A couple of years ago, I had an exceptionally good day manually day trading. I've always wanted to replay that day over and over to understand why I was able to do so well. So I went about looking for a way to get the tick data for that day. I was able to download the tick data from TradeStation. I did this quite a while ago so the data is no longer available on TradeStation but I do have the .txt file saved to my computer. I wasn't sure exactly how to download the data so I downloaded multiple sets of data including but not limited to; 1 tick, 10 ticks, 25 ticks, 15 seconds, etc. However, I am having difficultly importing the data into NinjaTrader. Here are examples how the data in my .txt files are formatted:
1 Tick Format
"Date","Time","Open","High","Low","Close","Up" ,"Down"
02/27/2020,06:30:00,730.99,730.99,730.99,730.99,3,0
02/27/2020,06:30:00,730.87,730.87,730.87,730.87,0,107
02/27/2020,06:30:00,730.70,730.70,730.70,730.70,0,456
02/27/2020,06:30:00,730.70,730.70,730.70,730.70,0,237
10 Tick Format
"Date","Time","Open","High","Low","Close","Up" ,"Down"
02/27/2020,06:30:00,730.99,730.99,730.21,730.98,1130,140 0
02/27/2020,06:30:00,730.21,730.21,730.00,730.21,21,343
02/27/2020,06:30:01,730.19,731.49,730.00,730.20,189986,2 57
02/27/2020,06:30:01,730.01,730.18,730.00,730.00,700,454
25 Tick Format
"Date","Time","Open","High","Low","Close","Up" ,"Down"
02/27/2020,06:30:00,730.99,731.49,730.00,731.49,1451,174 6
02/27/2020,06:30:01,730.21,730.33,730.00,730.08,192886,1 238
02/27/2020,06:30:02,730.08,730.39,730.00,730.00,600,3707
02/27/2020,06:30:02,730.00,730.20,729.75,730.00,1000,345 1
I'm not sure what I need to select in the NinjaTrader Import dialog to get this to work. I keep received error "0 data records(s) successfully imported"
Thank you.
1 Tick Format
"Date","Time","Open","High","Low","Close","Up" ,"Down"
02/27/2020,06:30:00,730.99,730.99,730.99,730.99,3,0
02/27/2020,06:30:00,730.87,730.87,730.87,730.87,0,107
02/27/2020,06:30:00,730.70,730.70,730.70,730.70,0,456
02/27/2020,06:30:00,730.70,730.70,730.70,730.70,0,237
10 Tick Format
"Date","Time","Open","High","Low","Close","Up" ,"Down"
02/27/2020,06:30:00,730.99,730.99,730.21,730.98,1130,140 0
02/27/2020,06:30:00,730.21,730.21,730.00,730.21,21,343
02/27/2020,06:30:01,730.19,731.49,730.00,730.20,189986,2 57
02/27/2020,06:30:01,730.01,730.18,730.00,730.00,700,454
25 Tick Format
"Date","Time","Open","High","Low","Close","Up" ,"Down"
02/27/2020,06:30:00,730.99,731.49,730.00,731.49,1451,174 6
02/27/2020,06:30:01,730.21,730.33,730.00,730.08,192886,1 238
02/27/2020,06:30:02,730.08,730.39,730.00,730.00,600,3707
02/27/2020,06:30:02,730.00,730.20,729.75,730.00,1000,345 1
I'm not sure what I need to select in the NinjaTrader Import dialog to get this to work. I keep received error "0 data records(s) successfully imported"
Thank you.
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