Importing 3rd Party Ascii Data into TradeStation Platform · Importing Data into AmiBroker ... A screen will pop up asking for the date format. The date separator should be a slash

© 2014 by Tick Data, Inc. All rights reserved. Questions? [email protected] Page 1 of 32

Guide to Importing Data from Tick Data®

into Third-Party Software

Version 2.0

mailto:[email protected]


Table of Contents

Overview ............................................................................................................................ 3

Importing Data into TradeStation® ................................................................................ 4

TradeStation’s ASCII 3rd Party Data Guidelines ................................................... 16

TradeStation’s Guide to Field Order - 3rd Party Data ........................................... 19

TradeStation’s Guide to Symbol Attributes - 3rd Party Data ................................ 21

Importing Data into AmiBroker® .................................................................................. 25

Importing Data into NinjaTrader ................................................................................. 29



Overview

Tick Data, Inc. delivers all of its historical intraday data in delimited text files. If you use

any of the versions of our TickWrite® application (web, Windows® or Linux®), you may

convert these as-traded files to a time series in .CSV format. So both the as-traded and

time series files are very easy to import into virtually any software application that

includes a data import feature that supports delimited text files. The purpose of this

document is to assist Tick Data clients who wish to import our data into any of the

following 3rd party software applications:

TradeStation®

AmiBroker®

NinjaTrader®

Of course there are many other software applications you may use to analyze data from

Tick Data, Inc., including Microsoft Excel®, MATLAB®, MetaTrader®, and many others.

IMPORTANT: This document is meant to assist, but Tick Data, Inc. does not and

cannot offer technical support for these or any other 3rd party software applications. If

you have any difficulties with the import feature of your 3rd party software, you need

to contact your software vendor for technical support.



Importing Data into TradeStation®

Exhibit 1:

Process a symbol in TickWrite using the following output format settings:

You can set a custom date range, or leave it blank to create a file with all of your

available history. The ‘File Extension’ should be ‘.asc’ (others may also work). Be sure

to only include the Field Names that are checked above.

Under ‘Output Fields’, check the box for ‘Include Header’ and click ‘Add Custom

Header’. Use this header:

"Date","Time","Open","High","Low","Close"



Then click on the ‘Formatting/Filtering’ tab, and change the time format to ‘HH:mm:ss’:



Exhibit 2:

In TradeStation, open a workspace that has a chart symbol pre-loaded (any symbol).



Exhibit 3:

Click Format, Symbol, Lookup



Exhibit 4:

Click the ‘3rd Party’ tab and then click ‘Add’ and browse to the output directory for

TickWrite (default/recommended location is: C:\tickdata\Tickwrite7\Output\).



Exhibit 5:

Click on the symbol to process within the output directory and click OK.



Exhibit 6:

The type should be ASCII, the location should be the TickWrite output directory and the

prefix should be asc with no periods. Click OK.



Exhibit 7:

Input your settings into TradeStation and click OK.



Exhibit 8:

A screen will pop up asking for the date format. The date separator should be a slash - /

and the date format should be MM/DD/YY.



Exhibit 9:

The next screen asks for information regarding what is to be processed.



Exhibit 10:

The next screen asks for session days and times.



Exhibit 11:

The last screen before processing will ask you how you want the settings to be saved.



TradeStation’s ASCII 3rd Party Data Guidelines

The following comes for TradeStation’s Help system at: http://help.tradestation.com/09_00/tradestationhelp/symlist/ascii_3rd_party_data_guidelines.htm

Symbol data from an external ASCII file can be read by TradeStation as long as the text

information in the file is properly formatted. This topic provides information about

formatting the data fields and optional header in a 3rd party ASCII data file.

Each ASCII file may only contain data for a single symbol.

Each line of data in the file must be followed by a carriage return.

Each field in a line must be delimited by a comma, tab, or space. No other delimiters

are permitted.

An optional header line may be included in the file to define the order of the fields on

each line within the file.

The header must be the first line of the file.

Each field name may be enclosed within quotation marks, but they are not

required.

Each field name must be separated from each another using a comma, tab, or

space.

The header fields may be arranged in any order as long as they match the field

order of the data.

The following table lists acceptable field names.

Field Name Short Name Purpose

Date Date of the bar or tick

Time Closing time of the bar or tick

Open O Opening price of the bar

High H High price of the bar

Low L Low price of the bar

Close C Closing price of the bar or tick

Volume V Volume of the bar

OpenInt OI Open Interest of the bar

Other Reserved as placeholder


http://help.tradestation.com/09_00/tradestationhelp/symlist/ascii_3rd_party_data_guidelines.htm


An example of a header line and matching data would be:

"Date","Time",O,H,L,"Close","Volume","OpenInt"

12/12/2003,1340,53,55,48,49.200000,0

The Date must be entered using one of the following formats:

MM/DD/YY MM-DD-YY MM.DD.YY MMDDYY

MM/DD/YYYY MM-DD-YYYY MM.DD.YYYY MMDDYYYY

YY/MM/DD YY-MM-DD YY.MM.DD YYMMDD

YYYY/MM/DD YYYY-MM-DD YYYY.MM.DD YYYYMMDD

DD/MM/YY DD-MM-YY DD.MM.YY DDMMYY

DD/MM/YYYY DD-MM-YYYY DD.MM.YYYY DDMMYYYY

When using a two digit year, the years less than 20 are assumed to be 21st century

and the years 20-99 are assumed to be 20th century.

All times need to be in exchange time, in 24 hour format and can be entered using one

of the following formats:

HHMMSS HH:MM:SS

HHMM HH:MM

Examples of time formats would be:

11:15:04 AM can be entered as 111504 or 11:15:04

2:20:36 PM would be entered as 142036 or 14:20:36

3:30 PM would be entered as 1530 or 15:30

The file cannot contain any characters besides letters, numbers, the permitted

delimiters (comma, tab, and space), the permitted date and time separators, and

carriage returns.

The file name limit is a maximum of 18 characters including prefix and extension

such as ABC:1234567890.CSV

The symbol name should not be included in the data file itself. However, if it is, one

can have it ignored through the use of the 'Other' field in a header file. The symbol

name, however, should be a part of the file name since this is what will be assumed as

the symbol in the platform. E.g. MSFT.txt : MSFT will be assumed to be the symbol

name.

The two mandatory fields are Date and Close. Other fields that may be added to the

file are optional.

The fields Open, High, and Low must all be included if any one of them is included

(e.g. you couldn't just have Date, Open, High, and Close).



While either Volume or Open Interest can be 0, any line that has 0 for Open, High,

Low or Close will be ignored.

A data file must contain at least 1 line of data in order to be valid. This line is in

addition to the header, if there is a header (since the header is optional).

All dates and times must be in forward chronological order (oldest date/time to

newest date/time).

In the case of daily data, no duplicate dates are allowed. In the case of intraday data,

no duplicate times are allowed. In the case of tick data, there are no such restrictions.

Acceptable file intervals are:

1 tick: Any file that is detected to be a tick file should be presumed to be a 1 tick

file.

1 minute: Any file that is detected to be an intraday file should be presumed to be

a 1 minute file.

Daily

Weekly

Monthly



TradeStation’s Guide to Field Order - 3rd Party Data

The following comes for TradeStation’s Help system at: http://help.tradestation.com/09_01/tradestationhelp/symlist/field_order_3rd_party_data.htm

In order to plot the data, TradeStation needs to know what each data field in the file

represents. The most common way to identify each data field is to include a header line

as the top line in the 3rd Party ASCII data file. In addition, you can define field order

using an external .dop file that applies a header line to one or more data files. If no header

or .dop file is available, you will be asked to specify the field order from the Format

Symbol wizard when the data is first plotted.

Data Field Order Methods

There are 4 different field order methods that can be used to specify this information. All

methods must follow the same guidelines as the header line described in ASCII 3rd Party

Data Guidelines at: http://help.tradestation.com/09_01/tradestationhelp/symlist/ascii_3rd_party_data_guidelines.htm

Header Line - This is the most common method that includes the header line at the

top of the 3rd party ASCII data file.

File-Specific Data Order Parameter File - You may want to specify a field order

for a specific ASCII data file, but may not want to do it within the data file's header.

For example, you may be using a third party software that creates/updates the file

which does not include a header. Therefore you would create a file contained in the

same folder as the data file and named with the same prefix, but ending in '.dop' (data

order parameter). Refer to Data Order Parameter File Guidelines for more

information.

Data file: MSFT.txt

Parameter file: MSFT.dop

For the above files, the header file does take precedence over this file, therefore if the

data file has a header and there is a corresponding .dop file, the header line is what is

used in the platform.

Directory-Based Data Order Parameter File - In order to have an easy way to

define the field order for all symbols in a directory (when they are the same) without

having to create a header line in each data file or create a parameter file for each data

file, you can create a directory-based parameter file (ALLDATA.dop). Refer to Data

Order Parameter File Guidelines for more information.

This method could also be useful when most of the data files have the same field

order (thus create a directory-based file) and only a few of the data files don't adhere

to that field order. For those that don't, you could either create a header line or a file-

specific parameter file, since these do take precedence over the alldata.dop file.


http://help.tradestation.com/09_01/tradestationhelp/symlist/field_order_3rd_party_data.htm





Data files: Test1.txt

Test2.txt

Test3.txt

Parameter files: Test3.dop

AllData.dop

For the above group of files, Alldata.dop would be used for Test1 & Test2.

Test3.dop would be used for Test3.

User Interface - If none of the above methods are used, you will be prompted for this

information when you choose to plot that symbol.

Data Order Parameter File Guidelines

The Data Order Parameter file is used to determine the field order for data in files that

may not include their own header line. It can be thought of as a header line that's

detached from the data file. Here are the requirements for the Data Order Parameter file:

The file must only contain one line of data, and it may be followed by one carriage

return (although it is not required that it be followed by a carriage return).

Each field name can be enclosed within quotation marks, but they are not required.

Each field must be separated from each other field using one of the valid delimiting

characters - a comma, tab, or space.

These fields can be arranged in any order in the .dop file, but must match the field

order of the data.

The acceptable fields are as follows:

Field Name Short Name Purpose

Date Used to indicate the date of the bar or tick

Time Used to indicate the time of the bar or tick

Open O Used to indicate the open of the bar

High H Used to indicate the high of the bar

Low L Used to indicate the low of the bar

Close C Used to indicate the close of the bar or tick

Volume V Used to indicate the volume of the bar or the Up Volume of the bar

OpenInt OI Used to indicate the open interest of the bar for the Down Volume of

the bar

Other Used as a placeholder

Examples of several header lines in a .dop file would be:

'Date','Time','O','H','L','Close','Volume','OpenInt'

Other,Date,Close



TradeStation’s Guide to Symbol Attributes - 3rd Party Data

The following comes for TradeStation’s Help system at: http://help.tradestation.com/09_00/tradestationhelp/symlist/symbol_attributes_-_3rd_party_data.htm

In addition to the field order, TradeStation also needs to know the symbol attributes for

the symbol that is being plotted. The symbol attributes are stored in a file called

attributes.ini. This file can contain default symbol attributes, symbol-specific symbol

attributes, and root-specific symbol attributes.

Defining the Symbol Attributes

All attributes specified in the attributes.ini file will only be applicable to data files that

reside within the same directory as that particular attributes.ini file. Therefore you can

have different attribute.ini files in different directories, each having different settings.

Within the attributes.ini file, there are 3 different methods that may be used to specify the

attributes and all must follow the same guidelines. These methods are:

Symbol-Specific Basis - Used to specify the attributes for a specific symbol. To do

this, you would specify the exact symbol in the attribute file.

Data file name: .............................MSFT.txt

Symbol field in attribute file: .......'MSFT'

For the symbol field, the prefix (all characters before the period) or the full file name

(including the extension) can be specified.

Root-Specific Basis - Used to specify the attributes for a group of symbols that

belong to the same root by including wild card characters (defined by #) in the

attribute file.

Data File Names:..........................SPH04.txt

......................................................SPZ04.txt

Symbol field in attribute file: .......'SP###'

The variable characters can be anywhere in the field. Therefore, the following would

be acceptable '###SP'.

Generic Basis - In order to have an easy way to define the same attributes for all

symbols in a directory (when they are the same) without having to create separate

records within the attributes.ini file for each individual data file, you can add a

generic attribute definition line to the attributes.ini file. This is done by using

'DEFAULT' as the symbol in the attributes.ini file. This method could also be useful

when most of the data files have the same attributes and only a few of the data files

have different attributes. Any attributes specified in the attributes.ini file using file-


http://help.tradestation.com/09_00/tradestationhelp/symlist/symbol_attributes_-_3rd_party_data.htm


specific (like in #1) or root-specific (like in #2) settings take precedence over

attributes that are specified on a generic/default basis.

Data file names: ...........................TEST1.txt

......................................................TEST2.txt

......................................................TEST3.txt

Symbol fields in attribute file: ....'TEST3'

......................................................'DEFAULT'

The default attribute settings (defined by 'DEFAULT' in the symbol field) would be

used for Test1 & Test2. Test3 would make use of the attribute settings defined by

'TEST3' in the attributes.ini file.

User Interface - If no attribute definition exists for the a selected data file, either

because the absence of the attributes.ini file or because of the absence of a

'DEFAULT' or appropriate symbol-specific or root-specific record within the

attributes.ini file, the user will be prompted to retrieve this information.

When finding a symbol in the attributes file, TradeStation first tires to find an exact

match first, then checks to see if the file matches a symbol that has a wild card #

(return the first match in alphabetical order), then uses the default.

Symbol Attribute File Guidelines

The following rules must be followed for the attributes.ini file:

a. Each file must only contain one header line and one or more lines of data. For

example:

'Symbol', 'Category', 'Price Scale', 'Minimum Movement', 'Daily Limit'

MSFT, Stock, 1/100,1,10000

Header specifics:

i. A header line must be included in the file to define the order of the values

within the file.

ii. The header must be the first line of the file.

iii. Each field name can be enclosed within quotation marks, but they are not

required.

iv. Each field must be separated from each other field using a comma.

v. These fields can be arranged in any order in the header, but must match

the field order of the data/values.



vi. Acceptable values for each field are:

Field Name Field Value

Symbol

Can be one of the following:

The prefix of the data file (all the characters before the period)

The full file name (including the period and extension)

A masking of the data file prefix, E.g. SP###, without the extension

'Default'

Category

Must be one of the following and is not case sensitive:

Bond, Currency Option, Forex, Future, Future Option, Index, Index

Option, Money Market Fund, Mutual Fund, Stock, Stock Option

Description Can be any combination of characters but must be limited to 50

characters.

Exchange A list of supported exchanges is defined in Appendix A.

Date Format See table in section called Data File Guidelines, under #5.

Time Format See table in section called Data File Guidelines, under #6.

Price Scale

Must be one of the following:

1/100000, 1/10000, 1/1000, 1/100, 1/10, As Is, 10, 100, 1000, ½, ¼, 1/8,

1/16, 1/32, 1/64, 1/128, 1/256, 1/32 and ½ of 1/32, 1/32 and ¼ of 1/32

Minimum

Movement Must be a whole number between 1 and 65000, inclusive.

Daily Limit Must be a whole number between 1 and 65000, inclusive.

Big Point Value Must be a whole number between 1 and 65000, inclusive.

Margin Must be a whole number between 1 and 65000, inclusive.

Session 1 Start

Time*

HHMMSS (with no colons) or HHMM (with no colons) and will be

assumed to be 24 hour format.

Session 1 End

Time*



Session 1 Days

Any combination of the following: UMTWRFS (Sunday through

Saturday). This should be entered as one string of characters with no

spaces.

Session 2 Start

Time*



Session 2 End

Time*



Session 2 Days

Any combination of the following: UMTWRFS (Sunday through

Saturday). This should be entered as one string of characters with no

spaces.

Expiration Date A date in MM/DD/YYYY format.

Option Type Must be one of the following and is not case sensitive:

Put, Call

Strike Price Any whole number or decimal up to 4 digits of precision. It should be

between 0 and 65000.

Since session times are converted to # of minutes since midnight, any seconds that are

specified will be ignored.

For the default attribute setting, you could omit the description (by using consecutive

delimiters) and possibly put the exchange as Undefined so that the values can be used for

all files/symbols in that directory.



b. Each line of data in the file must be followed by a carriage return. The last line of the

file may be followed by a carriage return, but it is not required.

c. Each field in the file must be delimited by a comma.

d. Each field can be enclosed within quotation marks, but they are not required. They

will be useful in the case where a field contains a comma but is not used as a

delimiter.

For example, for a symbol description such as "Microsoft, Inc." you would use

quotation marks so that the comma is not considered a delimiter.

e. Dates must be in exchange time and entered using MM/DD/YYYY format.

f. All times need to be entered in HHMMSS (with or without colons) or HHMM (with

or without colons) and will be assumed to be 24 hour format. In other words,

11:15:04 AM would be entered as 111504 or 11:15:04. 2:20:36 PM would be entered

as 142036 or 14:20:36, and 3:30 PM would be entered as 1530 or 15:30.

g. The file cannot contain any characters besides letters, numbers, quotation marks, the

permitted delimiter (comma), a / in the date, and carriage returns.

h. The mandatory fields are defined by the category. If a required field is missing for the

specified category, an error message will appear.

i. Consecutive delimiters allow fields to be omitted from individual lines of data. In

other words, if a header reads:

'Symbol','Category','Exchange','Description','PriceScale', you would have a data line

that looks like this: MSFT, Stock, Nasdaq ,, 1/100. This would allow you to omit the

entry for the Description. This can be done for any field or for multiple fields.



Importing Data into AmiBroker®

ASCII Import Wizard

ASCII Import Wizard provides an easy way to import your quotation data files as well as

define your own import formats for future use. Note that wizard offers only a subset of

features available in ASCII importer so it is provided for novice users only.

The wizard guides you through 3 simple steps:

1. Picking the files to import

2. Defining fields

3. Additional settings

Step 1. Picking the files


http://www.amibroker.com/guide/d_ascii.html


In this step you select the files you want to import. Just click on the Pick files button and

you will see a file dialog. Browse to the folder where your data files are located and

select the file(s). Please note that you can select multiple files by holding CTRL or

SHIFT key while clicking on the files. After making your selection please click Open.

A complete list of files that you have selected will be displayed in the field at the bottom

of the wizard window. Please check if the list is correct, if not click "Pick files" to correct

your choice.

Step 2. Defining fields

In this step you define the types of fields in the data file. For your convenience date file

sample is shown (a few first lines of the first selected file) at the bottom of the window.

To define fields please select appropriate field types from Column N combo-boxes. For

example, if the first field (column) in your data file is a symbol ticker please select

"Ticker" from Column 1 combo box. If second field in your data file is a date in Year-

Month-Day format please select "YMD" from the second combo-box. You can select

also DMY for Day-Month-Year dates, MDY for Month-Day-Year dates. Other field

types available from the wizard are: "Open", "Close", "High", "Low" for the prices and

"Volume".



Note about the dates: AmiBroker recognizes both 4 digit and 2 digit year dates. As for

months both numbers and three letter codes ("Jan", "Feb", ...) are allowed. Also day,

month and year may be separated by any of the following characters: / (slash), \

(backslash), - (minus sign) or may not be separated at all. All you have to do is to specify

the order: DMY, MDY, YMD. For example valid YMD dates are (31th December 2000):

20001231,

001231,

2000-12-31

2000/12/31

2000-Dec-31

00-12-31

00/12/31

00\12\31

If your file has more than 7 columns please check more columns box and you will see

additional combo-boxes.

The remaining controls here are:

Group: here you should select to which group new symbols are added

Watch list: here you should select to which watch list new symbols are added (if empty -

they are not added to any watch list)

Separator: here you should select the character used as a field separator (comma is the

most often)

Skip lines: this tells AmiBroker how many initial lines should be skipped (ignored) - for

example a few first lines of the file should contain a comment or other information that

should be ignored, and this is the place to define this

Log errors: this tells AmiBroker that it should log all errors to the file (import.log). In

case of any errors this log will be displayed to the user after finishing import process.

Automatically add new symbols: this tells AmiBroker to add the symbols that appear in

the data file but do not exist yet in AmiBroker database.

Calculate composites: this tells AmiBroker to calculate advance/decline figures and

volume for indexes after import (this requires composites to be set up properly before

importing)

Allow negative prices: this tells AmiBroker to allow negative number in close, open,

high, low fields. By default zero and negative values are NOT allowed.

No quotation data: allows to import data that do not contain prices. For example ticker

lists and/or categories.



Step 3. Additional settings

By default the format you have defined is for single-use only. It is OK for novice users

and for experimenting with the wizard.

If you, however, want to make your definition permanent and available in the future via

ASCII importer you should check Add current settings to ASCII importer definitions

box. Then you should enter the Format description, File mask and Format file name

(or you can accept automatically generated defaults). If you do so, you will be able to use

the format defined in the ASCII importer window - just by selecting your own format (as

typed in Format description field) from the "Files of type" combo of a file dialog.

Whatever you decide, you should click "Finish" button in order to start importing your

data.


http://www.amibroker.com/guide/d_ascii.html


Importing Data into NinjaTrader

Historical data can be imported from a text file with a ".txt" extension within the Import

tab of the Historical Data Manager. Several formats and data types are supported and

NinjaTrader can optionally build 'Minute' bars from tick data as well as 'Day' bars from

tick or minute data.

The following formats and options are available when importing a text file:

Format: Select one of three options available in the Format drop down menu:

1. MetaStock - Select this option if importing a MetaStock historical data text file

2. NinjaTrader (timestamps in import file(s) represent end of bar time)

3. NinjaTrader (timestamps in import file(s) represent start of bar time)

Data Type: Select one of three options available for the data type:

1. Ask - Data values in the text file represent historical Ask prices

2. Bid - Data values in the text file represent historical Bid prices

3. Last - Data values in the text file represent historical Last prices (trades)

Generate 'Minute' Bars from Imported Tick Data: Select this option to convert the tick data from the import file into historical 'Minute'

data. This allows any 'Minute' interval to be available within NinjaTrader.



Generate 'Day' Bars from Imported Tick or Minute Data: Select this option to convert the tick or minute data from the import file into 'Day' data.

This allows the building of 'Day', 'Week', 'Month' and 'Year' bars within NinjaTrader.

Note: Generating bars from imported tick data is done based off of the

timestamps of the tick data. Since granularity of the timestamps are down to the

second, it is possible that the generated bars do not perfectly match minute or

daily bars provided by the data provider as they may utilize granularity more than

the second for their own bar generations.

Time Zone of Imported Data Select the time zone of the data you are importing (not the time zone you are importing to

as all imported data will always be converted to local PC time). Generally speaking, this

should be left as UTC because NinjaTrader exports are always done in the UTC time

zone.

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

Tick Format Each tick must be on its own line and fields must be separated by semicolon (;).

The format is:

yyyyMMdd HHmmss;price;volume

*TickWrite can output files with a combined yyyMMdd HHmmss field by

selecting the ‘Date and Time’ Field Name under the Output Fields section like so:



Sample data:

20061107 000431;1383.00;1

20061107 000456;1383.25;25

20061107 000456;1383.25;36

20061107 000537;1383.25;14

Minute Bars Format Each bar must be on its own line and fields must be separated by semicolon (;). Only 1

minute bars can be imported.

The format is:

yyyyMMdd HHmmss;open price;high price;low price;close price;volume

Sample data:

20061023 004400;1377.25;1377.25;1377.25;1377.25;86

20061023 004500;1377.25;1377.25;1377.25;1377.25;27

20061023 004600;1377.25;1377.25;1377.25;1377.25;24

20061023 004700;1377.50;1377.50;1377.25;1377.25;82

Daily Bars Format Each bar must be on its own line and fields must be separated by semicolon (;). Only 1

day bars can be imported.

The format is:

yyyyMMdd;open price;high price;low price;close price;volume

Sample data:

20061023;1377.25;1377.25;1377.25;1377.25;86

20061024;1377.25;1377.25;1377.25;1377.25;27

20061025;1377.25;1377.25;1377.25;1377.25;24

20061026;1377.50;1377.50;1377.25;1377.25;82

Importing Tips

Please review the following before importing:

If you are importing historical data for a futures or forex instrument, the instrument

MUST exist in the Instrument Manager. If it does not, you must add it first

Any data imported where the instrument does not exist in the Instrument Manager

will automatically be imported as a "Stock" instrument type

Data points will be rounded to the instruments tick size as it is imported if the price is

not evenly divisible by the instrument's tick size

Imported data, regardless of time zone, will be converted to the local time zone.



Importing Historical Text Data

To import historical data from a text file into NinjaTrader:

1. Choose the Format and Data type that correctly represent the data in the import

file (see the "Understanding the import options" section above).

2. Optionally select any of the Generate... choices to have NinjaTrader create other

bar types from the import data

3. Select the Time zone of imported data

4. Press the Start Import button

5. Select the text file from your PC to import and press the "Open" button

NinjaTrader will attempt to import the text file. If successful, a window will appear

confirming this. If unsuccessful, an error window will appear and you should check the

Log tab of the Control Center to view the error.


Documents

Importing 3rd Party Ascii Data into TradeStation Platform · Importing Data into AmiBroker ... A screen will pop up asking for the date format. The date separator should be a slash