Historical data import

[PaulZ]

I want to import a .csv file with EURUSD tickdata into NinjaTrader 8 (like I used to do for NT7).
I have created a new instrument EURUSDLMAX in both NT7 and NT8. For NT7 I name the file $EURUSDLMAX 2016.csv and importing works fine.
I rename the file EURUSDLMAX 2016.csv (as I learned that name requirement is different for NT8 when I successfully imported other files) and try to import in NT8. 0 records get imported (same negative result for the $ file).
Can you explain why this works fine for NT7 and not for NT8?

[NinjaTrader_EricB]

Hello PaulZ,

Thank you for your reply,

If you check the Log tab of the Control Center, are there any errors regarding the import?

Without looking at or testing the data I can't say what would have been wrong. Can you please post the data file you're trying to import?

I've copied the section of our help guide that covers the different format for your review, this will help in addressing any errors that are found in the Log tab.

https://ninjatrader.com/support/help...AndDataFormats

We look forward to assisting further.

[PaulZ]

It works Ok now.
After some trial and error I understand that the name convention for importing data into NT8 is quite different from NT7. Having a year is not allowed. The suffix .Last/.Bid/.Ask is required. The $ sign for Forex is no longer allowed/needed.
I am served, but am irritated again how incompatible NT8 has been made to NT7.

[PaulZ]

Dear Eric,

I have created an instrument EURUSDLMAX, downloaded the last file from the link below and renamed the file to EURUSDLMAX.Last.csv. I managed to import the tickdata and checked the convert to minute bars.
This works Ok except that NT8 converts the price data to 2 digits behind the dot (1.05 for EURUSD on December 30) whereas the tickdata had 5 digits behind the dot.
How can I prevent this reduction to two digits when importing?

Link with historical data: <A href="http://home.caiway.nl/~burgie/LMAX/" rel=nofollow target=_blank>home.caiway.nl/~burgie/LMAX/

[NinjaTrader_EricB]

Hello PaulZ,

Thank you for your post,

Try re-importing the file with "LMAX" removed from the name. There is a known limitation where a 6-character name must be used for currency pairs that you may be encountering.

We look forward to assisting further.

[PaulZ]

I followed the same procedure - now with an instrument named EURLMX and loaded the 282 million data records again. Unfortunately with the same result.
For some reason NT8 has rounded all price data to 2 decimals, making the EURUSD price data useless. How can I prevent rounding of price data? (Import in NT7 works just fine).

[NinjaTrader_PatrickG]

Is there a particular reason you are not importing this data using the built-in EURUSD instrument?

Does the data import correctly if your files are named using 'EURUSD' as the instrument and follow the import data format outlined in the help guide?

Here is the help guide link for reference:

http://ninjatrader.com/support/helpGuides/nt8/en-us/?importing.htm#UnderstandingImportFileAndDataFormats

[PaulZ]

The reason is that I am using a different set of historical data and do not want to overwrite the EURUSD historical data.
Creating a new instrument cannot be the issue as this works fine for NT7 and NT8 imports the data without any error message (282 mio records correctly imported) - but rounds the imported price data.
Can you try to import the file I had sent in the blink below under different instrument?

[NinjaTrader_PatrickG]

The root cause is that 'LMX' is not a supported currency in NinjaTrader's database, so it does not have the logic to handle 'EURLMX' as a forex instrument. It treats this as an equity which is why you see a tick size of '.01' in the data. This is currently known and expected. We have recently been tracking this behavior internally as NTEIGHT-11474.

You would need to import this data into the EURUSD instrument as these are known as currencies in NinjaTrader's database.

If I understand your situation correctly, EURLMX is an arbitrary name and it is truly EURUSD data. I will submit a feature request that you can create forex instruments which do not have a valid currency in them to the Development Team.

[vindiou]

Hi,

Same problem. Has there been any NT8 improvement since April 2017? (currently using 8.0.17.2 64 bit)

I can import this text file (nzdusd_ltd.Last.txt) but this idiot NT8 import algorithm still truncates the price to 2 digits in spite of my correct Instrument "nzdusd_ltd" tick size definition (0.00001).

20190218 035523 0000000;0.68853;1
20190218 035523 0100000;0.68854;1
20190218 035523 0200000;0.68853;1
20190218 035526 0000000;0.68853;1

Thanks

[NinjaTrader_EricB]

Hello vindiou,

Thank you for your post. I was able to look into this matter on our end and unfortunately there has not been a change to this matter. Updates to each version are listed in the respective version's release notes. See below for more information.

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

Let us know if we may assist further.