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Import CQG time&sales data without seconds

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    Import CQG time&sales data without seconds

    Dear Sirs,

    It is possible to import time&sales data into NT7 without seconds?

    The historical Time & Sales data sold by CQGDataFactory have a timestamp with the format HHMM without seconds.
    Example:
    F.US.EPH08 20070701 0 2117 151500 B N N 1

    CQG Contract Name 6-14 characters:F.US.EPH08
    Trade Date 8 digits – YYYYMMDD
    Session Indicator 1 character – 0=First Session, 1= Second Session, 2=Third Session
    Transaction Time 4 digits – HHMM (U.S. Central Time)
    Transaction Price
    Transaction Type 1 character – B=Bid, A=Ask, T= Trade, S=Settlement
    Market Indicator 1 character – F=Fast Market, N=Normal Market
    Transaction Correction Indicator 1 character – E=Exchange delete I=Insert F= CQG Filter delete N=Normal
    Trade volume


    Thanks

    #2
    Hello gbulle

    Thank you for your post.

    Unfortunately this is not currently supported. In order to import data into NinjaTrader, it must adhere to the correct format (see following resource):


    Please let me know if you have any additional questions.
    ChipNinjaTrader Customer Service

    Comment


      #3
      Tanks a lot

      Comment

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