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    Tick Data Import Error

    My import of tick data for YM DEC23 with the file name is: YM DEC23.csv. returns an error dialog.

    My import settings are:
    Format: TickData, LLC
    Data Type: Last
    TimeZone: (UTC-08:00) Pacific Time
    Generate Minute bars unchecked
    Generate Day bars unchecked

    Data Row 0: datetime;price;volume
    Data Row 1: 20230917 184134;34968.00;1
    later rows follow the same format

    Import fails with these two messages:

    Error message1: YM_DEC23: Unexpected number of fields in line '0' should be 3 5 or 6
    Error Message2: Import type 'TickDataImportType': Error on calling 'OnNextDataPoint' method: System.InvalidOperationException: Operation is not valid due to the current state of the object. at NinjaTrader.NinjaScript.ImportTypes.TickDataImport Type.OnNextDataPoint() in D:\DB\Dropbox\Lenovo Documents\NinjaTrader 8\bin\Custom\ImportTypes\@TickDataImportType.cs:li ne 167 at NinjaTrader.NinjaScript.ImportTypes.ImportType.Imp ort(MarketDataType marketDataType TimeZoneInfo sourceTimeZoneInfo Boolean generateMinuteBars Boolean generateDailyBars IProgress progress)

    The longest time gap between ticks is 3603 seconds.

    Error message 1 doesn't make sense because my input file has 3 fields in row 0 (and all subsequent rows)
    Error message 2 references in line number in a code module, which would be useful if I had access to the code.

    I am new to NinjaTrader and would appreciate any suggestions for resolving this issue.

    Thanks,
    Keithb

    #2
    Hello keithbforum​,

    Thank you for reaching out.

    In order to import data successfully the type of data such as Tick, Minute, etc. must have the specific data format and file name outlined at the link provided below:
    Tick Format (Second Granularity)

    Each tick must be on its own line and fields must be separated by semicolon

    The format is:

    yyyyMMdd HHmmss;price;volume (you need to make sure your data sets have the same number of digits in each field)

    Sample data:

    20061107 000431;1383.00;1

    20061107 000456;1383.25;25

    20061107 000456;1383.25;36

    20061107 000537;1383.25;14


    Tick Format (Sub Second Granularity)
    You can also import tick granularity to the ten millionth of a second. Each tick must be on its own line and fields must be separated by semicolon

    The format is:

    yyyyMMdd HHmmss fffffff;price;volume

    Sample data:

    Please note: If you wanted to import in millisecond granularity data then each line must have the remaining zeroes behind it to import correctly.

    20061107 000431 1000000;1383.00;1

    20061107 000456 1000000;1383.25;25

    20061107 000456 2000000;1383.25;36

    20061107 000537 7000000;1383.25;14
    ​Please let us know if we may provide any further assistance.​
    Erick P.NinjaTrader Customer Service

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