import of historical data

[majkie]

Hello,
I have downloaded historical data for commodities. For example corn consists of 200 txt files dated from early 50's, for every contract month. How is it possible to import such a history in one turn? And to play with it in easy way? I was just able to load just one contract month - importer stated ok, but I was not able to open the graph.

So is there any simple way how to load many graphs and store it for example for one group - CORN? And also to store it in ninja's DB not to import it again?

thank you for answer

Regards

Majkie

[NinjaTrader_Jessica]

You will have to import them one at a time or find a way to combine them in the correct format.

Here is the link on importing historical data:

http://www.ninjatrader-support.com/HelpGuideV6/Import.html

[majkie]

Thank you for answer,
but it does not seem to solve my problem.
Take an example:
I have one file with historical data of corn for contract march 1994.

1. I was trying to set this contract month as an instrument - using instrument manager. I found corn under ZC symbol, but was not able to set expiry date to historical one - window allows only actual open contracts. So I chose ##-##
2. I have created file according historical data format supported by ninja trader, and named the file 'ZC 03-94.txt'
3. when I was trying to import this file, error in logs occured:
'ZC 03-94.txt' not supported by repository
4. I have tried rename file to 'ZC ##-##.txt' and also imported such an instrument, with following log error:
'ZC ##-##.txt' illegal timestamp line 1

my questions:
1. what does ##-## means?
2. how to import on concrete contract month?

thank you for answer, manual to ninja trader is really not talking about such situations...

[NinjaTrader_JoshP]

I believe you would want to use the ##-## version you have already tried. According to your error message it would appear you can't import due to the formatting inside your file and not the file name itself. Please confirm your data is following this format:

yyyyMMdd HHmmss;open price;high price;low price;close price;volume

##-## is just what you would use for continuous contracts in NinjaTrader.
Normally you could import on contract available contract months, but as suggested in your earlier attempt 03-94 is not supported. You can see the available ones when you try to open a chart. The list only goes back to 07.

[majkie]

Hi Josh,
thank you for answer. I had a closer look and data was wrong on my site.
is there any reason why list of possible contract months goes back only to 07?
I would like to import history of contracts and this is really limiting...
thank you for answer.

Regards
Majkie

[NinjaTrader_Ray]

Goes back only to 07 by design, this is a current limitation.

[amilovan]

''Calendar Select'' for Instrument Manager

Ray writes: Goes back only to 07 by design, this is a current limitation.

I have noticed that in the instructional video (clicked on video when in the help-file on ''Add/Remove from a list'' (of Instrument Manager) ) the Expiry field opens up to show a calendar instead of a drop-down list. Presumably with this calendar option one could select any old month/year.
I assume this is an older version of Ninja that has this calendar select.

If one needed to import old contracts (for backtesting) as I do, could one conceivably downgrade to this older version of Ninja? What version was it anyway? And is this "Calendar Select" likely to be reimplemented in future versions of Ninja? (You see I would rather not downgrade, but then how can I backtest my systems using old contracts from TickData.Com ?).

Regards, Aleksandar.

[NinjaTrader_Jason]

Unfortunately, the older version displayed in the video is not available for download.

I will forward your inquiry to our development team and ask them if they can add this to the list of future considerations for the software.

Thank you for your feedback.

[majkie]

Hello,
This is exactly what I am looking for - import historical data from providers... it would be really help, if such functionality is present in future release.

Regards
Majkie