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Import of historical data

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    Import of historical data

    Hi

    I'm trying to import historical prices for EURUSD, but when I've have imported the data, it only shows the price with 2 decimals instead of 5. The data is in a .csv file with the following tick format. Once imported into NT8 the price would not be 1,04167 but 1,04.

    20161216 000000;1,04167;1
    20161216 000000;1,04167;1
    20161216 000001;1,04167;2
    20161216 000003;1,04167;2
    20161216 000005;1,04167;2

    can you please help me with a solution?

    Best regards

    #2
    Hello The_Wiz,

    The prices use a comma (1,04167) instead of a period (1.04167). Can you please check if data is imported successful if prices are reported with periods instead of a comma.
    JasonNinjaTrader Customer Service

    Comment


      #3
      Its the same result. Still only 2 decimals. Would it help if I attached the .csv file?

      Comment


        #4
        Can you please go to Control Center-->Tools-->Instruments. Type EURUSD and double click it. Do you have a tick size of 0.00001 selected?

        In addition, go to Control Center-->Tools-->Historical Data-->Edit-tab. Double click EURUSD-->Last-->Tick and check if data is listed with 2 or 5 decimals.

        If the issue remains, please post part of the file you imported so I can test it on my end.
        JasonNinjaTrader Customer Service

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          #5
          Import of historical data

          Before I imported the data I created an instrument. But I can see that after I have imported the data, NT8 has also generated an instrument but a stock an not a forex. Might that be the problem and how do I solve that? I have attached pictures of my historical data, and the instrument and of course a sample of the data file itself.
          Attached Files

          Comment


            #6
            You do not have to create an instrument. The EURUSD is already present in NinjaTrader. If data is imported for a stock, it indicates the .csv file name is incorrect. Can you please name the file "EURUSD.Bid". If the file contains Ask data, please name the .csv file "EURUSD.Ask". Subsequently import again and check if data is imported for the EURUSD forex instrument.
            http://ninjatrader.com/support/helpG.../importing.htm


            File Name
            When using the NinjaTrader format, the name of the text file to be imported must be the NinjaTrader instrument name followed by a period and "Last", "Bid", or "Ask" depending on the data type. For example:

            MSFT.Last.txt for Microsoft stock last price data
            ES 12-09.Bid.txt for the S&P E-mini December contract bid price data
            EURUSD.Ask.txt for the Euro/U.S. dollar currency pair ask price data
            JasonNinjaTrader Customer Service

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              #7
              Hi

              I've rename the data to EURUSD from EURUSDA and now it works. I just thought I could create a new instrument so I didn't overwrite the original data.
              but thanks for your help

              Comment


                #8
                Hi, there is no info about the permitted symbols for instrument name in Help Center. But after several experiments I found out that it's possible to use "_" in the name of the imported instrument, but no "-" or "." or " " or numbers.



                It will be great if you add ability to use numbers, because it's so hard to name the intrument without numbers. I used it in the own imported data.

                Comment


                  #9
                  Hi Jason,

                  I have experienced the same problem and as far as I was able to figure out the following behaviour occurred: Whenever I setup a new Forex symbol, NT8 seems to setup the same symbol as a Stock (with 2 decimals, i.e. 0.01) in the background. If I set up EUUS as a Forex symbol then NT8 shows after a restart 2 new EUUS symbols: one times as Forex and one times as Stock.

                  The only way to get the import of 5 digit data done via the import wizard was to change the decimal settings for both symbols (Forex and Stock) to 0.00001.

                  Has someone experienced the same behaviour in NT8?

                  Comment


                    #10
                    This is occurring because you're attempting to create a forex instrument with an unsupported currency. When NinjaTrader's database doesn't recognize a currency, it treats it as an equity and creates a stock instrument as you've experienced.

                    While this is expected, the behavior isn't ideal. The Development Team is already aware of this behavior, but I'll be submitting your specific occurrence to them for review.
                    Patrick G.NinjaTrader Customer Service

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