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Convert H Data TS to NT


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Convert H Data TS to NT

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  #1 (permalink)
 elopezh 
Oviedo Asturias/Espaņa
 
Experience: Intermediate
Platform: NinjaTrader
Trading: FGBL
 
Posts: 5 since Dec 2018
Thanks: 1 given, 8 received

Good night,

I need a program/script to convert "historical data" from Tradestation to Ninja (*.txt). I've been looking in the forums etc, but I haven't got anything.
If anyone has it, or knows the way to automate the conversion I would appreciate it greatly

input TS-outPut NT:

"Date", "Time", "Open", "High", "Low", "Close", "Up", "Down"
12/18/1998,08:44,4755.0,4755.0,4750.0,4750.0,245,5
"Date" "Time"; "Open"; "High"; "Low"; "Close", "Up+Down" (dont include this line in output *)
19981218 084400; 4755.0;4755.0;4750 .0;4750.0;250

In essence it is:
1. Date format mm/dd/yyyy --> yyyymmdd
2. Character "," " " (space) and time format hh:mm:ss --> hhmmss
3. Rest of fields separated by "," -> ";"
4. The Up and Dow fields only-> Up+Down field
5. Oh, and the first line of the input F disappears in the output file (*)

Thanks

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  #2 (permalink)
weeclemans
Moscow + Moscow Oblast/Russia
 
 
Posts: 13 since Nov 2020
Thanks: 3 given, 8 received

Hi,
if still relevant, you can try to write your own script using one of the high-level programming languages (Perl, Python, UNIX SHELL), which will convert files with quotes ...

Of course you will have to spend time studying regular expressions, but I think it is worth it, it will be useful for you in the future.

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