View Full Version : historical futures data import
dnokes
07-27-2008, 09:23 PM
I have some FX futures data from tick data inc that I am trying to import but I have run into 2 problems. The first problem is that I cannot import data with no volume (i.e., settlement prices). The second problem is that the drop down list in the data import screen does not have expiry codes before 05-07.
Is there any way for me to import data before the 05-07 contract?
Is there any way for me to import data with zero volume?
Also, are there any plans for allowing the import of bid & offer data?
thanks,
Derek
NinjaTrader_Josh
07-27-2008, 10:00 PM
Please see this article for importing: http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?Import
dnokes
07-28-2008, 04:40 AM
I have followed the instructions on the referenced page but there is no mention of the ##-## expiry. What is this expiry code? Is an instrument defined as contract code plus expiry code (e.g. 6E 09-08) or just contract code? In the case of the latter, I have all of the appropriate instruments defined and the format of the file is correct.
thanks,
Derek
NinjaTrader_Jason
07-28-2008, 05:36 AM
The ##-## expiry code is used for continuous contracts. Your text file containing the historical data needs to have the same name as the instrument name in NinjaTrader. For example:
ES 09-08.txt --> ES 09-08
ES ##-##.txt --> ES ##-##
dnokes
07-28-2008, 05:44 AM
thank you for your patience. I had searched for ##-## on the forum and found nothing, but when I searched for continuous contract there was a wealth of information not in the NT Help Guide. I have been able to load the data into the ##-## ticker and I will write some code to build a cumulative tick index that I can update in real time with the front month contract. thanks again for your help.