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Import Historical data from text file
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Import Historical data from text file

  #1 (permalink)
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Import Historical data from text file

Hello

I am having a problem. I currently have lots of historical daily data from Genesis Financial for the Dow and wanted to put it into Ninja Trader for C# coding. It is in the form of ASCII. Name of file is DJIA.txt
It is in the format:
yyyyMMdd;open price;high price;low price;close price;volume

It is from 01/30/1920 to 01/25/2012


It is currently formatted correctly. When I go to the Historical Data Manager tab, and follow the promps from
NinjaTrader Version 7
it says imported successfully!

So, I went to the instrument manager to add the name of the instrument. In this case, the file name is DJIA.txt
So, I put in DJIA and filled in everything else.
Just don't seem to be figuring out how to put the imported data and "map" it to the symbol??
Do I need to specify the path on my computer for the URL or something?

thanks
Spencer

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  #2 (permalink)
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From memory, it is based on the filename.

So the symbol would be "DJIA".

You probably should rename the filename to YM ##-##.txt based on the default symbol mappings in NinjaTrader, then when you bring up the YM (mini dow) you'll get the imported data.

But make a backup of everything incase I am wrong, as I don't use NT and can't test this.

Mike

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  #3 (permalink)
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Hi Mike

thank you as always for the reply:-) So, it sounds like you are saying to basically name it something that is already in NinjaTrader like the mini down.

ok, I will take a look at that.

thank you very much

Spencer

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  #4 (permalink)
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spinnybobo View Post
Hi Mike

thank you as always for the reply:-) So, it sounds like you are saying to basically name it something that is already in NinjaTrader like the mini down.

ok, I will take a look at that.

thank you very much

Spencer

Yes, unless it is not the mini-dow. If it is the cash price for instance and not futures, then you would want to just create your own symbol in instrument manager, then rename the file to match the base symbol and add ##-## for a continuous contract. Like DJIA ##-##.txt. But if it is futures, them YM ##-##.txt.

Mike

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  #5 (permalink)
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Hey Mike

I think the problem is that I was importing as an Index, and for some reason, it kept adding that ^ symbol. Even when I changed the filename to ^DJIA.txt it did not work. However, when I created a stock or future with the symbol DJIA, then it worked.

They must have made it easier than before. The filename is DJIA.txt
When I import it, it automatically creates a new symbol as a stock. I can create it as a future if I want as long as I keep the names the same like you said.

This is just daily data from 1920 to 2012, so no minute data or anything.
Anyway, it worked out well, so thank you:-)

Spencer

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  #6 (permalink)
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Import 5min Historical data to NT7

Hi Sir,

I am new to ninja trader. I am facing an issue when importing historical data from a .csv / .txt file to my NT7. I am am from India and I am trying to import data for NSE. So for example there is a script named SBIN(When entered in google finance). So I am trying to get the data from this to my NT7.
I am following the below steps.
  1. In NT7 under tools clicked Historical data manager
  2. Then under import section i am selecting the parameters Format:Ninja Trader(Timestamp in import files represent start of bar time),Data Type :Last,Time zone:UTC+5.30
  3. Then clicked the import button.
The import is failing showing with the pop up "There has been an error in importing"

Pls help me out. I feel you have lots of experience in NT so might be you can help me out.

Thanks & Regards
LT

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  #7 (permalink)
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linuxtor View Post
Hi Sir,

I am new to ninja trader. I am facing an issue when importing historical data from a .csv / .txt file to my NT7. I am am from India and I am trying to import data for NSE. So for example there is a script named SBIN(When entered in google finance). So I am trying to get the data from this to my NT7.
I am following the below steps.
  1. In NT7 under tools clicked Historical data manager
  2. Then under import section i am selecting the parameters Format:Ninja Trader(Timestamp in import files represent start of bar time),Data Type :Last,Time zone:UTC+5.30
  3. Then clicked the import button.
The import is failing showing with the pop up "There has been an error in importing"

Pls help me out. I feel you have lots of experience in NT so might be you can help me out.

Thanks & Regards
LT

Hello

are you trying to import daily data or minute data? I am assuming it is daily since you said google finance probably only has EOD daily, etc..

according to Ninja's website, it might be a formatting error. What does the log say when it gives you an error?

NinjaTrader Version 7

go to the part that says

Understanding import file and data formats


you might need to build a program that opens the file and reads it, then reformats it

If you need a program I have one I built a while ago in Java. I would have to look for it though

Spencer

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  #8 (permalink)
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EOD - Bulk download

Apologies if covered elsewhere, is it possible to bulk download the EOD for all the FTSE 100/FTSE 350 companies from Yahoo in one go for Ninjatrader, or is it company by company? From what I see Kinetick don't do individual FTSE companies. Thanks.

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  #9 (permalink)
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Is there an easy way to convert this minute data into ninjatrader format.

DATA

Date,Time,O,H,L,C,Volume
01/03/2012,0931,6.82,6.83,6.80,6.80,156087

to ninja format

yyyyMMdd HHmmss;open price;high price;low price;close price;volume

I can reformat most of it, the problem is how to replace only the first comma in a row with a space?

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