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Can anyone help me import tick data from TickData? I'm getting errors.

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    Can anyone help me import tick data from TickData? I'm getting errors.

    Hello, all,

    I've received a sample day of tick data from TickData as I'm considering a purchase of historical tick data. The sample day is 14th of November 2008 for the YM contract. I want to import this data and chart it in Ninja for analysis. I'd like to be able to create tick based charts (volume, tick, range, etc.).

    However, I can't seem to be able to import this data.

    I'm sure it must be me messing up the settings somewhere. Any pointers? I'll just post the screenshots of the steps I've taken.

    On Interval I've tried both "Trades" and "Tick Based Bars" with setting granularity = 1.

    I use time zone UTC.

    After outputting this .txt file to my computer I reformat it it to YM 12-08.Last.txt.

    I assume it should be Last and not Bid/Ask?

    All this is done according to the guide from Ninja and the included Zip file:

    https://ninjatrader.com/support/help...?importing.htm

    In Ninja, I get either "0 data records successfully imported" or "Data import failed (paraphrased)".

    Any ideas?

    Thanks in advance for all help!




    #2
    Can you include the data sample from TickData for testing?

    Can you also include the file created for use with NinjaTrader that is resulting in the import messages about no records or failed import?
    Patrick G.NinjaTrader Customer Service

    Comment


      #3
      Hi,

      Thanks.

      Can I send you this through email?

      First of all the files are too large and I'm also not sure if it's appropriate to share it publicly with regards to TickData's policies.

      Best regards,

      Johnny

      Comment


        #4
        Patrick,

        I sent an email to NT support with your name in the heading.

        Thanks in advance.

        Johnny

        Comment

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