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Old 09-24-2009, 07:10 AM   #1
smodato
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Default Questions on importing TXT data

Hi,
I'm starting to play around with NT and I'd like to start developing strategies to be tested on intraday data.
I do have intraday data qhich I download every morning so I ask you for a confirmation here:

1) I have to change the format of the data to be in compliance with the one accepted by NT
2) I have to change the name of the txt file in order to reflect the instrument I'm feeeding
3) above operations should be made only on 1 minute files as this is the only one that can be imported

Doing the above on miniSP I will rename the file as ES.txt, ES is existing in the repository but its setup follows Amrican trading hours while my file is with italian times, do you have any suggestion here?
Thanks, bye
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Old 09-24-2009, 07:18 AM   #2
NinjaTrader_Kyle
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Hello smodato,

Thank you for your post and welcome to the NinjaTrader support forum!

For more information about importing historical data from a text file, please see the following link: http://www.ninjatrader-support.com/H...V6/Import.html

1.) That is correct. The data must be in one of the formats mentioned in the above link.
2.) Correct, you will need the file to match the symbol you are importing.
Also, in the case of a futures contract, you will need to add the expiry you wish to import in to. For example, ES 12-09.txt
3.) Tick, Minute and Daily intervals can be imported.
4.) I have no recommendations on the times in the file.

Please let me know if you have any additional questions.
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Old 09-24-2009, 07:35 AM   #3
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Quote:
Originally Posted by NinjaTrader_Kyle View Post

2.) Correct, you will need the file to match the symbol you are importing.
Also, in the case of a futures contract, you will need to add the expiry you wish to import in to. For example, ES 12-09.txt
I saw also in the symbol list simply ES, cannot that one be used? In case can I import the entire series into the 12-09 expiration ( I suppose yes)?


Quote:
Originally Posted by NinjaTrader_Kyle View Post
4.) I have no recommendations on the times in the file.
Could I create a new symbol, let's say I call it "smodato" that will have the italian times as input and import the ES data into that one? I will obviously call the file smodato.txt, do I need the expiration also in this case?

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Old 09-24-2009, 07:38 AM   #4
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Hi smodato,

Thank you for your reply.

1.) The expiry you are importing in to must be included in the file name.

2.) This should be possible. In this case, you would want to set the instrument up as a stock so as to not need the expiry.
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