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Old 05-08-2007, 02:04 AM   #1
max1ci6
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Default Is there a way to modify manually NT database?

I'm asking because it happens often ,with throttled connection as Pats , the real highs or/and lows of the session are missed by few ticks in the chart of NT but are showed correctly in the superdom (whose feed isn't throttled).

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Massimo
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Old 05-08-2007, 04:13 AM   #2
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1) You never should manually modify the database. This could corrupt NT.
2) You could try reloading historical data from a provider like DTN, eSignal, OpenTick by Tools->Historical data->Reload
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Old 05-08-2007, 10:00 AM   #3
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Quote:
Originally Posted by NinjaTrader_Dierk View Post
1) You never should manually modify the database. This could corrupt NT.
2) You could try reloading historical data from a provider like DTN, eSignal, OpenTick by Tools->Historical data->Reload
I have never manually modified NT database , realoding historical data won't solve the problem because Pats don't send out all the data so the missing ticks won't appear .
The problem is that usually the missing ticks at the highs or lows for the day could form pivot points and the subsequent chart analysis could be affected negatively or the indicators , as pivot points , which use intraday session's HLC could be off few figures .

Rgds
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Old 05-08-2007, 10:11 AM   #4
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If you reload data from another provide as per Post #2, it will fill in the missing data. OpenTick is a free source of historical data.

This is the only option since NinjaTrader is limited by the data it receives (or does not receive) from Patsystems.
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Old 05-08-2007, 10:36 AM   #5
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Quote:
Originally Posted by NinjaTrader_Ray View Post
If you reload data from another provide as per Post #2, it will fill in the missing data. OpenTick is a free source of historical data.

This is the only option since NinjaTrader is limited by the data it receives (or does not receive) from Patsystems.
Unfortunately OpenTick doesn't support european markets, any chance to have in a future bild of NT the possibility to correct the bar(s) with the missing ticks?
I mean in Tradestation i was able to right-click (on the faulted bar) and add a tick if the daily High or low was missing ...... I could do the same in NT by exporting the tick data , adding the missing tick (in Excel for instance) and then reimporting the data in NT ... but it's a time-consuming procedure.

Rgds.

Massimo
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Old 05-08-2007, 10:46 AM   #6
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I see the limitation with OpenTick and the exchanges they support. The only solution I see is subscribing to one of our data vendors which offers historical data.
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Old 05-09-2007, 06:57 PM   #7
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I'd also like to be able to edit the price/vol data for a security.
This is a basic requirement that all my other charting programs provide.
Some , such as quotetracker make it very easy to delete bad ticks.
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Old 05-09-2007, 07:01 PM   #8
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Welcome back Zoltran,

This is something on our list. Maybe you can provide some insight.

Let's say you edit a bad tick from a prior day, then the following day, data is reloaded for the day that held the bad tick. What happens in QT? Is the bad tick overriden?
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Old 05-10-2007, 07:14 AM   #9
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Hi Ray!

Yes, most programs I've used will over-write the edited or deleted data record when you reload historical data.

However, they don't reload the whole day like NT does. They usually just start writing new data without a backfill or only backfill from the last timestamp of the last record. You can right click and request a backfill from the chart itself.

I've also seen where a program somehow flags the record as changed and doesn't over-write it on a reload. Sorry .. don't remember what program that was. But it was a nice feature.

Re Editing data

Sierra, Amibroker, Ensign, Omnitrader etc. allow you to edit the OHLC and volume of any record. It can be tedious, but at least it can be done.

QuoteTracker is a bit different. You can erase (clear) the data for a symbol for the first, last and current days. It's a very easy to use feature.
Same issue with getting the bad record back on a refresh.. So.. you just don't refresh it once you have it like you want.

Re 'spike removal'.

Sometimes you get a bad quote that you want to remove or modify. Either the data is bad or it's a 'one-of' that you want to remove so it doesn't foul up your indicators.

With QT, You can quickly clear spikes using a right click context menu to remove the highest/lowest data point for the current chart view or current day.

Others do it automagically by using some sort of true range/or percentage test that you can apply. For example, filter out/drop records that exceed a certain deviation from the norm. Sierracharts does this.

I think NT needs at least a way to quickly delete a bad tick similar to QT, and a way to edit the records in the DBase. An automatic spike filter would also be very welcome. Individual settings by instrument could be set in the instrument manager with a global default also available.

Also .. re the current way NT does it's initial data load.
I'm not fond of the way NT does it's initial one-day refresh. It can be a real pain when starting NT up with several charts and a slow service like Opentick. And it very quickly gets you into IB's rate-limiting issues.

Wes
Last edited by zoltran; 05-10-2007 at 07:18 AM.
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Old 05-11-2007, 12:30 AM   #10
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Quote:
Originally Posted by zoltran View Post
Hi Ray!


I think NT needs at least a way to quickly delete a bad tick similar to QT, and a way to edit the records in the DBase.
Wes
Ditto

Best Regards.

Massimo
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Old 05-11-2007, 06:55 AM   #11
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Thanks for this.
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Old 02-24-2009, 12:27 PM   #12
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Default Editing database to correct data errors

I still have an urgent need for editing the database of NT to modify data:

Quite often, backfill supplied by data suppliers has false spikes (in particular IB, OpenTick, Yahoo), sometimes NT cannot read the correct dates.

Here are some examples for IB

(1) All daily Friday bars for all FOREX and all IPE futures contracts are shown as Saturday bars by NT. Would be useful to convert the Saturdays to Fridays. Need those bars in the DailyBars method of some indicators.

(2) Many instruments - in particular FOREX - show spikes. As the data supplied is false, this reappears in NT after reloading. Is there any way to get rid of these false data or to replace them?

So far, I have not been trading FOREX but currency futures only. The reason: I cannot get proper data for FOREX (spikes pollute all Fibonacci and Pivot levels).

Just replacing one false high by the proper value manually would do the trick. Can this be done?
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Old 02-24-2009, 12:33 PM   #13
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Unfortunately modifying the database is not supported.

You can export historical data, manually modify the data and import it back. Instructions can be found at the link below.

Export:
http://www.ninjatrader-support.com/H...V6/Export.html

Import:
http://www.ninjatrader-support.com/H...V6/Import.html
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Old 02-24-2009, 12:58 PM   #14
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Thank you, I will try this.

Quote:
Originally Posted by NinjaTrader_Jason View Post
Unfortunately modifying the database is not supported.

You can export historical data, manually modify the data and import it back. Instructions can be found at the link below.

Export:
http://www.ninjatrader-support.com/H...V6/Export.html

Import:
http://www.ninjatrader-support.com/H...V6/Import.html
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Old 01-04-2010, 12:29 PM   #15
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is there any update on this issue? quick way to remove the spike on the chart?
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