Hello,
I am having trouble importing some years of historical data for the ES. The data file I have is just called ES.txt
The data looks like:
20240515 000001;5275.25;5275.25;5275.5;1
20240515 000001;5275.25;5275.25;5275.5;1
20240515 000001;5275.25;5275.25;5275.5;1
20240515 000001;5275.25;5275.25;5275.5;1
20240515 000001;5275.25;5275.25;5275.5;2
20240515 000001;5275.25;5275.25;5275.5;1
20240515 000001;5275.5;5275;5275.5;1
20240515 000009;5275.5;5275.25;5275.5;1
20240515 000020;5275.25;5275.25;5275.5;1
I believe this format is okay, and it imports fine, but I think I may be naming the file incorrectly. This is last, bid, ask data, and I see on your guides that the format for naming should be:
Formatting the File Name
When using the NinjaTrader format, the name of the text file to be imported must be the NinjaTrader instrument name followed by a period and "Last", "Bid", or "Ask" depending on the data type. For example:
MSFT.Last.txt for Microsoft stock last price data
ES 12-09.Bid.txt for the S&P E-mini December contract bid price data
EURUSD.Ask.txt for the Euro/U.S. dollar currency pair ask price data
For the ES, i want to load a few years through one text file, but when I do, it makes a new ticker called ES, which I understand. So my question is, how can I import the data so that it uses the correct contracts throughout the years? Should i use .Bid.txt or .Ask.txt also, or is it something else? Any insight would be really appreciated.
Thanks
I am having trouble importing some years of historical data for the ES. The data file I have is just called ES.txt
The data looks like:
20240515 000001;5275.25;5275.25;5275.5;1
20240515 000001;5275.25;5275.25;5275.5;1
20240515 000001;5275.25;5275.25;5275.5;1
20240515 000001;5275.25;5275.25;5275.5;1
20240515 000001;5275.25;5275.25;5275.5;2
20240515 000001;5275.25;5275.25;5275.5;1
20240515 000001;5275.5;5275;5275.5;1
20240515 000009;5275.5;5275.25;5275.5;1
20240515 000020;5275.25;5275.25;5275.5;1
I believe this format is okay, and it imports fine, but I think I may be naming the file incorrectly. This is last, bid, ask data, and I see on your guides that the format for naming should be:
Formatting the File Name
When using the NinjaTrader format, the name of the text file to be imported must be the NinjaTrader instrument name followed by a period and "Last", "Bid", or "Ask" depending on the data type. For example:
MSFT.Last.txt for Microsoft stock last price data
ES 12-09.Bid.txt for the S&P E-mini December contract bid price data
EURUSD.Ask.txt for the Euro/U.S. dollar currency pair ask price data
For the ES, i want to load a few years through one text file, but when I do, it makes a new ticker called ES, which I understand. So my question is, how can I import the data so that it uses the correct contracts throughout the years? Should i use .Bid.txt or .Ask.txt also, or is it something else? Any insight would be really appreciated.
Thanks
