Custom importer

[Matts]

Hi, I'd like to create a custom add on importer using Metastock data. The idea is that will only import symbols in a selected instrument list and ignore all others. The importer should iterate through all subfolders of a selected folder to import the data. Also I'd like to switch off all warnings regarding illegal values for the import, but if the entire file failed to import then keep the warning enabled. I had a look at the custom importer files, but as I'm just using Metastock data which is an existing import type, I thought there might be an easier way than creating an importer from scratch. Also if the data already exists for a date in NT then the importer shouldn't overwrite it, but just import the latest available data that doesn't already exist. Any guidance would be greatly appreciated, thanks.

[NinjaTrader_Jesse]

Hello Matts,

Thank you for the question.

The easiest path for this concept would be to just duplicate one of the existing importers so you don't have to start from scratch but there is no source code for the metastock importer so this would be something you would have to create yourself from that point. Because you want to do something that is different than the default importers, really the best solution will be to create a custom import type for that purpose however metastock data is not a simple format which would be easy to read. The internal reader uses the metastock metalib api to do this and this also requires the use of 32 bit NinjaTrader.

The way you want to import the data would also be a problem as the import process has no means to check if existing data is already present. You would just overwrite the data where the overlap occurs. If the data is the same this shouldn't matter to overwrite it, but if the data is somehow changed or different you would need to rethink the import process logic.

I don't believe I can provide much guidance here as the target data format is not something which can be read in a simple way for me to make suggestions.

[Matts]

Thanks Jesse, I installed the Metalib API, and was able to compile an example with it. I'll have a go at working with some examples from the PDF.