converting nt7 tick data from nt7/db/tick folders

[MERRILL]

I noticed that NT7 has a folder NT7/db/tick that contains what appears to be Tick data going back to ex TF 12-08. Can this data be 'converted' or imported to be used with the Mkt Replay Function to test a strategy ?

[NinjaTrader_ChristopherJ]

Hello MERRILL,

Thank you for your post.

Unfortunately there is not an option at this time within NinjaTrader to convert data to Market Replay data. I will however forward this to our development team for future considerations.

[MERRILL]

Thanks for your response.

Am I correct in stating that there appears to be over a years worth of tick data in that /tick folder ? Also if so, what is it's intended purpose if it can't be converted for use with Mkt Replay? Seems like you went to great ends to provide something we can't use . Please correct me if I'm wrong.

[NinjaTrader_ChristopherJ]

The data found within this folder is used to populate your chart with historical data that may not be available from your data provider.

[MERRILL]

I assume when you say 'populate' my chart, you mean display the standard OCHL candles. Is there any way you can provide me with the rawtick data from the /tick folder in a .txt file? I can reformat it into the NT standard format YYYYMMDDHHMMSS;price;volume.

[NinjaTrader_ChristopherJ]

You can view this data as a .txt file by Exporting this data our of NinjaTrader and saving it to your PC. I have provided a link below to our Help Guide that goes over Exporting Data.

http://www.ninjatrader.com/support/helpGuides/nt7/exporting.htm

[MERRILL]

Thanks Chris,
I exported the file and now see the TF 03-10.last.txt file. Was able to open with notepad. Looks great. Format agrees with NT7 standards.
However, I believe the next step is to import the file into NT7 so I can use it for Mkt Replay. When I tried to import it using the Historical Data Manager. I get an error which is output to the log file = Unable to import file 'c:\Ninja\saved 03-10 ticks\TF 03-10.last.txt'. Instrument is not supported by repository.
The TF 03-10 instrument is in my default list. What am I doing wrong?

[NinjaTrader_JoshP]

MERRILL,

Please try naming the file with a capital L for Last. Also, please note that imported data this way is not for Market Replay. Market Replay files are different and need to be recorded. What you are importing is historical chart data.

[MERRILL]

Josh,
I renamed the .txt file and reran the import. It gave me a successful completion msg. But now I feel like the dog that caught up with the car--now what am I going to do with it. I am lead to believe that the ONLY files that can be used for Mkt replay are the ones that were created with the recorder function. If so, then it appears that the only way to get more files for Market replay testing (aside from the handfull that I have recorded) is to find someone who has recorded previous contracts and would be willing to share them with me. Just finding other tickdata files and Importing them will not help me with my Mkt replay problem. For example, I have a sample tickdata .txt file from DTN. I assume that there is no way I can convert it to be used by Mkt Replay. Is that correct?

One more question--where did the file created by the Import function finally wind up -- ie what directory In NT7? and of what use is it?

[NinjaTrader_ChristopherJ]

That is correct there is not an option to convert data into Market Replay data. Market Replay data must be recorded or from another user.

The data you imported will reside within the db folder and you may use this data to populate charts.