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Historical data from CSV

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    Historical data from CSV

    Hi!
    I have historical data back to 87' for several instruments in CSV file.
    I would like to download it to NT and then to merge it with the same ticker in order to be up to date every day.
    How can I do that?

    Thanks,
    Marat

    #2
    maratrm,

    I am happy to assist you.

    You can import properly formatted data by using the historical data manager. This is located in Tools > Historical Data Manager. The "Import" tab is where you want to look.



    Please let me know if I may assist further.
    Adam P.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_AdamP View Post
      maratrm,

      I am happy to assist you.

      You can import properly formatted data by using the historical data manager. This is located in Tools > Historical Data Manager. The "Import" tab is where you want to look.



      Please let me know if I may assist further.
      Is it going to merge afterwards with real time data?

      Comment


        #4
        Hello maratrm,

        Yes - this data will be merged with real-time data automatically.
        KyleNinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_Kyle View Post
          Hello maratrm,

          Yes - this data will be merged with real-time data automatically.
          I created historical data file with daily data as per instructions:

          ^SP500.Last.txt

          20120203;1326.21;1345.34;1326.21;1344.9;4608550000
          20120202;1324.24;1329.19;1321.57;1325.54;412092000 0
          etc...

          When I was trying to import the file I received an error in Log:
          06/02/2012 11:25 PMDefault ^SP500: Time stamp line 2 is smaller/equal than timestamp of previous line
          What should I do?

          Comment


            #6
            Hello,

            This means the data in the file is not quite correct.

            Can you please check your data fidelity and make sure all time stamps and : are in their correct locations.

            -Brett
            BrettNinjaTrader Product Management

            Comment


              #7
              ok, I created history data file "^SP500.Last.txt" containing only 4 lines, here they are:
              20120203;1326.21;1345.34;1326.21;1344.9;4608550000
              20120202;1324.24;1329.19;1321.57;1325.54;412092000 0
              20120201;1312.45;1330.52;1312.45;1324.09;450436000 0
              20120131;1313.53;1321.41;1306.69;1312.41;423555000 0

              And I'm still getting the same error:

              07/02/2012 12:47 PM Default ^SP500: Time stamp line 2 is smaller/equal than timestamp of previous line

              Whats wrong?

              Comment


                #8
                Hello,

                You need to reverse the order.

                Smallest date goes on top.

                -Brett
                BrettNinjaTrader Product Management

                Comment


                  #9
                  many thanks

                  Comment


                    #10
                    Yes I would like to hear exactly how to do that!

                    Comment


                      #11
                      Tom what exactly are you asking?

                      -Brett
                      BrettNinjaTrader Product Management

                      Comment


                        #12
                        Can I use any data csv file format what specifically needs to be done?

                        Comment


                          #13
                          tom,

                          The csv file format must be metastock format or NinjaTrader format. If you want to see what this format looks like please try exporting data and looking at the relevant exported file.
                          Adam P.NinjaTrader Customer Service

                          Comment


                            #14
                            Originally posted by maratrm View Post
                            Hi!
                            I have historical data back to 87' for several instruments in CSV file.
                            I would like to download it to NT and then to merge it with the same ticker in order to be up to date every day.
                            How can I do that?

                            Thanks,
                            Marat
                            I like to know it too . Thank you NinjaTrader_AdamP .

                            Comment


                              #15
                              Please see this guide on importing data into NT, let me know if any specific questions.



                              -Brett
                              BrettNinjaTrader Product Management

                              Comment

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