We have about 10 years of minute by minute data I'm attempting to import into Ninja, but nothing seems to work. Here's what I've done.
Firstly, the data was converted to the appropriate format. Next I went through and set all the txt file names to correlate to "Interactive Brokers" symbols as that is the broker we're using and those symbols are mapped into the "Instrument Manager".
Next I went to the "Historical Data Manager > Import" tab.
In the "Format" list box I chose "NinjaTrader".
In the "Data type" list box I chose "Last".
In the "Time zone..." list box I chose "UTC"
... and I also set to generate Day bars...
I then hit the "Start Import" button and all the data imports fine terminating with the pop-up "Historical data imported successfully." Checking the Log it just states the volume is invalid (=0) and was modified. I presume this didn't cause a critical failure as it says it was replaced and the previous message indicated a successful import.
Also, if I go to the "Historical Data Manager > Edit" tab I can see both of instruments there (AUD & HSI) and can review the data imported, however, the AUD data is truncated to two decimal places (even though the 6A/AUD instrument is set to 4 decimal places).
I then went to "Instrument Manager" and created a new "Instrument List" I called "Test." To this I added the two "Futures" instruments I imported as follows.
I typed in "Australian Dollar" and symbol Name "6A". I went to "Edit" this symbol and confirmed all the fields including that it had "AUD" as a mapped symbol under "Interactive Brokers". I then set the expiry as ##-## for a continuous contract and clicked the Left Arrow to add it to the Instrument List.
I then did the same for the HSI which has the same NT symbol as Interactive Brokers and clicked "Okay".
I then went "File > New > Chart" and from the "Data Series" window opened my Instrument List ("Test"), picked the HSI ##-## symbol clicked "New" to display 5 days for 1 minute data (as is the default)... and I got nothin'.
If the data symbols weren't mapped the data would not have imported... but then there does not appear to be any way of telling NT that the symbols it's importing are Stock or Futures. So I also added the AUD and HSI to my "Instrument List" as stocks, but these didn't plot either.
So, then I thought the txt files might need "##-##" suffixes, so I changed the file names from AUD.txt and HSI.txt to AUD ##-##.txt and HSI ##-##.txt. This time the HSI imported fine, but the AUD fell over with the log saying that the "Instrument is not supported". Anyway, as HSI ##-##.txt imported I added that to my "Instrument List" but that still wouldn't plot.
Ideas? I've wasted so many hours on this it's not funny.
Please help.
Comment