Database Location

[Oil_Trader]

Where is the historical database located in the C: drive?

How can I import continuous DAILY data for Futures?

Do I need to create new symbols list? how?
If I import this data, will it be an (Index, Stock, or Future?)

If I name each file example CL vs CLU0...what is the difference and which is better?

[NinjaTrader_Austin]

Oil_Trader, it is not recommended to directly edit the file system for historical data. To import data, you can go to Tools -> Historical Data Manager -> Import and then select the data you want to import. If the imported instrument does not exist in the Instrument Manager, it will be created. Most likely it will be imported as stock data, although if you create the instrument in the IM first, it will import with all the correct settings.

It would be best to just use a file called CL because NinjaTrader does not use the month code/year expiration codes.

Please take a look at the help guide section on importing data for more information.

[Oil_Trader]

Does the Tick Data have to be broken down into smaller batches?

EX...ES TickData size is 8GB in WinRar format...do I have to split this or can it be uploaded as is?

[NinjaTrader_Austin]

Hello there, the file format is noted on the help guide import page, but I've also copied it here for you. In short, you will have to un-rar your tick data into .txt files of the appropriate format, which can then be read by NinjaTrader:

File Name
The name of the text file to be imported must be the NinjaTrader instrument name followed by a period and "Last", "Bid", or "Ask" depending on the data type. For example:

MSFT.Last.txt for Microsoft stock last price data
ES 12-09.Bid.txt for the S&P E-mini December contract bid price data
$EURUSD.Ask.txt for the Euro/U.S. dollar currency pair ask price data

Tick Format
Each tick must be on its own line and fields must be separated by semicolon (.

The format is:
yyyyMMdd HHmmss;price;volume

Sample data:
20061107 000431;1383.00;1
20061107 000456;1383.25;25
20061107 000456;1383.25;36
20061107 000537;1383.25;14

Minute Bars Format
Each bar must be on its own line and fields must be separated by semicolon (. Only 1 minute bars can be imported.

The format is:
yyyyMMdd HHmmss;open price;high price;low price;close price;volume

Sample data:
20061023 004400;1377.25;1377.25;1377.25;1377.25;86
20061023 004500;1377.25;1377.25;1377.25;1377.25;27
20061023 004600;1377.25;1377.25;1377.25;1377.25;24
20061023 004700;1377.50;1377.50;1377.25;1377.25;82

Daily Bars Format
Each bar must be on its own line and fields must be separated by semicolon (. Only 1 day bars can be imported.

The format is:
yyyyMMdd;open price;high price;low price;close price;volume

Sample data:
20061023;1377.25;1377.25;1377.25;1377.25;86
20061024;1377.25;1377.25;1377.25;1377.25;27
20061025;1377.25;1377.25;1377.25;1377.25;24
20061026;1377.50;1377.50;1377.25;1377.25;82