Importing Forex Data

[alindumitrescu]

Hello,

I am trying to import Forex historical data and I am not sure about the format of the file needed. My file has Tick data in the form of Date;Asking Price;Bid Price

20040101 074301;1.258700;1.259700
20040101 074751;1.258500;1.259500
20040101 174614;1.258600;1.259600
20040101 175608;1.258500;1.259500
20040101 175615;1.258500;1.259500

I cannot access the online help - for some reason IE hangs - can you please post instructions on here or email them to me?

[NinjaTrader_Jason]

Hello,

You can access the help guide by pressing the F1-key in NinjaTrader. Please go to Historical Data-->Import and you will see instructions on how to import tick data. The example you posted does not allow you to import this data. The data needs to be in the following format:

yyyMMdd HHmmss;price;volume

It seems your example does not includes volume, but uses another price.

[alindumitrescu]

The prices are Ask and Bid and I have no volume data. How can I import both ask and bid into the app?

[NinjaTrader_Ray]

I suggest subsitute bid price for last price and put in a synthetic value for volume such as 1.

[joecgoodman]

alindumitrescu,
I have a lot of forex tick data in the same format as you, shown here:
mm/dd/yy hh:mm:ss Bid Ask
01/01/07 21:34:59 1.319450 1.320450
01/01/07 21:35:00 1.319350 1.320350

Ninja needs the format below (example taken from the Version 6 help guide):
yyyyMMdd HHmmss;price;volume
Sample data:
20061107 000431;1383.00;1

What we need is a programmer who can convert our tick data to the Ninja accepted format. I'm hoping a programmer will see this post and be willing to help in exchange for having the tick data for their own use.

[Elliott Wave]

It appears Dukascopy has a ton of historical Forex data.

It would be great if it could somehow be used in NT as well.
30 days of historical data is great and all, but years are better!

http://www.dukascopy.com/swiss/english/data_feed/csv_data_export/

[joecgoodman]

All we need is a programmer that can use string commands to rearrange the format (I think).

[Elliott Wave]

More historical Forex data is badly needed for NinjaTrader...

30 days is not enough, it makes longer term strategies (including 4 hour time frames which are quite popular) nearly impossible to use.

If MetaTrader can provide years of data, I'm sure NT can do better than one month...

If NT is unable to provide more data (which would be understandable as they are not a data vendor), then at very least 'bump up' better importing of data on the 'list of future considerations'.

[NinjaTrader_Eamon]

More historical Forex data is badly needed for NinjaTrader...

30 days is not enough, it makes longer term strategies (including 4 hour time frames which are quite popular) nearly impossible to use.

If MetaTrader can provide years of data, I'm sure NT can do better than one month...

If NT is unable to provide more data (which would be understandable as they are not a data vendor), then at very least 'bump up' better importing of data on the 'list of future considerations'.

Thank you for the suggestion. I'll forward this on to the development team.

[decus]

All we need is a programmer that can use string commands to rearrange the format (I think).

You can do what you need in excel, I used it to modify some forex data into NT format. I was working with 15min data and it easily handled transforming ~170000 lines

[emmzett]

All we need is a programmer that can use string commands to rearrange the format (I think).

Greetings to all :-)

I'm new to NT, exploring alternatives to *other* scriptable systems. You can contact me and I will adjust the data files to whatever you like.

Regards,
emmzett