Feature request: Don't require .txt files of historical data with MS to have NS

[Matheyas5]

Hello,

Here is a feature request.

When importing historical sub-second tick data with millisecond timestamps from .txt files, please don't require the .txt files to have 4 extra digits after the millisecond.
Please allow the .txt files to just to have the 3 digits that represent the milliseconds (and have any additional digits representing micro or nano seconds to be optional).

In other words, I'd like to option of being able to import data from a .txt file that is in this format"

yyyyMMdd HHmmssfff;price;volume

rather then only having the option of importing it in this format:

yyyyMMdd HHmmssfffffff;price;volume


This is because virtually no historical data providers (at least that I know of) sell futures tick data with the 7 digit sub second timestamps your current format requires. They only sell it with 3 digits and don't provide any easy way to add 4 additional zeros to the timestamps.

thanks

[NinjaTrader_DrewO]

Hello,

Thanks for your post.

I have submitted this as a Feature Request to the Development Team for consideration as an addition to future releases. Thank you for your input!

Additionally, as a workaround, you could create a Custom Import type in NinjaScript. You can configure this Custom Import type to import the data in any way you should choose. Please see the following link for more information:

http://ninjatrader.com/support/helpGuides/nt8/en-us/import_type.htm

[Matheyas5]

Thanks Drew!

I tried making a Custom Import type via the documentation you sent and am having trouble.

When/if you get the chance, can you please post a code example of how to import data that is in the 3 (rather then 7) digit sub-second format mentioned in my original post (as quoted below)?

In other words, I'd like to option of being able to import data from a .txt file that is in this format

yyyyMMdd HHmmssfff;price;volume

rather then only having the option of importing it in this format:

yyyyMMdd HHmmssfffffff;price;volume

[NinjaTrader_DrewO]

Hello,

Unfortunately, we do not have specific example at this time outside of what's in the Help Guide. Our NinjaScript documentation is constantly evolving based on the areas that our Beta users are exploring as time goes by. ImportTypes have not been in high demand thus far, and our focus has been primarily on strengthening documentation for AddOn development, as that is the area many people have been digging into.

We do plan to provide more robust documentation for all NinjaScripy Types, but this one is lower on the list, and has not been strengthened yet.