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importing historical data

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    importing historical data

    I am trying to do a backtest on data from a futures contract that is not included in the instrument manager.
    It is the CSI 300 futures from Shanghai. I fgured that I would create a dummy contract on the HKEX because of time zone ($HK does not make a differece as long as I know how the contract is scaled).
    After converting the data from ascii to text and imprting to NT format successfully, I tried open a chart window on the daily data but get a blank screen,

    Any suggestions on how to do this?

    #2
    Thanks for the post Asing, how was the txt file named that you imported for this contract?

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      #3
      I named the txt file the same name as the contract name that I created in the Instrument Manager

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        #4
        So for example xxx 03-12.Last.txt?

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          #5
          It is a continuous contract of futures data, so I just named it CSIFUT

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            #6
            Ok, but in any case you would need to inclulde an expiry for a futures contract. Right now you likely have imported the data as custom stock then.

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              #7
              How would I test a continuous futures contract?

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                #8
                Hello,

                In this case you would import with the filename:

                CSIFUT ##-##.txt

                Then you will pull up the chart as CSIFUT ##-##.

                ##-## means the continuous contract.

                -Brett
                BrettNinjaTrader Product Management

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