View Full Version : Conversion of minute charts to daily
linwj
07-24-2007, 01:55 AM
i have been recording minute ym data for a couple of months but when i try to load daily data , the chart shows up blank.
any idea how to convert the minute data to daily data ?
NinjaTrader_Dierk
07-24-2007, 02:08 AM
Sorry, this is not supported by NT. You would need to do that by an external program:
- export your minute data from NT
- convert to daily data by a custom program
- import daily data into NT
Note: There are (NT supported) providers out there providing free daily data like OpenTick, YAHOO
J_o_s
11-12-2008, 05:20 AM
I also would like to see such a feature. Perhaps an idea for a future update? ;)
Regards,
Jos
NinjaTrader_Vincent
11-12-2008, 06:26 AM
Hi,
We will add your request to the list of future considerations for the software.
Elliott Wave
11-12-2008, 07:22 AM
I understand day and intraday data is usually considered two separate things, but I'm wondering if the data in minute bars is interchangeable?
I.e. if he wanted to convert 1 minute bars to 5 minute is that supported?
I'm guessing no, but if it is possible then they could be changed to 1440 minute bars instead of daily...
J_o_s
11-12-2008, 07:56 AM
I understand day and intraday data is usually considered two separate things, but I'm wondering if the data in minute bars is interchangeable?
I.e. if he wanted to convert 1 minute bars to 5 minute is that supported?
I'm guessing no, but if it is possible then they could be changed to 1440 minute bars instead of daily...
As far as I understand it: in charting and backtesting this is possible (i.e. from 1 minute to 5 minute bar), but in exporting this is not possible (export format is 1minute, day and tick). You're right with your point that a day (1440 min bars) then also should be a possibility, well, perhaps this gives a memory problem in converting this?
NinjaTrader_Dierk
11-12-2008, 08:11 AM
Here is some clarification:
- NT internally only manages 1 tick, 1 minute, and 1 day data
- all other chart/bars series are built from these base types
Thus:
- there is no need to e.g. import 5 min data. 1 min data is sufficient
- NT only support export/import for the base types
- NT6.5 supports conversion from imported 1 tick data to 1 min data
- NT6.5 does not support conversion of imported 1 tick and 1 min data to 1 day data. We have it on our list though.