Sudden problem to import tick data in NT8

[tickstory]

Hi Alf, We've send you a PM with a release candidate version which hopefully might address the issue (under the possibility that your version might be affected by some sort of localized issue). Please let us know if it helps, otherwise if you have some time, we will look into trying to get some more information from you so we can reproduce it.

Thanks.

[tickstory]

Hi Alf,

Just to let you know that the Ninjatrader 8 format has been updated as of the recently released v1.8.9.2. As per your feedback, this seems to work fine for NT8 and your odd issue with the "error" seems to have also been addressed (we think the latter might have been due to some sort of localized issue).

Thanks for your assistance and feedback!

[Diablo_DD]

Hi I have a similar problem with importing data to ninjatrader 8
When I click import the file, ninja returns 0 lines where imported

[tickstory]

Hi Diablo_DD,

Could you please check that there is actually data in the file you are trying to import and that the format looks as expected? You might want to also try editing the exported file so you only have say 10 lines of data. That way, you can narrow down the potential cause of the import failing.

Thanks.

[Diablo_DD]

Hi I've checked there about 3 milion lines in the file

[Diablo_DD]

Hi,
I've managed to solve the problem by renaming the file name to the template Ninja wants

When using the NinjaTrader format, the name of the text file to be imported must be the NinjaTrader instrument name followed by a period and "Last", "Bid", or "Ask" depending on the data type. For example:

MSFT.Last.txt for Microsoft stock last price data

ES 12-09.Bid.txt for the S&P E-mini December contract bid price data

EURUSD.Ask.txt for the Euro/U.S. dollar currency pair ask price data

But I only got a history tick data, is there a way to get the Tick replay format as Ninjatrader asks?

The format is:

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

Sample data: (Note: If you wanted to import in millisecond granularity data then each line must have the remaining "0"'s behind it to import correctly.)

20061107 000431 1000000;1383.00;1383.00;1383.25;1

20061107 000456 1000000;1383.25;1382.50;1382.25;25

20061107 000456 2000000;1383.25;1383.25;1383.50;36

20061107 000537 7000000;1383.25;1383.25;1383.50;14

[tickstory]

Hi Diablo,

Thanks for letting us know how you solved the issue. With the format you mention, this custom specification can be used in Tickstory:

Code: Select all

{Timestamp:yyyyMMdd HHmmss fffffff},{BidPrice},{BidPrice},{AskPrice},{BidVolume:f0}

Of note, the "fffffff" should format the milliseconds as NT expects. The "f0" on the bid volume will force it to be rounded to the nearest integer.

You can learn more about the custom specifications in our manual.

Please let us know how the import goes.

Thanks.