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    www.tickdata.com / TickWrite

    Hello,

    From the Help Guide, NT imports data in the following format:

    yyyyMMdd HHmmss;price;volume

    However, my data from Tickdata (downloaded through their TickWrite software) is formatted as this:

    yyyyMMdd;HHmmss;price;volume

    (note the extra semi-colon between date and time)

    I've read in one of the older posts that NT 7 will support Tickwrite's format, but I don't see this reflected in the Help Guide. Another user also mentioned that Tickwrite can export directly into NT's format, but I'm unable to find this option as well.

    Is either of the two functionality above actually available, and if so, how do I access them. If not, what are my options to convert Tickwrite's format into NT's?

    Thanks!

    #2
    Found the answer - I didn't notice there's a "Date and Time" field name available in TickWrite.

    A related question - I would like to download the contract expiration separately, and import them one by one into NT so that I may make use of NT's auto-merge feature.

    Now, if I want ES03-11 for example, can I simply download the tick data from 1 Jan 2011 - 31 Mar 2011, and name it ES03-11.txt?

    Comment


      #3
      Hi nicbizz,

      Thanks for your post. Glad to see you were able to answer your question here.

      You could import the individual expiries in to NinjaTrader as you describe, but file name would be more like 'ES 03-11.Last.txt'
      KyleNinjaTrader Customer Service

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