Continuous ES contract with historical data

[simjs]

Hi,

Can I export my DTN tick data from Multichart and import into NinjaTrader 7 ?

I am planning to create continuos ES contract and import DTN tick data into Ninjatrader 7. Please let me know how to do it.

I look forward to your help.

Thanks in advance.

[NinjaTrader_Cameron]

Hello,

If you are currently using DTN IQ Feed with MultiCharts, you can also connect DTN IQ Feed within NinjaTrader.

The following link will take you to a page that details the steps required for creating a connection to IQFeed.

http://www.ninjatrader.com/ConnectionGuides/IQFeed-Connection-Guide

You may need to disconnect from IQ Feed in MultiCharts before you can connect in NinjaTrader.


Additionally, if you are able to export data in MultiCharts, you can import the data into NinjaTrader as long as it matches our Import Guidelines.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?importing.htm

[simjs]

Cameron,

Thanks for the reply. I have more than 5 years DTN tick data with My Multichart. I will like to import the 5 years tick data into Ninjatrader 7. When I export my multichart tick data, its a large data file in txt format. Can I know whether this allow to import into NinjaTrader 7 ?


Thanks in advance.

[NinjaTrader_Cameron]

simjs,

Verify that the Text file meets our import data formats.

Understanding import file and data formats -

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?importing.htm

[simjs]

Cameron,

Thanks. I will check and let you know.

Can you let me know how to create Continuous contract with DTN data feed ? I am using @ES# on my Multichart.

Thanks in advance.

[NinjaTrader_Cameron]

simjs,

In NinjaTrader you will use ES ##-## for continuous contracts.

[simjs]

Cameron,

My Multichart exported data are in following format :-

"Date","Time","Price","Volume"
1/4/2013,23:00:14,1556.50,1
1/4/2013,23:00:15,1556.50,1
1/4/2013,23:00:15,1556.50,1
1/4/2013,23:00:32,1556.50,2
1/4/2013,23:00:48,1556.75,1

Will the above work ?

Thanks.

[NinjaTrader_Kyle]

Hello,

If the date format could be modified this would work.

The format 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