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[HELP] Importing historical data

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    [HELP] Importing historical data

    hi. probably in the wrong forum here, but i didnt find one that fit.

    I just downloaded a bit of historical tick data. the format of it, is .csv but the format of the files in my tick folder are .ntd

    is there a way to make ninjatrader load the data?

    thanks for the help

    #2
    i finally found a thread on that topic. so i would need to use to data-manager

    but it seems it requires a specific format. can someone check if this would be correct?

    lTid,cDealable,CurrencyPair,RateDateTime,RateBid,R ateAsk
    3103175206,D,EUR/USD,2013-12-01 17:00:02.123000000,1.358680,1.358850 3103175246,D,EUR/USD,2013-12-01 17:00:09.687000000,1.358700,1.358870 3103175260,D,EUR/USD,2013-12-01 17:00:12.780000000,1.358680,1.358850 3103175383,D,EUR/USD,2013-12-01 17:00:29.280000000,1.358740,1.358910 3103175389,D,EUR/USD,2013-12-01 17:00:30.297000000,1.358690,1.358860 3103175512,D,EUR/USD,2013-12-01 17:00:50.920000000,1.358700,1.358870 3103175513,D,EUR/USD,2013-12-01 17:00:52.653000000,1.358680,1.358850 3103175517,D,EUR/USD,2013-12-01 17:00:56.093000000,1.358700,1.358870 3103175529,D,EUR/USD,2013-12-01 17:00:57.717000000,1.358680,1.358850 3103175541,D,EUR/USD,2013-12-01 17:01:00.547000000,1.358700,1.358870 3103175547,D,EUR/USD,2013-12-01 17:01:02.263000000,1.358680,1.358850 3103175580,D,EUR/USD,2013-12-01 17:01:08.467000000,1.358700,1.358870

    this is, how my files looks inside.
    in not really good in this kind of things
    Last edited by BigRo; 08-27-2015, 11:48 AM.

    Comment


      #3
      Hello BigRo,

      Thanks for your post.

      The format of the file is not correct and will not import as is.

      The tick format require is: yyyyMMdd HHmmss;price;volume

      There are other considerations as well and these are best explained by the helpguide.
      Please see: http://ninjatrader.com/support/helpG...?importing.htm
      Paul H.NinjaTrader Customer Service

      Comment


        #4
        will i be even able to reproduce the required format with the info i got from my files?

        i mean this(yyyyMMdd HHmmss is no problem ofc. but what would be the volume in my format and what price to use from the 2 i have?

        Comment


          #5
          Hello BigRo,

          Thanks for your reply.

          You can create and import two files, one for bid and one for ask data. As you do not have volume you could just place a value such as 100 in there and understanding that anything that references volume would be bogus, but to import you must have a value for volume.

          It appears that the first value in the file is the bid, followed by the ask.

          So one file to create will be $EURUSD.Bid.txt and the other will be $EURUSD.Ask.txt

          Each line of data will need to be like: 20131201 170002;1.358680;100
          Note that the date has no "-" and time is limited to 1 second resolution and that ";" is used to separate time, price and volume.
          Paul H.NinjaTrader Customer Service

          Comment

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