )

    Can you sine some light on this issue please?

    Regards,

    Rob
    Attached Files

    #2
    Hello Rob,

    Thanks for your reply.

    You can import this using a continuous contract. For example you would name the NQ file to NQ ##-##.Last.txt
    You then can access this in NinjaTrader with the NQ ##-## symbol
    It is possible however that your computer may not be able to handle the size of the file for import as it may take up too much memory. If this is the case you would need to split the file into multiple smaller files and import one at a time.
    BrandonNinjaTrader Customer Service

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      #3
      Hi Brandon,

      thanks for this. Understood.
      Do i need to delete/remove the top line from every file; yyyymmdd .... ( see previous attachement )?

      Regards,

      Rob

      Comment


        #4
        Hello Rob,

        Thanks for your reply.

        That is correct, the top line would need to be removed for it to be properly formatted for NinjaTrader to import.
        BrandonNinjaTrader Customer Service

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