historical data

[price777999]

how do i modify the data it sounds a bit complicated ?

i did speak to someone from ninja yesterday and they were able to import the data without modifying it .

[mikeytrader]

to modify the data you would need to use some programming language like basic or c#, or anthing that allows you to read or write to files.

That's odd you got that exact file to import because I had to keep adjusting my data until it was perfect, the import did not like anything out of place.

glad to hear you have it all working

[price777999]

no nothing is working

[mikeytrader]

ah, ok that makes sense , because the file you posted should not have imported.

Are you in the UK, I might be able to help you after the market closes.

[price777999]

Hi Stefan,

What is the exact file you are referring to?

We have all data formatted exactly as per the NinjaTrader specs, but please notice there is DIFFERENCE between tick data, 1min and daily(EOD) data.

Here is a line of tick data:
20090405 210000;47.40;2

Here is a line of 1min data:
20090405 210100;47.40;47.46;47.40;47.40;0

Here is a line of daily data:
20090406;47.40;47.94;46.56;47.03;9321

Well, it looks like you sent them Daily data and they refer to it as...minute data?!?

Please be careful to follow the instructions we sent you exactly, and make sure you import the right file into the right resolution.

Notice again that 1min data in our database does NOT contain volume even if it's available in the tick data, so we recommend you import tick data only if you will be using Volume info - NinjaTrader will build the min. data with volume for you. But Volume info is NOT available in all futures tick data, and also the TICK data files which do have volume may be very large and you will have to follow the procedure we included with the data splitter.

Hopefully this helps.
Thanks!
Best regards,
Iavor Kindekov
disktrading.com



this is the response from disktrading.com

[price777999]

ah, ok that makes sense , because the file you posted should not have imported.

Are you in the UK, I might be able to help you after the market closes.

hi mate i would appreciate any help are you using data from this site .

there is a thread somewhere that was recommending this site for data but i cant bloody find it now .

cheers

[mikeytrader]

after the market closes I'll try to import your file.

But are you trying to import daily or minute data?

[price777999]

i have both minute and daily files and need to import both really .

but i don't understand how the guy yesterday from ninjatrader imported the file i gave him with no problems yet i was unable too ?

[mikeytrader]

hi price777999,

sorry for the delay, I tried to load your file and I got errors as well.
It does look like there are problems with your data. Look at the first error message it says high is less than the low, and you can see that in the data for that line.

I would show these error messages to the tech guys at the data company and have them explain it.

I'm not sure how Ninja support got this file to import, unless I'm doing something wrong

the data company I have used in the past is tickdata.com maybe their data is better if it really is a data problem.

I just want to make sure you are trying to import the .txt file and not the .gz file, correct?

error messages:

4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal high value in line 23. High value needs to greater/equal low value: 19961031;1.6266;1.5740;1.6266;1.5600;8
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal close value in line 23. Close value needs to greater/equal low value: 19961031;1.6266;1.5740;1.6266;1.5600;8
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal high value in line 24. High value needs to greater/equal low value: 19961101;1.6266;1.5740;1.6266;1.5600;8
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal close value in line 24. Close value needs to greater/equal low value: 19961101;1.6266;1.5740;1.6266;1.5600;8
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal high value in line 25. High value needs to greater/equal low value: 19961102;1.6266;1.5740;1.6266;1.5600;8
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal close value in line 25. Close value needs to greater/equal low value: 19961102;1.6266;1.5740;1.6266;1.5600;8
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal high value in line 26. High value needs to greater/equal low value: 19961104;1.6266;1.5740;1.6266;1.5600;8
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal close value in line 26. Close value needs to greater/equal low value: 19961104;1.6266;1.5740;1.6266;1.5600;8
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal high value in line 27. High value needs to greater/equal low value: 19961105;1.6266;1.5740;1.6266;1.5600;8
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal close value in line 27. Close value needs to greater/equal low value: 19961105;1.6266;1.5740;1.6266;1.5600;8
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal high value in line 28. High value needs to greater/equal low value: 19961106;1.6266;1.5740;1.6266;1.5600;8
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal close value in line 28. Close value needs to greater/equal low value: 19961106;1.6266;1.5740;1.6266;1.5600;8
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal open value in line 31. Open value needs to greater/equal low value: 19961111;1.6458;1.6458;1.6470;1.6470;11
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal high value in line 31. High value needs to greater/equal low value: 19961111;1.6458;1.6458;1.6470;1.6470;11
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal open value in line 32. Open value needs to greater/equal low value: 19961115;1.6458;1.6458;1.6470;1.6470;11
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal high value in line 32. High value needs to greater/equal low value: 19961115;1.6458;1.6458;1.6470;1.6470;11
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal open value in line 33. Open value needs to greater/equal low value: 19961116;1.6458;1.6458;1.6470;1.6470;11
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal high value in line 33. High value needs to greater/equal low value: 19961116;1.6458;1.6458;1.6470;1.6470;11
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal open value in line 34. Open value needs to greater/equal low value: 19961118;1.6458;1.6458;1.6470;1.6470;11
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal high value in line 34. High value needs to greater/equal low value: 19961118;1.6458;1.6458;1.6470;1.6470;11
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal open value in line 35. Open value needs to greater/equal low value: 19961119;1.6458;1.6458;1.6470;1.6470;12
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal high value in line 35. High value needs to greater/equal low value: 19961119;1.6458;1.6458;1.6470;1.6470;12
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal close value in line 379. CLose value needs to smaller/equal high value: 19980617;1.6212;1.6212;1.6178;1.6518;1
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal close value in line 380. CLose value needs to smaller/equal high value: 19980618;1.6212;1.6370;1.6178;1.6518;1
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal close value in line 381. CLose value needs to smaller/equal high value: 19980619;1.6212;1.6370;1.6178;1.6518;1
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal close value in line 382. CLose value needs to smaller/equal high value: 19980622;1.6212;1.6370;1.6178;1.6518;1
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal close value in line 383. CLose value needs to smaller/equal high value: 19980623;1.6212;1.6370;1.6178;1.6518;1
4/16/2009 9:22:21 AM|2|4|$6BTEST: Volume in line 752 is invalid since it is <= 0. This line and subsequent invalid volume lines have been modified and replaced by a value of 1.
4/16/2009 9:22:21 AM|3|4|$6BTEST: Illegal close value in line 1207. Close value needs to greater/equal low value: 20010912;1.4516;1.4728;1.4388;1.4300;0

[price777999]

hi mate thanks for that , yes it appears that the data is not correct although disktrader.com seam to think they are compiling the data to Ninjatrader spec.

hopefully they will update their data now .

cheers

[NinjaTrader_Kyle]

Hello price777999 and mikeytrader,

Thank you for your posts.

In the case of price777999's historical data files, the data was in the correct format. However, certain lines contained invalid values. For example, the close price being listed as lower than the low price.

When an error occurs during import, specific line items will be listed in the log tab. Removing or editing those lines which produce an error message will allow for successful import.

[price777999]

how do you edit or remove the lines ?

[NinjaTrader_Kyle]

Hi price777999,

Thank you for your reply.

You will need to edit within the text file itself. To find the line(s) that contain errors in the text file, I suggest making note of the date listed in the Control Center's log tab and searching the file using CTRL + F.

Also, you're files were coming with a name of *SYMBOL*M9. The name of the file will need to be in this format: *SYMBOL* 06-09.

Please let me know if you have any additional questions.

[price777999]

i still seam to be having a problem with YM data . I have successfully imported historical minute data but i can not see it on the charts .

i have tried deleting all the data from the instrument then resetting everything but still no luck .

any suggestions ?

[NinjaTrader_Kyle]

Hi price777999,

Thank you for your reply.

If you will send a note to Support [AT] NinjaTrader [DOT] com, with ATTN: Kyle in the subject line, we can troubleshoot further.

Please also attach the historical data file to your message.