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Historical intraday futures data

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    Historical intraday futures data

    Hi,

    I have two years of historical tick data for the asx SFE SPI 200 and cannot get it into NT as a futures contract.

    When I import it, it comes in as imported stock data.

    I have a text file called SPI.txt with two years of continuous contract data in the following format
    20060103 095000;4749;10

    I can export the data in any format if continuous is a problem.

    I've tried creating the futures contract first before importing the data but it makes no difference. I was able to view it as stock data in version 6, but since moving to 6.5, I can't even see that.

    Regards,
    Julian.

    #2
    The name of the file needs to match an existing (!) NT instrument.

    Comment


      #3
      Thanks for the prompt reply Dierk but I've read that help and tried that already. The name of the future is SPI and the filename is SPI.txt.

      What am I missing?

      I read another thread where they used the name with a contract extension so I've also tried SPI ##-##.txt for a continuous contract.

      I don't have any live data feed. Does that make a difference?

      Regards,
      Julian.

      Comment


        #4
        Please make sure you have "SPI ##-##" e.g. in your default instrument list.

        Comment


          #5
          Huzzah!

          Thanks for your help and patience Dierk. I'm not sure what I did differently this time but it's finally working.

          Cheers,
          Julian.

          Comment

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