Importing Tick Data Problem

[mntemel]

Hi,

I have tick data for AMZN that I want to import into my NT8, took a sample for 2023-03-29 and it looks like this;



I used the Historical Data > Import tool as below to import the data into NT8 (8.0.22.2), it was successful



I can see that tick data is in place as below;



Now when I go to the chart (tick data option checked) and open 29th of March for AMZN, I'm only seeing 6 bars in total in a one minute chart, I tried different time frames, it's not working



I tried with 1500 tick chart, doesn't look right either.



Any idea where I might be going wrong with this data import?

Thanks
M

[QuantKey_Bruce]

At a minimum your third column (the tick within the second) needs to have seven digits not six. I'm not sure if there are other problems. Ticks in .NET are 100 nanoseconds in length, so there are seven digits in the possible timestamp after the seconds position.

I don't know for sure but I suspect that since your data is in the wrong format it is falling back to seconds precision and ignoring the subsecond information since it is not in the right format.

See also: https://ninjatrader.com/support/help.../importing.htm expand the subsection: Tick Format (Sub Second Granularity)

[mntemel]

thanks @QuantKey_Bruce, I made the change as you suggested, imported data for 30th of March


Still seeing a similar picture



Thanks
M

[NinjaTrader_ChelseaB]

Hello M,

Note, that you will need to check the 'Generate 'Minute' bars from imported tick data' option if you are importing tick data and want to load a minute chart.

That said, the data in the file appears to be for March 30th. There may be missing data from before this day.

May I confirm you have compared the data in the historical data window to the imported file? Are there ticks missing in the historical data window that are in the file?

[mntemel]

Hi @NinjaTrader_ChelseaB thanks for looking into this. I deleted the previous import and imported the dataset again by checking the 'Generate 'Minute' bars this time, once again the chart doesn't show a proper 1 minute chart, looking at the instrument's minute data in the database (screenshot below), it only has 15 items with these random time blocks. really odd.


And when I look at the Tick data items in the database, you can see from the screenshot below that there are thousands of items imported, but the chart is giving this very odd output for 1500 tick chart (Tick Replay checked in settings)


Unfortunately it's just not working.

Thanks
M

[NinjaTrader_ChelseaB]

Hello M,

Which ticks are missing in the historical data window that are in the historical data text file?

Or which ticks in the historical data window are not matching the text file?

[mntemel]

Hi NinjaTrader_ChelseaB,

They all seem to be matching, here you can see it in the screenshot below. The total number of imported rows matches the total number of lines that are the txt file as well.

Thanks
M

[NinjaTrader_ChelseaB]

Hello mntemel,

If the data in the Historical Data window is matching what is in the text file, then this would be the same that is displaying on the chart.

Open a 1 tick chart if you would like to compare with the Historical Data window and confirm.

This would indicate that the data in the text file is not as you expect.

[mntemel]

@NinjaTrader_ChelseaB thank you, looks like there was a problem with my dataset, figured out the problem.