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Import Data / New Folders

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    Import Data / New Folders

    I purchased Tick data on the Nasdaq Futures (NQ) going back to inception.

    I believe there has to be a folder created for each contract period before I can import it.

    Can I go into the db / tick folder and just make new (empty) folders with the proper name? Example NQ 3-10 would be the correct name for march 2010 contract.

    When importing the data if I choose to create minute and daily bars from tick data will that automatically create folders for minute and day or do those also have to be manually created.

    I purchased the data from Portara and it came in text files formatted for ninja.

    Thank you

    Stefan

    #2
    The folder does not need to be created prior to import. The appropriate folder will automatically be created. The help guide link below goes into detail about the proper data formatting and file naming process needed to successfully import historical data:

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

    Patrick G.NinjaTrader Customer Service

    Comment


      #3
      How does ninja handle the data when creating a continuous contract if there are trades on the same day but on different expirations.

      I want to make sure I am not affecting strategy back testing results.

      If I do not create minute and day data when importing would it be created if I where to query it in the strategy analyzer?

      Any advice is appreciated

      Comment


        #4
        When you make a historical data request (like opening a chart or performing a backtest, NinjaTrader checks its local repository for data (and makes requests from a connected data provider to fill in gaps if possible) then shows you a chart/backtest result. "Continuous data" typically varies from data provider to data provider, but essentially you can think of this data as being merged together from chronological 'front months' in order to form that continuous data. The idea behind this is you're always looking at data from the contract that was the most highly traded at that time.

        For example, The ES 03-19 was the 'front month from Dec 18 2018 until March 7 2019 (according to NinjaTrader's internal rollover dates). Your source of continuous data may have different rollover dates.

        Minute and day data would not automatically be generated by the strategy analyzer from tick data.
        Patrick G.NinjaTrader Customer Service

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