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Importing Historical Data Prior to 2000

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    Importing Historical Data Prior to 2000

    I have been having trouble importing data into NT7 for contracts before 2000. When I go to the instrument editor under the Misc tab and add contract months (expirations and rollover dates) the contract date always defaults to March 2087 for 03-87 or March 2097 for 03-97. Is there any way I can create a contract month for say 03-1987 or 03-1997? At the moment, the only way I can figure out how to get the correct date before 2000 is to enter 03-00, then use the GUI calendar to move backwards to the 03-1997, etc...

    I also wanted to suggest that NT7 allow one to import contracts & their rollover dates in bulk. When you trade many instruments and import a lot of historical data it takes a very long time to enter all the rollover dates using the GUI one contract at a time. It took me 2 hours to define all the contracts, enter the rollover dates and import the daily data for a single instrument. I have over 40 instruments to set-up.

    Thanks for all your hard work!
    Last edited by dnokes; 10-02-2010, 05:56 PM.

    #2
    dnokes, I will have someone get back to you on Monday. The primary workaround I've heard of is to just set your computer clock to a date near the dates you wish to use.
    AustinNinjaTrader Customer Service

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      #3
      dnokes,

      Rollover dates are provided by NT servers for many years. If you are going with data older than 2000 then unfortunately our servers would not have all the rollover dates way back there. The easiest way you could achieve what you want is to not define individual contracts and instead just import all the data into the oldest contract month that is provided. Then just have all your data adjusted in the txt file you wanted to import already and then you can just pull up kind of like a continuous contract for all that old data. Unfortunately there is no other way to define 1987 vs 2087.
      Josh P.NinjaTrader Customer Service

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