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Possible to import historical FX tick data in the following format? (see thread)

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    Possible to import historical FX tick data in the following format? (see thread)

    Hey what's up NT forum people,

    I'm interested in doing backtests with NT8. But after having read the NT8 Historical Data Importing page, I'm not sure the format of my historical data is supported by the NT8 market replay feature.

    The lines in my data (a .csv file) are formatted like this:

    Timestamp Bid price Ask price Bid volume Ask volume

    20120204 03:54:49:879 2.5628 2.5535 0.103318001 0.105048111

    So as you can see, each tick line contains
    -sub-second granularity data goes to the third decimal place
    -bid price, ask price, bid volume and ask volume
    -colons between the hour, minute, second and sub-second data

    Questions:
    1. Can you tell me if this format is supported by the NT8 MARKET REPLAY feature?
    2. If not, what are the specific reasons isn't it compatible?
    3. And, would it be possible to make this format compatible if I made some changes in the formatting?

    4. If there's no chance making this format compatible in MARKET REPLAY, would it at least be possible to use it with the TICK REPLAY feature of NT8?
    5. If so, would I have to make some changes to my formatting in order to make it compatible?

    Thank you for your help

    #2
    Hello bippo,

    Thank you for your post,

    Market replay data is formatted differently than live data for import, manually importing data for use with market replay is not supported.

    You may be able to edit the data for use with tick repla, however, though it may be difficult. You'll need to create a generic value for HHmmss and the volume and rearrange to match the correct formatting, linked below.

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

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

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