Importing TickWrite file: "Instrument is not supported by repository"

[nicbizz]

Hi,

I've downloaded ES data from TickWrite by contract expiration date. They've been renamed to correspond with NT's naming convention (i.e. ES 12-04.txt for December 2004).

I've verified that the format is correct, sample as below:

20040701 000901;1143.00;2
20040701 041620;1143.25;5
20040701 041620;1143.25;2
20040701 041620;1143.25;1
20040701 041620;1143.25;1

However, when I tried importing the file via Historical Data Manager, the following pop-up error occured: "There has been an error on importing historical data. Please check the log."

The log error message is as follows:
Unable to import file 'D:\TickWrite data\ES 12-04.txt'. Instrument is not supported by repository.

Could you please assist?

Thanks!

Regards,
Nick

[nicbizz]

By the way, I tried importing ES 06-09.txt and it worked without a hitch. I've previously imported

ES 03-08.txt
ES 03-09.txt
ES 06-08.txt
ES 09-08.txt

without any issues as well.

[NinjaTrader_Kyle]

Hello nicbizz,

Thank you for your post.

Before you're able to import this data, you'll first need to add these expiries to your default instrument list. To do so, however, you'll need to set the PC's date back to 2004.

Please shut down NinjaTrader and adjust the date. After making that change, restart NinjaTrader and add the expiries you'll be importing to the Default instrument list by following these steps: http://www.ninjatrader.com/support/h...ment_lists.htm

After adding these instruments to the Default list, reset the clock to todays date, restart NinjaTrader once more and import.

[nicbizz]

Hi Kyle,

I did what you suggested above (roll back date to 2004, add in expiry to Instrument Manager) and managed to successfully import the data into NT ..... well, at least there wasn't any error messages during the Import process.

However, I still can't get my charts to display data pre-2005. It chops off right at Dec 2004, which leads me to believe that it can only access ES data up to 03-05 (March 2005 expiration). Btw, I never had a problem importing data from ES 03-05 onwards. It was only 2004 and before (ES 12-04 and before) that the "Instrument is not supported by repository" error initially occured.

Is there a step I'm missing?

-Nick

[NinjaTrader_Kyle]

Hi Nick,

Was the 12-04 front month of ES added to your default list prior to importing data for that expiry?

[nicbizz]

Originally Posted by NinjaTrader_Kyle

Hi Nick,

Was the 12-04 front month of ES added to your default list prior to importing data for that expiry?

Hi Kyle,

Do you mean if the 12-04 expiration is on my Default list before I click on "Start Import"? Then, yes. I added it to the Default list by backdating my computer clock to 2004, and then resetting it back to current time.

-Nick

[NinjaTrader_Kyle]

Hi Nick,

Please open the Historical Data Manager (Tools > Historical Data Manager) then navigate to the Misc tab and select the 12-04 contract of ES - does data appear to be available in this part of NinjaTrader?

[nicbizz]

Hi Kyle,

I don't see a "Misc" tab under Historical Data Manager.

However, there is an "Edit" and "Export" tab.

In both, there is a folder for ES 12-04, with the following subfolders: "Tick", "Minute", "Day".

There is data under the Tick folder. Please see screenshot:

[NinjaTrader_Kyle]

Hi Nick,

Sorry for the confusion - I'd intended to write 'Edit' tab rather than Misc tab.

If you open a tick based 12-04 chart using a date which you can confirm that data is loaded for, does that data display within the chart?

[nicbizz]

Hi Kyle,

If I open a new chart, with ES 12-04 selected as the instrument (instead of the current month ES 09-12), AND a custom date range of 11/1/2004 - 12/15/2004, the chart appears without a problem.

However, if I leave "Load data based on : " Days, and "End date :" is today's date (7/24/2012), then I get the following error message (see screenshot).

Setting End Date to anything pass Dec 2004 will result in that error (even Jan 1, 2005, with 44 days to load).

-Nick

[NinjaTrader_Jason]

Hello Nick,

Can you please go to Control Center-->Tools-->Instrument Manager, highlight the ES and click Edit. Select the Misc-tab and scroll to the bottom. Click the 'Contract Months' row and subsequently click the '...' button that appears. The new window lists the expiry months that are setup with rollover dates. Data is merged in charts using these rollover dates. You will see that no expiries are defined for 2004 and earlier. This is causing the issue.

You will need to add expiry months and rollover dates. Please see the link below under 'Understanding the Misc tab' for more information.
http://www.ninjatrader.com/support/h...nstruments.htm

[nicbizz]

Thanks for the info, Jason.

I managed to fix the issue.