Import new trading instrument

[DarkPool]

Hi All,

Please can someone advise if this is possible and how to do it. I have 1min data from a trading instrument (the ALSI on the Safex exchange). This data is not provided by my Ninjatrader broker/data provider but I want to be able to use ninjatrader to analyze it and create strategies.

Is it possible to create an ALSI instrument (which doesn't exist through my broker/data provider) and import this 1min data into it so I can work with it. I dont need to be able to trade this instrument, I just want to be able to use NinjaTrader to work with the data.

My other question is, if the above is possible can I import new ALSI data regularly? I usually have about a months worth of data at a time, so I would like to just import the new data to add it to the ALSI instrument each month.

Thanks for the help.
cheers.

[NinjaTrader_Bertrand]

Hi DarkPool, yes that is possible, you can add a custom master instrument to the Instrument Manager in NT and then import data for it in our Historical Data Manager :

Adding an instrument - http://www.ninjatrader.com/support/h...e_database.htm

Using the HDM to import your data - http://www.ninjatrader.com/support/h.../importing.htm

You can also update the data periodically.

[DarkPool]

Great, ill give it a try.

[DarkPool]

Hi again,

Im not sure if im doing some thing wrong but whenever I try to import my data, it doesn't import it to the ALSI future instrument that i've created, but rather creates it's own ALSI Stock and imports it there.

My futures instrument has 1 tick and 10 points, wherease the stock that gets created has 0.01 tick and 1 point.

I've attached a few screenshots of what i've setup, as well as the Stock that NT creates when I try import the data.

Below is a few example lines of the data that im importing. My file has no headings in it and is saved as ALSI.Last

20120507 083057;29888;29888;29801;29825;171
20120507 083159;29836;29865;29830;29850;87
20120507 083259;29850;29853;29835;29849;113
20120507 083357;29850;29880;29848;29880;78
20120507 083457;29880;29911;29880;29900;183

Am I doing something wrong?

thanks.

[NinjaTrader_Bertrand]

For a futures contract, please specify the expiry of the source data as well and name your import text file accordingly, so for example ALSI 06-12.Last.txt

If you don't do this step, it would be interpreted as stock / equity data and a new 'on the fly' master symbol will be created automatically, this is what happend in your case shown.