Strategy Analyzer vs quotes from Tick Data,LLC. For Stocks. Is it possible?

[sergey_z]

Hello
I need test my strategy in Analyzer with quotes from Tick Data, LLC for Stocks (shares like Microsoft, Apple etc). In Manual for Ninja I don`t see instruction how I can import quotes for Stocks, only for Futures. And Main question is What kind of fields I need to export from TickData software for success import in Ninja? Do I need DateTime+LastPrice+Ask+BidPrice+Volume or what fields?
Can you explain me?
Thanks a lot

[NinjaTrader_Jesse]

Hello sergey_z,

You can find an examples of both the file name and format for a stock/any type instrument in the following help guide page:

https://ninjatrader.com/support/helpGuides/nt8/en-us/index.html?importing.htm#UnderstandingImportFileAndDataFormats

The general filename format is

instrument name . data type . txt
MSFT.Last.txt

The format of the data depends on what kind of data you wanted to import. For standard tick data that is:

yyyyMMdd HHmmss;price;volume

If you have milisecond granularity you can also use:

yyyyMMdd HHmmss fffffff;price;volume

Additionally if supported there are other formats such as TickReplay if ask/bid stamps at the time of the last are available.

yyyyMMdd HHmmss fffffff;last price; bid price; ask price;volume

I look forward to being of further assistance.

[sergey_z]

Thanks for prompt answer!
For Analyzer and ticks can I use format like :
yyyyMMdd HHmmss fffffff;price;volume
Do I need create 1st line with header?

[NinjaTrader_Jesse]

Hello sergey_z,

"For the strategy analyzer" will not matter as part of the question, if you want to use Tick Data you need to use a tick data format. The analyzer can use all types of historical data so the question does not involve the analyzer at all, if you want to import data you need to be specific on the format of that data.

You can import tick, minute or daily data. For tick data you can use any of the three formats I provided, whichever you can export or format the existing data as.

The headers are not needed, just rows of data.

If you are in doubt, you can also export some existing data from NT and then look at the contents of the file.

I look forward to being of further assistance.

[sergey_z]

So, for quotes with milliseconds I have to use This format ?

 
 yyyyMMdd HHmmss fffffff;price;volume

So many "f" ? I see in Ninja that time have only 3 digits for milliseconds.

[NinjaTrader_Jesse]

Hello sergey_z,

This is so that you can import tick granularity to the ten millionth of a second, however some data providers may not offer that level of accuracy. You would need to form your sub second data into a value which has trailing 0's if it does not fill the entire amount of digits.

For example, looking at some exported data we can see this:
20190917 213716 5850000;220.72;220.65;220.72;300

would equate to:
Date Time Price Volume Status
9/17/2019 3:37:16.585 PM 220.72 300

The Historical data manager specifically shows only to the third digit which is also what would be exported when using the manager.


I look forward to being of further assistance.