Importing historical data problems

[J_o_s]

Resolved
-----------------------------------------------

Hello everybody,

How do I import historical data in NinjaTrader? Until now I've spend some 4 hours to import a half year worth of data, but it just doesn't work.

Here's what I've done so far:
- Manually converted the historical data to NinjaTrader format. My file looks now like this:

20060102 090100;3602.00;3603.00;3597.00;3599.00;5699
20060102 090200;3600.00;3601.00;3598.00;3599.00;894
20060102 090300;3599.00;3602.00;3598.00;3600.00;883
20060102 090400;3599.00;3599.00;3597.00;3597.00;726
20060102 090500;3597.00;3598.00;3596.00;3598.00;1085
20060102 090600;3598.00;3599.00;3597.00;3598.00;963
20060102 090700;3597.00;3599.00;3597.00;3598.00;1082
20060102 090800;3599.00;3599.00;3597.00;3599.00;350

- Created a new 'master instrument' in the 'instrument manager'.
- Tried to import the file with the historical data: failed. Tried giving it different names, and tried to make different 'master instruments' -> didn't help.

My latest errors:

 
Unable to import file 'C:\Users\Jos\Documents\NinjaTrader 6.5\db\import\$HFESX.txt'. Instrument is not supported by repository.
Unable to import file 'C:\Users\Jos\Documents\NinjaTrader 6.5\db\import\HFESX 6-06.txt'. Instrument is not supported by repository.
Unable to import file 'C:\Users\Jos\Documents\NinjaTrader 6.5\db\import\HFESX 06-06.txt'. Instrument is not supported by repository.
FESX 06-06: Time stamp line 65537 is smaller/equal than timestamp of previous line
FESX: Time stamp line 65537 is smaller/equal than timestamp of previous line
Unable to import file 'C:\Users\Jos\Documents\NinjaTrader 6.5\db\import\FESX_H1_06.txt'. Instrument is not supported by repository.
Unable to import file 'C:\Users\Jos\Documents\NinjaTrader 6.5\db\import\FESX H1-06.txt'. Instrument is not supported by repository.
Unable to import file 'C:\Users\Jos\Documents\NinjaTrader 6.5\db\import\FESX_H1_06.txt'. Instrument is not supported by repository.
IB: Primary connection=Disconnected, Price feed=Disconnected
Unable to import file 'C:\Users\Jos\Documents\NinjaTrader 6.5\db\import\$FESX.txt'. Instrument is not supported by repository.
FESX: Time stamp line 65537 is smaller/equal than timestamp of previous line
Unable to import file 'C:\Users\Jos\Documents\NinjaTrader 6.5\db\import\FESXJan2~May31.txt'. Instrument is not supported by repository.
Unable to import file 'C:\Users\Jos\Documents\NinjaTrader 6.5\db\import\FESX 06-6.txt'. Instrument is not supported by repository.
Unable to import file 'C:\Users\Jos\Documents\NinjaTrader 6.5\db\import\FESX 6-06.txt'. Instrument is not supported by repository.
Unable to import file 'C:\# Koersdata\FESX 06-06.txt'. Instrument is not supported by repository.
Unable to import file 'C:\# Koersdata\FESX 06-06.txt'. Instrument is not supported by repository.
Unable to import file 'C:\# Koersdata\FESX 06-06.txt'. Instrument is not supported by repository.
Unable to import file 'C:\# Koersdata\FESX_H1_06.txt'. Instrument is not supported by repository.

( Regarding the message that there is sometime wrong with 'time stamp line 65537', I've corrected that, but still it doesn't work. )

I've tried to name a 'master instrument' "FESX_H1_06" with the file names of the .txt files, that didn't work. I've also tried to name another 'master instrument' "HFESX", and the accordingly file names, also didn't work.

If I call the file name with the historical data "FESX.txt" it does get imported, however if I then bring up a new chart, manually enter the start and end dates of the data import, I get a completely blank chart.

So either way it doesn't work.

I even tried to import the data with the PC clock turned back to 2006, this didn't help.

I also searched in the forum, and looked at this page, http://www.ninjatrader-support.com/H...de.html?Import , however, I couldn't find any suggestion on how to proceed.

Does anyone have any suggestion?

Regards,

Jos

[NinjaTrader_Ben]

Hello,

As for the file name:

File Name
The name of the file must be the instrument name within NinjaTrader. For example:


MSFT.txt for Microsoft
ES 12-06.txt for the S&P Emini December contract


If that all checks out, please provide screen shots of: tools>Instrument Manager>Edit>Misc tab and Definitions tab of the instrument.

[J_o_s]

Hello,

As for the file name:

File Name
The name of the file must be the instrument name within NinjaTrader. For example:


MSFT.txt for Microsoft
ES 12-06.txt for the S&P Emini December contract


If that all checks out, please provide screen shots of: tools>Instrument Manager>Edit>Misc tab and Definitions tab of the instrument.

Hi Ben,

Thanks for your quick response.

Attached are the images for this newly created instrument (ESTX).

If I name the historical data "ESTX 06-06.txt" (i.e. the june contract of 2006) or "ESTX 05-06.txt" (may contract), the import fails and I get a an error message with that the instrument is not supported by the repository. However, if I name the file "ESTX.txt" the importing works, but then I get a blank chart.

I have also uploaded the historical data in case this can help: http://www.beleggenweblogs.nl/temp/ESTX.txt (+/- 4mb).

Regards,

Jos

[trader65]

Hi Jos,
are you trying to import the eurostoxx 50 future from eurex?
if so it's already in the instrument manager.....look FESX

kon

[J_o_s]

Hi Jos,
are you trying to import the eurostoxx 50 future from eurex?
if so it's already in the instrument manager.....look FESX

kon

Hi Trader65,

Thanks for your comment. Yes, you're right with the FESX instrument. However, I've would like to keep the historical data and the data collected through Interactive Brokers seperated, because both are from a different source. Of course, if there's not other way I would happely take any solution.

However, I tried your suggestion to rename the file "FESX 06-06.txt" and this did get imported. Strangely enough this didn't end up in the FESX future instrument, but in a FESX stock instrument. (I tried to change the PC clock, so that I could select the older contracts from the FESX, but these were still blank). I guess this would also happen if I had a "ESTX stock" instrument, so it doesn't really change much.

The "FESX ##-##" option also didn't gave me a chart or a possibility to backtest. In theory I could backtest on the "FESX stock", however, that would be points only (i.e. no allowance for testing of money management strategies) and commission could also not be factored in (i.e. no ticksize/point value to relate to) .

What am I doing wrong?

Regards,

Jos

[J_o_s]

Resolved - Thanks everybody for the tips/guidance.

How I fixed the problem:
I've further searched the forum, and I found this quote:

(...)
-> change file name to "EX_CC_NA ##-##.txt", since futures always come with an expiry
(...)

So instead of naming the file "ESTX.txt" I named it "ESTX ##-##.txt". This import did work, and perhaps because ##-## was missing, NinjaTrader did create a "stock instrument" instead of a continuous future contract.

However, even though the format "ESTX ##-##.txt" did get imported, I still got blank charts when I selected the instrument "ESTX ##-##".

But I also found this section in a forum topic:

Please make sure you have "SPI ##-##" e.g. in your default instrument list.

I did add the "ESTX ##-##" to my instrument list, however, I put it in a category which I named "Historical data" (besides Dow, Nasdaq, Default, etc.).
So I added "ESTX ##-##" to the 'Default instrument list', then I imported the data (in "ESTX ##-##.txt" format) again, and then it did work! (i.e. no more blank charts etc).

Kind of wierd that the import only succeeds (in my case) when the instrument was in the 'Default instrument list', but I hope this topic can save someone al lot of frustration and time.

Regards,

Jos