CSV to NinjaTrader format

[zemlic]

Hey Guys.

If anyone can help.

I have 5 years of historic 1 minute data from dukescopy and i need to covert them into the ninja trader format. I have tried many converters but unfortunately none of them does it to required format.

Can someone help with this please?

Thank you

[sledge]

Use excel or OpenOffice to manually convert and massage the data.

[zemlic]

Hi Sledge,

It is imposible to do it manualy, as we are talking about few milions of lines in xcel. I tried to do it in Word.......but it is the same.

[NinjaTrader_PatrickH]

Hello zemlic,

Thank you for your post.

I am not aware of any converters for the data. As sledge suggested, you would need to manually convert.

You can find more information on the format needed at the following link: http://ninjatrader.com/support/helpG.../importing.htm

[zemlic]

How do you convert milions lines in excel manually? I have searched the forum, a lot and lot of people have problems with this as NT dont recognie any other format other them theirs.This is going back to 2008........

[NinjaTrader_PatrickH]

Hello zemlic,

Thank you for your response.

Can you provide a small sample of the data in Excel? Or a screenshot of all columns and a few lines of data?

[zemlic]

Hi,
and thanks for the reply. I have attached sample image of csv file.

I need this converted into the .txt that NT recognise. I have tried it manual, and it works to certain degree, however I can not change the time format in excel therefore NT wont recognise it. Everything else I am able to get into required format through word.

Thank you

[sledge]

You could try text pad to split the file up if that's still an issue.

https://www.textpad.com/products/textpad/specifications.html

[zemlic]

Thanks for suggestion. But what do you mean by splitting the file up? Large excel file that won't open because of the size? I have downloaded it in smaller clusters the data , so I can open them. But I have about 10 excel csv files, where each has about 600,000 lines.
So that's like 6 mill lines to change.
I can change , for ; in word, I can replace : with blank, but I can't change or get rid of . Due to their use in separating price,date and time.

[sledge]

Textpad could handle the replacement.
There is also a cool feature called block select mode.(use that to select only the date columns to convert).

[zemlic]

Sledge,
I really appreciate your help with this, I managed to convert one to right format.
Im gona try to upload to database first, before doing the rest of the files, but I can see it being a struggle as well since its my first time.

THANK YOU SO MUCH AGAIN!!!!!!!!! YOU HAVE SAVED ME LOTS OF TIME AND NERVES.

May I ask you for further help in the future with uploading to historic data manager if it is not gona work?

Thank so much again, 3 days it took me so far.

[sledge]

Well post here, someone should be able to help.
I haven't imported into NT since I started years ago.

[zemlic]

volume format

Hi Guys,

I need little help with volume format. I am aware of what volume format NT requires in order to be able to upload the txt files to historic data manager.

Minute Bars Format
Each bar must be on its own line and fields must be separated by semicolon (. Only 1 minute bars can be imported. Format bellow.

The format is:
yyyyMMdd HHmmss;open price;high price;low price;close price;volume

Sample data:
20061023 004400;1377.25;1377.25;1377.25;1377.25;86
20061023 004500;1377.25;1377.25;1377.25;1377.25;27
20061023 004600;1377.25;1377.25;1377.25;1377.25;24
20061023 004700;1377.50;1377.50;1377.25;1377.25;82

I have managed to convert 1 minute data from dukescopy to a NT format, please see the picture, however the volume format does not match and I am getting this error method in the NT log.(please see the picture attached).

I Would like to ask why the format does not read the 0 and replaces it with 100. Data are downloaded with the weekends where no trading is conducted, hereby the volume is 0 or when there is no trade in particular minute, the volume will be still 0. Can someone explain this PLEASE, or how 0 volume should be recorded.

Furthermore, as on trading days, my volume is recorded as 0.02034 as an example, but in NT it shell start with number other than 0 otherwise it will not upload or change 0 to 100. Would it be ok, if I just move the decimal places in CSV file?

Thank you for any help in advance.
Martin

[NinjaTrader_PatrickH]

Hello Martin,

Thank you for your response.

The data needs to be formatted so that NinjaTrader can read it. That requires adjusting any of the values such as volume. If you have a 0 and that should be 100, make it 100. If you have 0.012345 and that should be 12345, make it 12345.

[zemlic]

Thank you for reply.

I will adjust decimals, however. How can 0 be 100, that's what I asking. If the volume traded is 0, why should I change it to 100?????????????????