data format is incorrect. how to fix?

[ttodua]

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[NinjaTrader_Jason]

Hello ttodua,

Can you please tell me for what instrument you exported this data.

Do you see the same data for this instrument at Control Center-->Tools-->Historical Data-->Edit-tab?

[ttodua]

Thanks for attention. My questions for now
1) I see that the VOLUME in the data is in ticks when exporting. for example, when you export BTC (and i.e. there was 2 BTC equal volume), then instead of "2" the volume seems to be 200000000 :

20210401;58123.12345; 200000000


however, let's say we want to import other symbol. When we want to import another symbol, what should we input in volume or how to tell NT , what precision should use ?
for example, how to tell to NT that I want the volume to be "26.83" contracts and precision should be 4?
putting:
20210415; 123.456; 2683000

does not seem correct, as NT would not know what is my precision for that data and the volume

(also, make that correction to add into NT help docs)

2) why this data (attached sample) after import, the price is 0 (on chart and in Historical Data page too)?


3) how can I set in NT, that any imported data's decimal precision was defaulted at 0.xxxxxx ? instead of 0.00 which seems to be set automatically as default?

[NinjaTrader_Manfred]

Hello ttodua,

The imported precision is always based on the instrument settings, and would not be in the text file itself.

E.g. if I import the following line into the BCHBTC instrument (tick size of 0.00001):

20210407 010000 0000000;0.00000172;6000000

It would appear as a 0-price, as this is smaller than the tick size in the instrument:



If I change the tick size of this instrument to 0.00000001 and reimport, however:



For the volume; The easiest way would be to use a period directly in the import file.

Taking the 26.83 volume as an example, using the following line:

20210407 010000 0000000;0.00000172;26.83

Would result in this being imported:



Please let me know, should you have any further questions in this regard!

[ttodua]

Thanks for reply. however, you didnt paid an attention to the issues. Have you read 2) and 3) parts of my post?
So, there is issue with 2). I cant import the file which has prices around i.e. 0.0000031 or whatever. They are imported as 0. period. this is bug of NT and should be fixed. please dont offer me workarounds (i know, i have to pre-enter settings somwehere digg it, set there symbol and set the precision manually and then try to import and etc etc etc.. ) Please do a simple thing. during import, determine the minimal precision automatically. why you are suffering us.

and issue with 3) part of port, which might be fixed with 2)nd matter.
so, send this report to dev.team.

[NinjaTrader_Manfred]

Hello ttodua,

Thank you very much for your reply.

Imported historical data from a text file would not be able to automatically modify instrument values. These values are preset and would have to be modified through the instrument manager directly.

Furthermore, changing these values from the exchange's default for this instrument can cause significant issues, such as ticks not being reported correctly, and is not advised.

In general, modifying a tick value should only be necessary if a custom instrument is created that does not yet exist, or if an instrument's tick size actually changes, which occurs very rarely.

Otherwise, the instrument needs to have the same tick size as the exchange expects.

Last but not least, it's important to understand that an instrument cannot experience a tick that is smaller than the minimum tick size. E.g. the ES 06-21, with a tick size of 0.25 (4 ticks per point) would never be able to experience a tick at a value #.1 or #.2.

If you import historical data that includes these impossible values, it would be rounded to the next valid tick (e.g. #.0 or #.25). This behavior is intentional and not an error of the platform.

I hope this explains further why the platform would not modify tick-size values solely based on imported historical data.

[ttodua]

In general, modifying a tick value should only be necessary if a custom instrument is created that does not yet exist, or if an instrument's tick size actually changes, which occurs very rarely.

Yes, that's what I have been explaining. You said it right. If it exists in NT databases/recognized exchanges, it should not changed. But I primarily (easy to understand probably) that when I import symbols (that doesnt exist in NT) there happens problems. So, would be nice, that after IMPORTING, if NT SEES that in database this symbol is not recognized and is new, it should ask (popup dialog or whatever) to choose the desired TICKSIZE and somethings (like TradeStation does, when importing the unrecognized symbol).
So, that will simplify the process, and avoid problems. Do we all agree on this approach, as everyone will be happy with this?