Newbe questions: Historical data and formats

[rcsingleton]

Import of Historical Data

Hello.

I've taken a look the document describing the format required for importing daily data into NT. I've got a question about the first line of the file. I've got a file, 'AUDCAD.csv' which contains historical daily data. But the first line of the file contains the header, 'Date,Open,High,Low,Close'.

Does that line need to have its commas replaced with semi-colons to look like this ==> 'Date;Open;High;Low:Close' ?

Or does it matter ?

Regards,
R. C.

[NinjaTrader_Dierk]

Only the format documented is supported -> no header lines, no commas

[8DTK8]

Would Zoltran or anyone else be able to give me a hand with continuous ES?

Update 5 min later.
Sorry. It was just slow loading up.
Your advice worked great.
Thanks.


---

I want a daily chart as far back as it will go. I just signed up with IQFeed and after a few errors got it to connect. I'm having trouble getting the continuous contract. I tried using the ##-## expiry date. It just hangs and my Windows Task Manager and IQFeed tell me that there's nothing going on.

Thanks in advance.

Sure they do ... I just picked up an ibm chart back to 1996. And a monthly ES chart back to 1997

Of course, you have to use the continuous contract format for futures ..
You can't get a long history for the current contract, as it's only exists for 3 months .
So either your chart program or provider needs to splice all the individual contracts together to make a continuous contract.
NT does not do this. IQfeed, Esig, Opentick do.
Search the forum for some good discussion on this topic.

Try adding an instrument to NT instrument manager using ##.## for the expiry date.

Works like a charm.

[8DTK8]

ok... so maybe I do have another question

Although it functionally works, it's taking a long time. After my success with loading 6 months of daily data (which took a decently long time 5-10 minutes), I got brave and thought that I would try the entire ES history from 1997. It's been 3 hours (I've been able to walk to the gym, work out, come back, cook dinner, eat dinner and do the dishes) and it's still going.

Task manager says that everything is still running and nothing has crashed and IQ Connection Manager still registers as being on (even though it's between .00 - .04 KB/sec). This is what it looked like when I loaded the 6 months of data so I don't know whether to let it run or force it to quit.

Is this because I'm still on the 7 day trial or is this what I can expect once I start paying too?

Thanks.

Update 5 min later.
Sorry. It was just slow loading up.
Your advice worked great.
Thanks.


---

I want a daily chart as far back as it will go. I just signed up with IQFeed and after a few errors got it to connect. I'm having trouble getting the continuous contract. I tried using the ##-## expiry date. It just hangs and my Windows Task Manager and IQFeed tell me that there's nothing going on.

Thanks in advance.

[billitin]

IQFeed works fine for me. Pulled up ES daily chart for the last 10 years in 10 seconds, and intraday chart for the last 3 years in 2 minutes.

[NinjaTrader_Dierk]

@stefij: I deleted your post since it referred to competitive products. Also: please do no submit posts redundantly in different threads. Thanks

[elliot5]

Hello. Ray asked me to make a post.

I do resell data from Premium data. I do also use Ninja trader and do trade. If you email tech support it will go straight to premium data tech support, you can email me at [email protected]. Before you ask, this is a throwback to say 3-4 years ago when I was teaching high net worth individuals how to trade and backtest their strategies. Long story but I did give data to my students and it sort of continued on from there. The chaps at premium data are very nice people and can answer technical issues. To be honest I never really had any questions about the technical issues as the software and updates tends to work. Never had a complaint either come to think of it. Anyhow Im waffling, as to the question of data converter I did write one in C# a while back when I was looking into Ninja script. it just converts the data for you from ASCII.

Cheers

Do you still have that data converter for ASCII to a NT friendly format?

Regards

[saltminer]

imported data versus a live connection

On this topic, if I purchase and import 20 years of stocks data, and then connect to say Kinetick with a 5 year chart open, what will happen ?

A) Any data not in the cache will be requested from Kinetick to create a complete chart.(e.g. the last 3 days)

B) Data for the 5 years the chart wants will be requested from Kinetick and overwrite the previously imported data

C) Something else

Thanks,
saltminer

[abhi701]

Erronous data displayed by Ninja Trader 7

Hello everyone ,

I thought that it would be better to observe sthg doubtful before posting to the forum, so i observed the data displayed on NT charts for 1 week and saw following anomalies:
Although data was available to ninja trader for upto 20th Jan only , on the chart it was showing the day as 21st jan
Also It was delaying the historical data for 1 day , like if i start downloading data say after 6PM IST , even then i would not get the latest data. So in effect historical data is delayed for 1 day.
I am using yahoo data feed for nse stocks. While writing this post one thing just clicked me that whether all this could be some time zone error ?

Posting the snaps for the above errors..

Thanks,
Abhishek

[NinjaTrader_Chip]

Hello abhi701

Welcome to the NinjaTrader Support Forums!

What time zone is your PC clock currently set to?

What is one of the instruments you are using when you experience this issue?

[abhi701]

Hello abhi701

Welcome to the NinjaTrader Support Forums!

What time zone is your PC clock currently set to?

What is one of the instruments you are using when you experience this issue?

Hi Chip my PC is been set to (UTC+05:30) Chennai, Kolkata, Mumbai, New Delhi.
It happens on stocks for Indian markets in NSE , like HDIL ,DLF.

Thanks,
Abhishek

[NinjaTrader_Brett]

Hello,

This is the reason this occurs.

It also occurs due to the fact that your using a Default 24/7 session template most likely.

Please try using a Regular Trading Hours or Extended trading hours session template for the chart under right click->data series menu.

What occurs is the time stamp of the daily bar is being midified for EST. Since 12:00 AM bar stamp from your broker is being modified for EST time it is move the time for enough that it is displaying the next day.

Let me know if I can be of further assistance.

[murthymsr]

Hello everyone ,
.............
Although data was available to ninja trader for upto 20th Jan only , on the chart it was showing the day as 21st jan
.........
Abhishek

Hi abhi,

The link below discussed this problem and presented the solution.

http://www.ninjatrader.com/support/forum/showthread.php?t=31877&highlight=Daily+data+displacement:

[abhi701]

Hello,

This is the reason this occurs.

It also occurs due to the fact that your using a Default 24/7 session template most likely.

Please try using a Regular Trading Hours or Extended trading hours session template for the chart under right click->data series menu.

What occurs is the time stamp of the daily bar is being midified for EST. Since 12:00 AM bar stamp from your broker is being modified for EST time it is move the time for enough that it is displaying the next day.

Let me know if I can be of further assistance.

Hi Brett & murthymsr , thanks for your help and i did as told by you , but was successful only to an extent , To clear the doubts i am attaching screenshots for the same.
Data is till 21st only: http://www.ninjatrader.com/support/f...3&d=1295931668


25th data doesnt exists in history but is displayed: http://www.ninjatrader.com/support/f...4&d=1295931668

Indicators are drawn upto 2nd last value only: http://www.ninjatrader.com/support/f...5&d=1295931686

Data in Data Manager: http://www.ninjatrader.com/support/f...6&d=1295931686

Even on 25th i am not getting data for 21st: http://www.ninjatrader.com/support/f...7&d=1295931699

I will be greatly obliged if u cud further help me in this problem..
Thanks.

[NinjaTrader_Brett]

Hello,

In this case the session template you are using is still applying too much of an offset. Please go into the session manager by control center->tools->Session manager.

Then edit the session template you will be using, change the this time zone is at the bottom their to your own time zone or a time zone that if farther to the east. Then try the chart again.

As far as the indicators. If you want them to display to the current bar you will need to right click->indicators on the chart and then turn Calculate On Bar Close = False.

Let me know if I can be of further assistance.