Data upload

[staycool3_a]

Hello,

Say I insert data from a text file using your supported method (historical data -> load -> import -> NT end of bar time stamp -> last -> generate day bars from imported tick or minute data).

What happens if each line item in my data is 1 hours? Does NT8 replace the data in between each line item by the previous ending value for 1 hours?

Example:

20080509 170000;42.65;42.65;42.65;42.65;0
20080509 180000;42.65;42.65;42.65;42.65;0

Above data is 1 hour bars. What data is being filled between two bars? For example, what data is NT using for 5:15pm? Ideally I’d want it to use the closing value for 170000 for each minute for 5pm until a new value is given for 180000.

[NinjaTrader_PatrickG]

'Hourly' data is not a base unit of data which can be imported. There are three base units of data that NinjaTrader will accept for import: Tick, Minute, and Day.

The format you've presented looks to be the minute format as defined here:

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

This means you would see a minute bar at 20080509 170000 and a minute bar at 20080509 180000. NinjaTrader does not fill in these gaps unless the data provider you connect to provides data for the instrument you've imported historical data for manually.

You would need to define each minute in between these hour markers if you wanted to see the granularity in between those hours. In NinjaTrader, you'll notice that there is no 'hour' bar type. There is only minute which you would configure for 60/120/240 etc. if you wanted to see hourly bars.

[staycool3_a]

'Hourly' data is not a base unit of data which can be imported. There are three base units of data that NinjaTrader will accept for import: Tick, Minute, and Day.

The format you've presented looks to be the minute format as defined here:

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

This means you would see a minute bar at 20080509 170000 and a minute bar at 20080509 180000. NinjaTrader does not fill in these gaps unless the data provider you connect to provides data for the instrument you've imported historical data for manually.

You would need to define each minute in between these hour markers if you wanted to see the granularity in between those hours. In NinjaTrader, you'll notice that there is no 'hour' bar type. There is only minute which you would configure for 60/120/240 etc. if you wanted to see hourly bars.

Unfortunately this data isn’t offered by any data provider so I uploaded it myself. To fill the gap between hour markers, I could use excel and use the starting value of hour marker for each minute within the hour. Problem with that is... if you have 10 years worth of data... you’d have to create a row for each minute and with a formula in each row as well.... it’s too much for excel to handle. In fact... excel doesn’t have enough rows to represent each minute for 10 years. Do you know if there are any tools that might be able to fill the gap?

[NinjaTrader_PatrickG]

I don't have enough information from you to make any recommendation, however, we may be able to locate you a data provider which has this historical data available.

Please write into PlatformSupport[AT]NinjaTrader[DOT]com and provide a brief description of the instrument(s) and dates you need. Please also include a link to this forum thread.