Bulk historical data upload or Norgate import workaround

[slocumtrader]

Hello,

I'm a Norgate subscriber for stock market data and I know there is no formal NT connection for them but I was curious if there have been any custom workarounds or solutions to import their data?

Currently I have been exporting data out of Norgate into individual stock text files and using the Import historical data tool in NT. This does work, but it's a bit cumbersome especially if I want to get the entire S&P500 universe in there, that's 500 individual text file uploads that need to be done (and then done again every few months if I want to keep the database updated).

Is there anyway to select multiple stock text files at once via historical data import routine? Or is there some NT folder I could just drop those files in that would automatically include them in my database? Any other coded connection workaround for Norgate?

Thanks!

[NinjaTrader_Jesse]

Hello slocumtrader,

Currently there is no way to do this, you would need to select individual files.

An alternative would be to create a custom import type which loops over a folder. I am not aware of any existing samples I could provide, however the default import types are exposed as a NinjaScript type in the editor which you could review.

I see that you can actually select multiple files during the import browse screen but it only uses the last selected file, I will report this to development for review in case this should actually allow for multiple files here.




I look forward to being of further assistance.

[slocumtrader]

Hi Jesse,

Thanks for the response. I did end up creating my own custom import type to handle Norgates occasional fractionalized volume (can happen wehn you adjust their data for splits) but solving for the multiple file or folder looping is still a bit of a mystery to me.

When I looked into the existing import routine it does seem like NT built it to support multiple files but like you say it only ends up saving the last one.

If you are taking requests for bug/enhancements for future iterations of NT, handling multiple file imports and/or direct Norgate support would be two much appreciated items on my wish list.

Please let me know if you do see any updates on this front, thanks!