Importing Bid and Ask at once

[Hanky27]

Hi
I have succeeded in coding my own script to import Forex Tick data from the Historical Data Tool, Section “Import”. I used the templates from Custom\ImportTypes for this.
While the import itself is working now, I find it very annoying that

1. The import is very slow. It takes ca. 1 hour to import the tick data of 1 year.
2. Ask and Bid must be imported separately which adds another hour :-(

And this despite of the fact, that I have the Bid and the Ask values at once in every single loop call.
While I don’t think that this can be changed easily, I have noticed that in the section ”Download”, Bid and Ask can be checked at the same time. So I assume that it would be possible to load Bid and Ask in one loop call.
So my question is, if there are also some templates available to code own scripts for the “Download” mechanism in NinjaTrader 8?

Thx

[NinjaTrader_ChrisL]

Hi Hanky27, thanks for your post.

A year of tick data could take a while to import. Tick data for a single day can have tens of thousands of data points. If the other import types take this long, and your CPU is working near or at maximum then this is just a complexity problem.

There is no way to customize a Download because that comes directly from the data provider's historical data server. We do have the BarsRequest method where historical data can be accessed from the data provider. One could make an addon to customize a historical data request, but this will not be stored into the Documents\NinjaTrader 8\db folder automatically, that would also need to be done manually through the addon. We have a full example of an addon here:

https://ninjatrader.com/support/helpGuides/nt8/?addon_development_overview.htm

Please let me know if you have any questions.