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Importing Tick Data

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    Importing Tick Data

    Hello everybody

    I'm trying to import ES 09-04 tick data from an historical file. The problem I have is that NT doesn't allow the import because "the instrument is not supported". How can I solve this? From the instrument manager, I cannot select the 09-04 contract for the ES future.

    Any ideas?

    Thx in advance

    #2
    Hi ffuente, Welcome to the forum! This is not a valid contract, as the ES expires every 3 months - Mar, Jun, Sep and Dec.

    To import historical data, please see this link - http://www.ninjatrader-support.com/H...V6/Import.html
    Last edited by NinjaTrader_Bertrand; 12-16-2008, 05:00 AM.

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      #3
      Acording to http://www.cme.com/trading/prd/equit...500eom_OA.html, ES expiration months are March, June, September and December.

      I think that ES 09-04 was a valid contract (Sept 2004)....

      Originally posted by NinjaTrader_Bertrand View Post
      Hi ffuente, Welcome to the forum! This is not a valid contract, as the ES expires every 3 months - Jan, Mar, Jun and Dec. Maybe a typo?

      To import historical data, please see this link - http://www.ninjatrader-support.com/H...V6/Import.html

      Comment


        #4
        Hi Bertrand:

        I agree magicboiz, I was trying to rename the file following the instructions, with the name ES 09-04 (I think is a valid expiring date), but I have the problem that if I want to create a new instrument manager I can´t do it if the data inside the file are prior to 12/07, because that is the first contract that appears in the expiry box in the NT.
        How can I save and import to NT a file with data of several years (ES future continuous)? I followed the step of the help guide but still unable to do it.

        Thank you for your help and your welcome Bertrand.

        Comment


          #5
          You are right - sorry for the confusion, corrected my previous post. So you are trying to import Sep 2004 ES data...Please go to Tools > Historical Data > Import and select your textfile that fits the guidelines in this link - http://www.ninjatrader-support.com/H...V6/Import.html

          The correct master symbol, ES, should already be present in your Instrument Manager.

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