I have merged daily futures data in a single text file per instrument reaching back many years. I also have intraday + daily data but only for the last 20 month stored in ninja.
Can you please tell me how I should import the daily data? I read in a post that CL ## ## would be the correct symbol, but doesn't this corrupt my 20 month data? Or is it better to create a separate symbol only used for the daily data?
Then i would like to know how to handle Open Interest. According to the help guide the correct format for daily data is:
yyyyMMdd;open price;high price;low price;close price;volume
Sample data:
20061023;1377.25;1377.25;1377.25;1377.25;86
20061024;1377.25;1377.25;1377.25;1377.25;27
20061025;1377.25;1377.25;1377.25;1377.25;24
20061026;1377.50;1377.50;1377.25;1377.25;82
Should i just add another colums for OI?
Thanks,
Marco
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