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Correct File Structure and Compression for Data?
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Correct File Structure and Compression for Data?
Hello, I am wondering what kind of file structure and compression I should choose when purchasing bid/ask tick data from your partner CQG Portara. The options for structure are: Continuous, Individual. The options for compression are: Tick trades, Tick trades bid/ask, 1 minute. Thank youTags: None
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Hello rbeckmann05,
The data would need to be in a text file format as uncompressed data. In regard to the options you mentioned that depends on what you wanted to import. For futures contracts you would want to do individual contracts and then tick, ask/bid or minute depending on what data you are trying to view. You can import tick data and that has an option to build minute and daily data from the tick data so that would be the easiest option.
NinjaTrader can import data from text files as long as the data points in the file are in one of the formats listed in the page linked below. You can also rename the file to match the required filename for NinjaTrader.
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