Historical data converter for NT

[VitaminC]

I have created an app to convert historical data into NinjaTrader import file format. Currently it can convert:
- eSignal Tick Replay File (EPF)
- Comma delimited file (csv) saved in
yyyyMMdd HHmmss;Open;High;Low;Close;Volume
- Anfutures file format

You may download it from

http://algo-traders.blogspot.com/2010/07/ntdataconverter.html

Please take a look at the Readme.txt for more info.

Hope it is useful for some of you.

[Rollins]

Cool stuff! Thanks a bunch

[robhef]

Hi & thanks VitaminC for writing the converter.

If its possible, can you describe how to get it started in a windows environment or does it have to be run form a command prompt to set the parameters.

I've unzipped the files into a folder on my desktop
Put AnFutures csv files in the folder
Double clicked on the program - but am not sure how to set the parameter

Also tried Start Run "C:\Documents and Settings\Rob\Desktop\NTDataConverter v1.0.0.0\NTDataConverter.exe"

I suspect I can get it to run from a command prompt, but was curious if it can be done in windows also.

Thanks again for writing it

Rob

[VitaminC]

Hi Rob,

Yes, it has to be run from command prompt, I will consider adding a window interface in the next version. At the mean time, here is how you can start the app:
- Go to start -> Command Prompt
- From the Command Prompt windows type, (follow by "enter" key)

cd "C:\Documents and Settings\Rob\Desktop\NTDataConverter v1.0.0.0\"

- This will let you "change directory" to "C:\Documents and Settings\Rob\Desktop\NTDataConverter v1.0.0.0\"
- Then launch the app by typing

NTDataConverter.exe yoursourcefilename.csv convertedfilename.txt /F ANF

- Type NTDataConverter.exe /? for details on parameters that the app accepts

Hope this will work for you.