Sudden problem to import tick data in NT8

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Alf639
Posts: 10
Joined: Tue Dec 19, 2017 9:52 am

Sudden problem to import tick data in NT8

Post by Alf639 »

Hello,

In the last weeks, i've dowloaded tons of tick data in Ninjatrader 8 with Tickstory. Everything was perfect.

Suddenly, Ninjatrader send me an error message when i try to update its database with files generated by Tickstory.

I've found an old tick file that was working and opened it with Excel. On each line, i have : 20 130 101 230 003 1674.603 0 (20 130 101 230 003 is in 1 column, 1674.603 in another column, 0 in another column, so i have a total of 3 columns)

On a recent file (that does not work), opened with Excel, i have : 20180223 10:36:41 1.2033 1.3 (20180223 10:36:41 is in 1 column, each other number is in a separate colum)

The date and time format have changed and i do not know how to go back to the precedent format.

Thanks for help.

AF

Alf639
Posts: 10
Joined: Tue Dec 19, 2017 9:52 am

Re: Sudden problem to import tick data in NT8

Post by Alf639 »

Following my precedent message:

I've tried different things to solve my problem

Now i have date and time that are the same than in the csv file that was working with Ninjatrader 8, everything seems ok but i still have an error message from Ninjatrader 8!!! Below, a few lines of the csv file (as displayed with Windows notepad):

20180221 000000;1.23352;1.3
20180221 000000;1.23353;1.3
20180221 000000;1.23353;1.3
20180221 000001;1.23354;1.3
20180221 000001;1.23352;1.3
20180221 000002;1.23352;1.3
20180221 000002;1.23352;1.3

Data format :
{Timestamp:yyyyMMdd} {Timestamp:HHmmss};{BidPrice};{Volume}

I've tried to add fffffff after time to have exactly the format described in Ninjatrader8 support for tick Format with "Sub Second Granularity" but it does not work.

If it can help, the format from Ninjatrader support:
yyyyMMdd HHmmss fffffff;price;volume

AF

tickstory
Posts: 4965
Joined: Sun Jan 06, 2013 12:27 am

Re: Sudden problem to import tick data in NT8

Post by tickstory »

Hi Alf,

Without knowing the error, it's hard to know what is causing it.

According to the documentation (https://ninjatrader.com/support/helpGui ... ataFormats), you are correct - it should accept data in the format

yyyyMMdd HHmmss fffffff;price;volume

In Tickstory, this would be the format:

Code: Select all

{Timestamp:yyyyMMdd} {Timestamp:HHmmss fffffff};{BidPrice};{BidVolume}
If you are getting errors, you will need to find out which line is failing to import and why.

Hope this helps.

Alf639
Posts: 10
Joined: Tue Dec 19, 2017 9:52 am

Re: Sudden problem to import tick data in NT8

Post by Alf639 »

Hello,

Thanks for this answer.

According to Ninjatrader support, the problem comes from the volume that is not an integer.

Please, can you tell me how can i change this?

Regards.

AF

tickstory
Posts: 4965
Joined: Sun Jan 06, 2013 12:27 am

Re: Sudden problem to import tick data in NT8

Post by tickstory »

Hi Alf,

You can specify rounding to the nearest integer by using:

Code: Select all

{BidVolume:F0}
Note that this is already in the definition of the pre-defined "Ninjatrader Tick Format".

Hope this helps.
P. S. The previous post's code sample has been edited to correctly output {BidVolume} instead of {Volume}, the latter which only applies if you are outputting bar/candle data.

Alf639
Posts: 10
Joined: Tue Dec 19, 2017 9:52 am

Re: Sudden problem to import tick data in NT8

Post by Alf639 »

Hi,

It works!!

When i select tick for output calendar and predefined Ninja tick data format, i have an "invalid data format" message in the output example window (i hope i use the exact words because i have 'french' language selected.

Regards.

tickstory
Posts: 4965
Joined: Sun Jan 06, 2013 12:27 am

Re: Sudden problem to import tick data in NT8

Post by tickstory »

Hi Alf,

If you have selected "Tick" as your time-frame and "Ninjatrader Tick Format", then you should have no error. Don't confuse this with the "Ninjatrader Bar format" which is for bar/candle data (1-minute, 5 minute, etc).

Don't forget there is are sections in the manual which explains all the "Export to File" features in more detail (such as this: https://tickstory.com/help/tickstorylit ... le_exports).

Hope this helps.

Alf639
Posts: 10
Joined: Tue Dec 19, 2017 9:52 am

Re: Sudden problem to import tick data in NT8

Post by Alf639 »

Thanks for answer.

I join a screenshot that, in my opinion, confirms the problem with predefined format.

I have a solution with custom format so it's not very important for me.

Regards.

AF
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tickstory
Posts: 4965
Joined: Sun Jan 06, 2013 12:27 am

Re: Sudden problem to import tick data in NT8

Post by tickstory »

Appreciate the screenshot, Alf. A bit odd because we can't reproduce the same on our side. Can you please explain the exact sequence of keystrokes that you are using? Does it fix itself if you select a timeframe of say '1-minute' and then switch back to 'Tick' again?

Alf639
Posts: 10
Joined: Tue Dec 19, 2017 9:52 am

Re: Sudden problem to import tick data in NT8

Post by Alf639 »

Hello,

I do not do anything special (i select tick and, after, NinjaTrader tick format)! If I remember correctly, I always got this error message.

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