Importing Futures Historical Data

[kaywai]

Hi,

I have about 5 years of futures historical data which I'm trying to import into NT8 but having little success. I'm getting the message "Instrument is not supported by repository." Here is a sample of the data.

20190101	10953.3	11000.95	10876.45	10995.65	1783
20190102	10950	10970	10793.2	10862.85	5232
20190103	10864.9	10889.75	10744.1	10750.9	4659
20190104	10781	10825	10710.05	10811.35	5362
20190107	10893.55	10922.95	10810	10836.85	3150
20190108	10821.35	10900.45	10800	10877.65	3707
20190109	10930.55	10935	10800	10906.65	4765
20190110	10914.9	10921	10865.85	10887.3	1489
20190111	10890	10913.95	10806	10861.6	3112
20190114	10834	10834.8	10752.6	10801.95	4022

Can you please advise how I can go about importing it?

Regards

Kay Wai

[NinjaTrader_ChristopherJ]

Hello kaywai,

Thank you for posting.

I have included a link below to our Help Guide that goes over the specific format required for each data type in order to import data into NinjaTrader successfully.

• https://ninjatrader.com/support/help.../importing.htm

Let me know if I may be of further assistance.

[kaywai]

Hi Christopher,

After the first instrument NZ 01-19 was successfully imported, the second one, NZ 02-24 gave me the same message.

The example above is that from my excel file, which was the wrong for me to provide as an example. Here is the sample for NZ 02-24 for which I'm getting a similar message.

20190101;10953.3;11000.95;10876.45;10995.65;1783
20190102;10950;10970;10793.2;10862.85;5232
20190103;10864.9;10889.75;10744.1;10750.9;4659
20190104;10781;10825;10710.05;10811.35;5362
20190107;10893.55;10922.95;10810;10836.85;3150
20190108;10821.35;10900.45;10800;10877.65;3707
20190109;10930.55;10935;10800;10906.65;4765
20190110;10914.9;10921;10865.85;10887.3;1489
20190111;10890;10913.95;10806;10861.6;3112

It doesn't seem like a data issue. How do I create add each contract? Please advise.

Regards
Kay Wai

[NinjaTrader_ChristopherJ]

Can you provide me with the name format you used for saving the data file that is being used to import.

[kaywai]

Hi Christoper,

The name format is NZ 02-19

Regards

Kay Wai

[NinjaTrader_ChristopherJ]

Hello Kay,

Is this data using the Last price? If so to import the data the file must be saved in the following format NZ 02-19.Last.txt

[kaywai]

Hi Christopher,

The message is "Unable to import file "H:\NZ 02-19.Last.txt. Instrument is not supported by repository."

I have attached a few text files for your investigation. These are Nifty Futures from India.

Regards

Kay Wai

[NinjaTrader_ChristopherJ]

Please go to the Control Center->Tools->Instruments->Select NZ->edit->Scroll to the bottom of the window to Contract months->Left click in the box to the right to Edit rollovers and confirm you currently have an 02-29 expiry listed in the Configured column. If you do not please add this expiry then once added attempt to import your data for the 02-19 contract.

[kaywai]

Hi Christopher,

Does this mean I have to create an individual contract for 60 contracts? That's for 12 monthly contracts a year over 5 years.

Regards
Kay Wai

[NinjaTrader_ChristopherJ]

Since this instrument is not included by default within the NinjaTrader database unfortunately each expiry would need to be added manually.