Importing Data from Tradestation

[barry370]

Since I have tried so many variations, I will need to write them down on Monday when I go throught this again.

Have a good weekend.

Barry

[barry370]

I am still having trouble importing 1 minute data from Tradestation.

I have looked at the imported file, and it is updating real-time correctly.

But if I start a new chart, it is missing some prior data.

My Tradestation file that is being exported is ESM09, which includes Globex data. I am not seeing the Globex data being imported on Ninja Trader.

The Properties in NT, show 9:30 AM to 9:30 AM the session begin and end times.

What else can I do?

[NinjaTrader_Jason]

Please rename the .txt file to ES 06-09, the instrument name in NinjaTrader. More information can be found at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/Import.html

[barry370]

I have renamed the file "ES 06-09" by going to Control Center --- Tools --- Historical Data --- Import.

I have confirmed that the "Instrument Manager" has the item "ES 06-09" on the left panel.

I see that when I go back to the Ninja Trader Import page there is a second file that appears that is called "ESM09". The data in that file is being updated real-time, but the data in the file called "ES 06-09" is frozen with the data that existed when I renamed the file.

It seems the file name from Tradestation is ESM09, since that is the symbol name in Tradestation.

Should I attempt to create a new name in "Instrument Editor" that says
ESM09 rather than "ES 06-09"

[NinjaTrader_Jason]

You can only import the historical text file that is 'frozen'.

[barry370]

So if I can only import the file that is frozen, I am in the same place I was originally, where data from the Globex is missing when I start my computer in the morning, and a start a new chart.

What is the solution to creating a ninja trader chart with no gaps, if the imported file has no gaps.

[NinjaTrader_Jason]

I suggest to copy and paste the historical data from today into the 'frozen' text file. Import the data again and have NinjaTrader receive real-time data.

You might miss a minute or so.

[barry370]

I believe I can copy the real-time data that accumulates today from morning to say 11:00 PM EST. I can paste that data in the txt file in Ninja Trader tomorrow morning.

But how do I get the minute data that occurred from 11:01 PM tonight until
8:00 AM tomorrow morning into the Ninja Trader file. My computer is off from 11:00 PM tonight until 8:00 AM tomorrow.

Before you had me rename the file this morning, it seemed that ESM09 imported all of the past 15 days of minute data from Tradestation. Now, the ESM09 file in Ninja Trader is picking up the real-time data only from this morning and not the previous days.

I tried closing Ninja Trader and opening it and importing the data again, but the data in ESM09 that appears is only the recent data.

Perhaps if you can tell me how to get all the data into ESM09 in Ninja Trader, I can copy and paste that into ES 06-09 also on Ninja Trader.

[NinjaTrader_Jason]

Export TradeStation data tomorrow around 8 AM for the present day.

Add the exported data into the ES 06-09 text file. Import this data into NinjaTrader.

[barry370]

Doing what you say now should be the same so:

1- I imported data to ESM09 and looked at it using Notepad. It had all the data I need.

2- I copied all the minute data from ESM09 from 3/25/09 with a time of 000000 until 3/26/09 with a time of 114200.

3- I pasted it to ES 06-09 and saved the data. I looked in the file and all the minute data from 3/25 - 3/26/09 is there (till 114200).

4- I closed Ninja Trader and Trade Station.

5- I closed and restarted the computer

6- I opened Ninja Trader and connected using an external data feed

7- I started Tradestation.

8- I clicked on ESM09 to import the data and verified it was there.

9- I verified the ES 06-09 data is still there.

10- I opened a new 1 minute chart and found that the chart is missing data from approx. 12 midnight to 9:30 AM this morning.

11- the properties of the chart show a start time of 9:30 AM and an ending time of 9:30 AM.

Isn't there a solution for this?

[barry370]

Is there a "Cache" that needs to be cleaned out in order the the charting to be accurate?

[NinjaTrader_Jason]

I do not see the step listed of importing the ES 06-09.txt file; the file you added data from the ESM09.txt into.

Please import this file after you added the data as per the instructions below.

http://www.ninjatrader-support.com/HelpGuideV6/Import.html

[barry370]

First, I read the instructions in the link you sent. The 1 minute bar format in
the "ES 06-09" file matches exactly the format on the instructions.

I have now done the following:

1- I have imported the file "ES 06-09" as follows:
A) from "Import Historical Data" page I highlighted the file "ES 06-09" and
clicked on "Open." I got a message that data was imported
successfully.

2- I closed Ninja Trader and reopened it.
A) I clicked on connect to external data feed
B) I opened a NEW chart.

3- The chart still is missing the Globex data, that appears in the
"ES 06-09" file that I pasted and then imported the data to.

4- the only thing I can think of now is the instructions say the file should
read "ES 06-09.txt" and the file in the "Import Historical Data" page
doesn't have the ".txt" extension.

5- if I add the ".txt" extension by renaming the file, and then click on
"open," I get an error message that says:
"Error importing historical data. Please check log"

When I check the log, it says: "Instrument is not supported by
repository."


Any other thoughts on how I can see the globex data?

[NinjaTrader_Jason]

The error indicates the data you are trying to import is not valid; it is not setup as per the format listed in the link below.

http://www.ninjatrader-support.com/HelpGuideV6/Import.html

Please check the Log-tab and it should indicate the location of the incorrect data.

[barry370]

Goodmorning,

I have tried two things:

1- Keep the file name "ES 06-09" in the Import section and
A) highlight that file name
B) click on "Open"

I get the message: "Historical Data imported successfully"

2- rename the file in the import section to "ES 06-09.txt" and
A) highlight that new file name
B) click on "Open"

I get the message:
3/27/2009 9:48:28 AM Default Unable to import file 'C:\Users
\barry\Documents\NinjaTrader 6.5\db\import\ES 06-09.txt.txt'.
Instrument is not supported by repository.

It seems the conclusions are:

1- I don't need to rename the file in the import section by adding ".txt" It
seems to have that file extension already.

2- When I remove the ".txt" from the file name, the fact that I get a
message that the data was imported successfully means the data file is
in the correct format.

3- something else is wrong. Is there a cache that needs to be cleared
out first?