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Importing historical data

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    Importing historical data

    Hoping NT Support can help,

    I've purchased historical 5min data and have just realised NT6.5 can not import 5min data. Only 1min bars can be imported.

    Are there any brilliant ideas on how I might attempt to import information in the below format?
    01/10/2008 9:50 1152.76 1152.76 1150.07 1151.26 20
    01/10/2008 9:55 1151.37 1154.44 1150.82 1154.24 20
    01/10/2008 10:00 1151.25 1151.25 1144.68 1145.44 20
    As always thanks
    Shannon

    #2
    Hello,

    I am sorry, it has to be in this format:
    DenNinjaTrader Customer Service

    Comment


      #3
      Ben,

      Thanks for the reply.

      I am aware of the required format, am am sure I can transform the information I have to the format that is required by NT6.5. The question I have is, is it possible to input 5min data given NT6.5 only accepts 1min data?

      I'd imagine I'd have to duplicate each line of data, sequentially increasing the time stamp to "fill in" each of the four missing minutes between each 5min row.

      On a side point I noted, NT7 was expected to be capable of importing different historical data formats, is that correct?

      Regards
      Shannon

      Comment


        #4
        Hello,

        The data must be in the 1 min. format that indicated.

        I am not yet fully versed in the NT7 features but they are listed here:

        DenNinjaTrader Customer Service

        Comment


          #5
          Although not "supported", you can import 5min bars or any other timeframe (I did it - see example below). As far as NT is concerned, the data is "missing" 4 out of every 5 bars, but no big deal since NT doesn't care about gaps. Just set the chart to 5min bars and do your thing. Of course in this case, you can't execute a strategy on lower resolution bars since they don't exist.

          19990104 073500;1408.25;1409.25;1406.25;1408.25;0
          19990104 074000;1408.50;1413.75;1408.00;1411.50;0
          19990104 074500;1412.00;1412.00;1409.75;1410.00;0
          ...

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