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ASCII End of Day data

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    ASCII End of Day data

    Hello,

    My data provider(which is CSI data) uses some additional signs and letters for file names exported from UA CSI software program to my hard drive.
    File names look like this
    Es_0_v0b.txt which is S&P mini contract. First line:

    19891201;614.00000000;619.25000000;614.00000000;61 7.50000000; 48896

    In Ninja Trader 8 64-bit I used 'TOOLS' then Historical Data Import. And NinjaTrader couldn't import any data.

    But when I manually changed the file name to ES.txt it imported all data without any problems.
    Unfortunately I can't change all file names manually every day.
    Is there any other way to import data with names like Es_0_v0b.txt from my HD to display them on charts in Ninja Trader?

    I also tried to use MetaStock data with NJ 8 32-bit. But when I clicked on 'Master' file NJ didn't import any data from files in that folder.

    Thanks,
    Karel

    #2
    Hello,

    Thank you for your post.

    Glad to assist. Each external data file must match our formatting guidelines to be successfully imported in NinjaTrader. There is not an additional method outside of import via the Tools > Import > Historical Data steps at this time.

    Metastock data is able to be imported, but must also meet formatting requirements. See below for more on Import Formats for importing .

    https://ninjatrader.com/support/help...gImportOptions


    Let us know if we may assist further.
    Eric B.NinjaTrader Customer Service

    Comment


      #3

      When I imported AD_B.txt from my CSI database, NinjaTrader imported it without any problems.
      But when I tried with C2_B.txt - Corn data it shows this - 'Instrument is not supported by repository'.
      I created a new instrument in 'Instruments' with exactly the same name C2_B.txt but it didn't solve the problem.

      But for AD_B.txt NJ automaticaly created a new market (as Stock) and imported data.
      How can I solve problem with C2_B.txt and others?

      Thanks,
      Karel

      Comment


        #4
        krzysd2,

        Thanks for posting.

        On further review, I'm finding this is actually expected. Numbers are not allowed to be part of the file name when importing this data.

        Do you see the same if you add a new custom symbol without a number in the "Master Instrument" field, change the file name, and re-import?
        Last edited by NinjaTrader_DrewO; 04-16-2019, 11:03 AM.
        Drew O.NinjaTrader Customer Service

        Comment


          #5
          Drew,

          I've already sent all requested files.

          Thank you for all your help,
          Karel

          Comment


            #6
            Drew,


            Please, look here

            https://ninjatrader.com/support/help...nstruments.htm




            Under
            Adding an Instrument



            there is a note:

            'The Master instrument field can only contain letters, digits, and underscores'

            It seems that numbers are allowed.


            If numbers are not allowed so it's impossible to import futures data series, like CL_19M for June contract 2019.





            Thanks,

            Karel




            Comment


              #7
              Karel,

              As mentioned in our email, this is a restriction of imported files. This information was brought to my attention by our Development team. This is why you did not receive an error when you created the custom instrument, and did see the error when importing.

              Keep in mind that the Master Instrument field is how the symbol will be seen in the platform, not necessarily how the data will be requested from the data provider or how Futures expiration dates will be noted. Custom Futures instruments would need each of their expiries updated manually, since they wont receive updates with the database like native Futures in the platform. This is found at the bottom of the Instrument settings window, found under Tools -> Instruments -> select the instrument -> edit. More information at the below link:

              https://ninjatrader.com/support/help...nstruments.htm

              Drew O.NinjaTrader Customer Service

              Comment


                #8
                Drew,

                I attached a screenshot from UnfairAdvantage software program from one of the best known data provider - CSI data.
                As you can see on attached example with Gold market, they use symbols like GC1, GC2 for most liquid gold back adjusted data.
                I can change file names in different ways to remove numbers but I cannot change symbols, like GC2, DX2, CL2 etc of the most liquid futures contracts.
                I also cannot change them manually because I have almost 70 symbols in my database and next day I would still have old symbols with updated data.

                Thanks again for your help,
                Karel

                Comment


                  #9
                  Karel,

                  This would be a third party application, so would not be something that could necessarily be considered as an indication of how NinjaTrader should function. There is not a way to force the platform to allow numbers in the imported files. Also, the "Master Instrument" setting cannot be changed once a custom instrument is created, so a new custom instrument may need to be created for this process if data must be imported.

                  More information on adding new instruments at the below link:

                  https://ninjatrader.com/support/help...e_database.htm
                  Drew O.NinjaTrader Customer Service

                  Comment

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