Import Historical Data from Code

[Zeos6]

Hi,

Is there any way to import historical data specified by an instrument symbol map (rather than its name) programatically from within a NinjaScript?

[NinjaTrader_ChrisL]

Hello Zeos6,

Thanks for the post.

There is not a supported way to access the symbol mappings for instruments. For historical data to be readable in NinjaTrader, it must be imported from the user interface because importing converts a comma-separated .txt file to a special format, so that would not be possible through NinjaScript.

Please let me know if I may assist further.

[Zeos6]

Thanks for the reply ChrisL.

Just one more item. Since the Bars object represents the data in the historical repository, is there a programming way we can see what data is actually in the repository, and can we assign the Bars object to different data in the repository?

[NinjaTrader_ChrisL]

Hello Zeos6,

Thanks for the follow-up.

The only way to load additional data would be to use AddDataSeries()

https://ninjatrader.com/support/helpGuides/nt8/en-us/?adddataseries.htm

The data you need must be determined at compile time since the parameters of AddDataSeries must be hardcoded and not reliant on other properties.

Some pure .NET framework would need to be used to access the ..\Documents\NinjaTrader 8\db directory and do computations on the data. Keep in mind one would need to decipher the hex form of historical data that is stored in .ncd files.

Please let me know if I can help further.