Now that I'm trying to migrate things over to NinjaTrader, I can't figure out how to import my historical data! Pinnacle provides data in comma-delimited text files, formatted as:
YYYYMMDD,Open,High,Low,Close,Volume,OpenInterest
The file names are standard contract names; eg August 2008 Crude would be CL2008Q.csv.
It would be nice if NinjaTrader could "connect" to my data directory.
When I try to import a file, the log file says "Instrument is not supported by repository." And when I go to the Instrument Manager, it doesn't have "Future" available in the type drop-down! Just stock and index. What's going on?
I can't believe there isn't some way to import basic standard-format comma-delimited data. Am I missing something?
Is there a step-by-step tutorial somewhere that goes through importing futures contract data from a comma-delimited text file?
-Alex
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