Using Instrument Manager? Massive forex data.

[Temjinck]

Hello,

I have some questions in regard to importing historic tick forex data via the instrument manager.

1.) Where exactly does the "imported" data are stored in the Ninjatrader software? Is it located in some file/directory? Or is it linked back to the original file used for importing? (e.g. csv, excel)

2.) Since I have tick data for all the currency pairs back up to 2002 (via gain capital), a full history for each one may contain over several million rows of data. As I use MS Excel 2007 in storing these data, it is impossible to use one single file to store all those information since it exceeds the limit of 1 million rows per file. I would need to import several files for each particular currency pairs over a specific period. (from 2006 to 2009, one file for each year) I would like to know how do I do this in the instrument manager? (this ultimately leads back to question 1, where to I find the imported data within NJ?)

3.) Where in the software can I find out the "date" period on the historic data? At present, I have to write this down manually so I know which period I need to backtest. But I cannot find where to look for this information in the software itself. This goes to same for the original stock/futures data included in the original installation. I do not know what period those data refer to.

4.) Since Ninjatrader can construct any other periods data using tick data and present them in chart form, is it possible to extract these data in different periods back onto the excel sheet? I want to calculate the correlations between specific instruments in specific periods, but I only have tick data. If NJ can constructs 5 minutes data, then I'm sure those data can be exported back out?

Many thanks for your help.

Regards,

Temjin

[NinjaTrader_Jason]

Hello Temjin,

1. Imported historical data is stored in the NinjaTrader database; My Documents-->NinjaTrader 6.5-->db-->NinjaTrader.mdb

2. I believe you should be able to import the file. Instructions can be found at the link below.

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

Let me know if this will not work for you.

3. Unfortunately this is not supported. However, you could create a chart when not connected to a data feed using a large timespan and check what historical data is present.

4. You can export historical data as per the instructions at the following link.

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

[Temjinck]

Hi Jason, thanks for replying.

Hello Temjin,

2. I believe you should be able to import the file. Instructions can be found at the link below.

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

Let me know if this will not work for you.

I have no problem importing one single file into a currency pair. However, my concern is if I import "multiple" files with different date periods onto the same instrument, do the previous history get deleted, get overwritten (if contain same data set) or simply extend the data? (which is my preference)

3. Unfortunately this is not supported. However, you could create a chart when not connected to a data feed using a large timespan and check what historical data is present.

That is my current solution. I would prefer this becomes a feature one day though.

Thank you again.

Temjin

[NinjaTrader_Jason]

Hello Temjin,

The data will be extended upon importing historical data for a different period.