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Importing futures historical data

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    Importing futures historical data

    I have third party historical 5 min's data for E-mini S&P 500 futures (ES) in text file. How Can I import the futures historical data in NinjaTrader.

    #2
    Hi Antony, you can import your data under Tools > Historical Data Manager -> http://www.ninjatrader.com/support/h.../importing.htm

    The format needed is outlined in the link as well.

    Comment


      #3
      Originally posted by Antony View Post
      I have third party historical 5 min's data for E-mini S&P 500 futures (ES) in text file. How Can I import the futures historical data in NinjaTrader.
      Thanks,

      I have imported data. But it showing as stock ES. I have already created the symbol ES 12-11. THe data file is ES.txt

      Thanks

      Antony

      Comment


        #4
        Antony, please retry the import with a file named ES 12-11.Last.txt

        Comment


          #5
          Many thanks,

          It's working.... I am a Technical Analyst. I have data from 2000 to till date . But I need to chart all data for analysis and backtesting. Now plotting only few months. Please help..

          Thanks

          Antony
          Last edited by Antony; 09-14-2011, 03:11 AM.

          Comment


            #6
            Antony, try importing the data then either for the continuous contract symbol ES ##-## or set the merge policy for your master instrument to 'DoNotMerge' under Tools > Instrument Manager. This will then chart all data stored for this symbol / expiry.

            Comment


              #7
              Hi,
              I am technical analyst from India. I am doing research work on E-mini S&P 500 Contract (@ES). I have the historical 5 Min’s data (2000 - 2011) in text file. The data format is as per Ninja Trader7. The Data has bar time, it is based on Exchange time (GMT-6.00 Central Time). How Can I plot the ninja chart with same exchange time and time is 24 hours format and Session template is CME US Index Futures ETH as Tradestation chart. Any solution?
              Thanks

              Antony

              Comment


                #8
                Antony, NinjaTrader would use the local set PC time and timezone, so you would need to change this to US Central Time and then re import your data in this time zone. The ETH session template should be the same as the TS default hours for the ES future.

                Comment


                  #9
                  Many Thanks

                  It's working....

                  Antony

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