Using Ninjascript to import data

[grahamwillsher]

Hi,

In some pre relase documentation there was the following statement:

' Import routines are now implemented as NinjaScript objects thus, developers can develop their own custom data import routines'

I have looked through the online help files but can't find anything that looks as if it is going to do this.

Please could you let me know where I need to look to find this.

TIA,

Graham.

[NinjaTrader_JoshP]

Graham,

This is currently not documented. What it means though is that you can use the import tool to bring in things like workspaces, templates, etc. To do so all you need to do is open up your zip file from an export and add in a workspace folder or a templates folder containing the files you wish the import to install as well.

[grahamwillsher]

Josh,

Thanks for the reply.

I was wondering if there was a way to write data import routines, rather than importing templates, specifically importing data directly from Metastock (since I can access the metastock database directly), and metastock is now a 'supported' import.

Regards,

Graham.

[NinjaTrader_JoshP]

Graham,

Unfortunately we do not support writing import routines, but to use MetaStock data for import all you have to do is go to Tools>Historical Data Manager>Import tab and select MetaStock as your input data format.

[grahamwillsher]

Josh,

Sorry about that, I had looked at the online help and it seemed as if the files had to be in .txt format.

I have just started playing around with the importer and it seems to be doing what it is supposed to.

I'll let you know how I get on.

Regards,

Graham.

[grahamwillsher]

Josh,

I have now had a bit more chance to play with the importing of Metastock data, and have the following comments.

It has taken about 15 minutes to import some of my files (I can send you copies of these if necessary so that you can replicate)

Also I sometimes get the following error message, and am not sure what it really means.

30/04/2010 21:13:58 Default Unable to import data for MetaStock symbol 'LCP_u.TO': Instrument is not supported by repository.

The reason that I use the metastock data importer is because I have a lot of data supplied by Reuters in the Metastock format, do you know if there is an easy way to update this data within NT7 on a daily basis, rather than having to import all the data on a daily basis?

Thanks for your help with this matter.

Regards,

Graham.

[NinjaTrader_JoshP]

Graham,

When importing MetaStock data it needs to do many conversions and recreations of files and such so it can take some time.

Can you please provide your file for LCP_u.TO?

Unfortunately there is no way to bring the data into NT without importing it.

[grahamwillsher]

Josh,

That error was one of many, do you want the log file that goes with that?

Do you want a copy of all the files or just the one file?

Graham.

[NinjaTrader_JoshP]

Graham,

If you can reproduce with just one file then that single file would suffice. Thank you.

[grahamwillsher]

Josh,

File attached, it should be a .dat file not .doc, but had to change it to get it to upload it.

After all is said and done the importing of Metastock data is really only meant to be used for a one time import, and there isn't a way to be able to import Reuters data into NT?

This is a shame as Reuters offer a fantastic coverage of markets at reasonable prices.

Graham.

[NinjaTrader_JoshP]

Graham,

Do you have the MASTER file as well? Unfortunately the format supported is MetaStock.

[grahamwillsher]

Josh,

Copies of Master and emaster files. You will need to remove the .doc extensions.

Graham.

[NinjaTrader_Brett]

Just tested this and recieved the same error on my side. Passing these files to development to see what the next step will be.

Thank you for your patience.

[NinjaTrader_Christian]

Hi grahamwillsher !

In order to import MetaStock data, NinjaTrader needs to have an instrument for that data. The on the fly creation of a instrument with name 'LCP_u.TO' is not supported.

If you create an instrument, e.g.:
- File -> New -> Utilities -> Import Stock Symbol List
- type 'LCP_u.TO' and press return
- repeat import
--> import will work

Kind regards,
Christian