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Trouble Importing Historical Data from TradeStation

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    Trouble Importing Historical Data from TradeStation

    I am having trouble importing historical 1 minute data from TradeStation for 2 symbols: $VIX.X and @SP.P. In each case I get the following error message, "Unable to import file ......Instrument is not supported by respository."

    I have successfully imported other historical data sets from TradeStation, so the connection is working. I have tried editing the symbol map for the $VIX.X to match under "External", but this did not solve the problem. Please help.

    #2
    Hi PurseStrings,

    Thank you for your post.

    We do not support the @SP.P since it's a pit traded contract and we do not support pit traded contracts.

    As for the Volatility Index, please check if the symbol map for External is VIX. You can check this in the Instrument Manager. Highlight the VIX and then click Edit to open up the Instrument Editor. In the editor click on the Misc tab to check.



    Vince
    Vince B.NinjaTrader Customer Service

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      #3
      Vince,

      Thank you for your quick reply.

      It is a shame that Ninja does not support pit traded contracts since many contracts that now trade side by side electronically & pit have more history in the pit-only contract series from TradeStation. Is there a work-around for this?

      As for the VIX, yes External symbol map is set to "VIX", but still I get the same error message. Any other suggestions?

      Comment


        #4
        PurseStrings,

        Unfortunately we do not have a workaround for the Pit contract.

        As for the VIX, can you send the file to support at ninjatrader dot com and then refer to this post. One of my co-workers will try to import it tomorrow morning to see if he can get it up and running.


        Vince
        Vince B.NinjaTrader Customer Service

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          #5
          I sent an email with data attached per your request. Thank you.

          Comment


            #6
            Problem solved via email support. Renamed the data file ^VIX.txt and was able to import it successfully.

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