using Tickdata.com to build historical intraday volume-based charts

[nicbizz]

Hi,

Would it be possible for me to purchase historical futures tick data from www.tickdata.com, have it imported into NT 7, and build historical intraday 10,000V charts for the ES?

Looking through the help files, it seems like you can only build time-based charts (1m, 5m, etc) with imported historical data, but perhaps I've misread this?

Also, I've read elsewhere that the data formats supplied by www.tickdata.com is not compatible with NT, something about them using a comma instead of a semi-colon, yet I have also heard of those who have successfully imported it. Is there a thread here that details the workaround?

Thanks

Nick Ng

[NinjaTrader_Austin]

Nick, if you imported tick data into NinjaTrader, it would be capable of building any type of bar supported by NinjaTrader.

You can import the data as long as it is in the appropriate format as shown in the screenshot. If your data has a comma in it instead of a semi-colon, you could open the data in Notepad, go to File -> Replace and replace all the commas with semi-colons.

[MXASJ]

Hey Nick,

I hit a brick wall with that one last year. Possible solutions included:

1) Ask Ninja to support one of the TickData formats
2) Ask TickData to support one of the Ninja formats
3) Code a convertor yourself in Python, C#, or whatever you are comfortable with. Something simple that would read a txt or csv file you created with the TickData export tool, and convert and save it as a new file Ninja can read.

The Notepad option is not really an option for large datasets.

[nicbizz]

Thanks for the replies.

I believe another NT rep mentioned they were working on tickdata compatibility for future updates.

Hmm, if the dataset is too large, I might try using Word to give it a go.

-Nick

[NinjaTrader_Austin]

nicbizz, I've had success with creating a converter like MXASJ said. You can read each line, parse the information, and then just spit the line back out into another file with a C# line reading program. If the data is in the correct format, but not with the correct separator, I would recommend using Notepad++ instead of Notepad. It seems much faster and more memory efficient.