CQG Historical Tick Data

[vern13]

What is the best way to get historical data from CQG with no gaps in historical tick data?

Right now I am running ninja version 7 with cqg data feed. I show that I can get tick data back to 2/18 /2010, but the data has gaps. Certain hours and days have been ommitted.

Is it possible to buy "clean" tick data from CQG and import into ninja for backtesting purposes?

[NinjaTrader_Ray]

Hi vern13,

The best way to get clean historical data from CQG would be to purchase from them directly (http://cqg.com/Market-Data/Extended-...ical-Data.aspx) which you would then have to format to our import specification (http://www.ninjatrader.com/support/h.../importing.htm).

[vern13]

Will importing the historical data from CQG and formatting to ninja specs compromise the integrity of the historical tick data?



I have 5 years of TICKWRITE tickdata.......can I import that into NINJA and get the backtesting up and running?

[NinjaTrader_Ray]

Will importing the historical data from CQG and formatting to ninja specs compromise the integrity of the historical tick data?

No.

I have 5 years of TICKWRITE tickdata.......can I import that into NINJA and get the backtesting up and running?

Yes.

[vern13]

I have a crude oil zip file from TICKWRITE for two years of tick data.....It has millions of lines and my spreadsheet is not capable of opening it.

How would I unzip the file in order to import the data into ninja?

[NinjaTrader_Ray]

I have a crude oil zip file from TICKWRITE for two years of tick data.....It has millions of lines and my spreadsheet is not capable of opening it.

How would I unzip the file in order to import the data into ninja?

Since you cannot manipulate the file in Excel, you would have to write a program to read the data and write in the NinjaTrader format (see original reply with link to our Help Guide for the import format). If you are not a programmer, then you could ask the community to help or enlist the service of a certified NinjaScript consultant. Writing a converter should be less than an hours worth of work.

http://www.ninjatrader.com/partners#NinjaScript-Consultants

[vern13]

ok, thank you.