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Importing Currency data

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    Importing Currency data

    Hi, I tried to import some currency pairs to ninjatrader. i obtained the minute data from bloomberg and reformatted it to suit ninjatrader. The only thing missing is the volume.

    1) Is volume recorded for currency?
    2) This is the error message I get: "unexpected number of fills in line "1", should be 6 or 3
    3) Does ninjatrader require volume to be included? Will I encounter similar issues with indexes as well?

    #2
    There's no real FX spot volume like in futures, normally volume is to a synthetic value of 1 - same would hold true for indices.

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      #3
      Currencies do have volume.
      I don't understand why do you need to import data from Bloomberg?
      Why don't you connect to Gain and get the data in NT?

      Baruch

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