indiTraders - Forum for the Active Indian Trader  

Go Back   indiTraders - Forum for the Active Indian Trader > Tools > Software > NinjaTrader

Composite Edge
Reply
 
Bookmark and Share LinkBack Thread Tools Display Modes
  #21 (permalink)  
Old 19-07-2014, 02:48 PM
R.M.'s Avatar
R.M. R.M. is offline
. .
 
Join Date: Aug 2010
Location: Dehradun
Posts: 647
Thanks: 2,709
Thanked 2,206 Times in 631 Posts
R.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud of
Default

Originally Posted by santoshdts View Post
Thank you R.M for the reply and afl.

I tried this afl. exported the file in NT7 format, but unable to import But getting errors
saying "7/19/2014 11:52:46 AM|3|4|NIFTY: Time stamp line 15 is smaller/equal than timestamp of previous line
" in NT Log.
when i checked the converted file there seems to be sometimes issue with Date as it looks as its Daily Bars and Time column (Attached Image) ,

Can you please let me know were Iam messing up ?

Thanks and regards,


Santosh

Hi Santosh

It appears to me that your amibroker data has a wrong timestamp. I can't imagine a way for that AFL to change the timestamp.

If you wish to use historic tick data (extracted from ODIN) for Nifty & Banknifty spot and futures I am updating that regularly (well almost!) at this thread.

I have not found any issues in exporting NT format data with this AFL so far.

NT has an issue with quotes, each succeeding one has to have a timestamp bigger than the preceding. Unlike amibroker which will import quotes with any timestamp and then put them in serial order, NT just refuses to import data when a preceding time stamp is bigger than the following one! This guy (NT) loves order and method.

regards.
rm

Last edited by R.M.; 19-07-2014 at 02:57 PM. Reason: additional info
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
The Following 3 Users Say Thank You to R.M. For This Useful Post:
  #22 (permalink)  
Old 19-07-2014, 03:06 PM
R.M.'s Avatar
R.M. R.M. is offline
. .
 
Join Date: Aug 2010
Location: Dehradun
Posts: 647
Thanks: 2,709
Thanked 2,206 Times in 631 Posts
R.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud of
Default

Originally Posted by vikkas View Post
@ R.M and Sunshine,

Today Only I downloaded NT7 and Wants to how to import historical NSE data is ASCII format to NT7. Till date I used only Ami. I am good as noob in NT. Thats why asking for help.

Sorry for posting this here.

If u guys have any link for step by step importing data in NT7 then i am very thankful to u guys.

Regards,

Vikkas

Hi Vikkas

Simplest way to learn importing and exporting historic data in NT7 is from the Help provided in the sofware itself. Repeating that here will be cumbersome. Just Click on 'Help' in NT7 Control Center. In Help contents go to > 'Historic Data Manager'. You will find an easy to follow and well illustrated guide to importing, exporting and editing of data.

Just remember that by default NT7 operates at GMT! So for importing the data you need to set the Time zone of imported data. Also all data exported from NT7 is in GMT - I guess there is no option to change that time, at least I have not been able to find it anywhere.

regards.
rm
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
The Following 4 Users Say Thank You to R.M. For This Useful Post:
  #23 (permalink)  
Old 19-07-2014, 04:36 PM
santoshdts santoshdts is offline
Regular
 
Join Date: Apr 2011
Posts: 25
Thanks: 13
Thanked 30 Times in 14 Posts
santoshdts is on a distinguished road
Default

Thanks for the Reply and access to your data R.M,

By look at your data it seems NT only recognizes format in
" YYYYMMDD HHMMSS;Price;Vol;OI"

whereas My data format is like
"YYYYMMDD HHMMSS;Open;High;Low;Close;Vol;OI"

IS this the difference which is causing the issue?

Thanks again,

Santosh
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
The Following 3 Users Say Thank You to santoshdts For This Useful Post:
  #24 (permalink)  
Old 19-07-2014, 11:31 PM
R.M.'s Avatar
R.M. R.M. is offline
. .
 
Join Date: Aug 2010
Location: Dehradun
Posts: 647
Thanks: 2,709
Thanked 2,206 Times in 631 Posts
R.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud of
Default

Originally Posted by santoshdts View Post
Thanks for the Reply and access to your data R.M,

By look at your data it seems NT only recognizes format in
" YYYYMMDD HHMMSS;Price;Vol;OI"

whereas My data format is like
"YYYYMMDD HHMMSS;Open;High;Low;Close;Vol;OI"

IS this the difference which is causing the issue?

Thanks again,

Santosh

@Santosh

NT does not have any field to store OI, so any data with OI field will be rejected.

Following data formats are accepted by NT:

Tick Format
Each tick must be on its own line and fields must be separated by semicolon.
The format is:
yyyyMMdd HHmmss;price;volume



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

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

You have the option to generate higher time frame bars from the imported lower time frame data, e.g., tick data import can simultaneously generate minute and daily bars and 1 minute data import can simultaneously generate daily bars.
It may be noted that unlike Amibroker, NT maintains separate databases for tick, one minute and daily quotes. So you have to either import these type of data separately or select the options to Generate 'Minute' bars or 'Day' bars while importing lower timeframe data.

regards.
rm
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
The Following 5 Users Say Thank You to R.M. For This Useful Post:
  #25 (permalink)  
Old 07-10-2015, 08:26 AM
gdshan gdshan is offline
Newbie
 
Join Date: Dec 2014
Posts: 4
Thanks: 2
Thanked 5 Times in 3 Posts
gdshan is on a distinguished road
Default

Originally Posted by R.M. View Post
@Santosh

NT does not have any field to store OI, so any data with OI field will be rejected.

Following data formats are accepted by NT:

Tick Format
Each tick must be on its own line and fields must be separated by semicolon.
The format is:
yyyyMMdd HHmmss;price;volume



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

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

You have the option to generate higher time frame bars from the imported lower time frame data, e.g., tick data import can simultaneously generate minute and daily bars and 1 minute data import can simultaneously generate daily bars.
It may be noted that unlike Amibroker, NT maintains separate databases for tick, one minute and daily quotes. So you have to either import these type of data separately or select the options to Generate 'Minute' bars or 'Day' bars while importing lower timeframe data.

regards.
rm

Hi RM

Can i use the same txt file to import daily data using the import manager that I used to import 1 minute data? What would be the instrument name(s) for both of these?

Regards

Shankar
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
The Following User Says Thank You to gdshan For This Useful Post:
  #26 (permalink)  
Old 07-10-2015, 09:49 AM
R.M.'s Avatar
R.M. R.M. is offline
. .
 
Join Date: Aug 2010
Location: Dehradun
Posts: 647
Thanks: 2,709
Thanked 2,206 Times in 631 Posts
R.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud of
Default

Originally Posted by gdshan View Post
Hi RM

Can i use the same txt file to import daily data using the import manager that I used to import 1 minute data? What would be the instrument name(s) for both of these?

Regards

Shankar

Instrument name is the same as used in Instrument manager.

Daily and One minute data files can't be the same but one minute data while importing can be used to generate daily bars if so desired. You have to keep in mind that daily closing price in such cases will be last trading price and not settlement price advised by exchange.

regard.
rm
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
The Following 3 Users Say Thank You to R.M. For This Useful Post:
  #27 (permalink)  
Old 08-11-2015, 12:12 PM
gdshan gdshan is offline
Newbie
 
Join Date: Dec 2014
Posts: 4
Thanks: 2
Thanked 5 Times in 3 Posts
gdshan is on a distinguished road
Default

Originally Posted by R.M. View Post
Instrument name is the same as used in Instrument manager.

Daily and One minute data files can't be the same but one minute data while importing can be used to generate daily bars if so desired. You have to keep in mind that daily closing price in such cases will be last trading price and not settlement price advised by exchange.

regard.
rm

Hi RM

The instrument list I have in ami for futures has each instrument name suffixed by "-I" etc according to the series. But NT7 is not accepting the file name with "-" and I have to modify the file name manually each time before importing. Is there a way out to export ascii file with an NT compatible file name at the time of download?

Regards

Shankar
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
The Following 2 Users Say Thank You to gdshan For This Useful Post:
  #28 (permalink)  
Old 08-11-2015, 12:18 PM
R.M.'s Avatar
R.M. R.M. is offline
. .
 
Join Date: Aug 2010
Location: Dehradun
Posts: 647
Thanks: 2,709
Thanked 2,206 Times in 631 Posts
R.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud ofR.M. has much to be proud of
Default

Originally Posted by gdshan View Post
Hi RM

The instrument list I have in ami for futures has each instrument name suffixed by "-I" etc according to the series. But NT7 is not accepting the file name with "-" and I have to modify the file name manually each time before importing. Is there a way out to export ascii file with an NT compatible file name at the time of download?

Regards

Shankar

One solution is to use bulk renaming utilities like the one here:
http://www.bulkrenameutility.co.uk/Main_Intro.php

With this all the files in the folder can have the suffix changed from -I to _I or anything else compatible with NT in one step.

regards.
rm
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
The Following 3 Users Say Thank You to R.M. For This Useful Post:
Reply

indiTraders - Forum for the Active Indian Trader > Tools > Software > NinjaTrader


Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off
Trackbacks are Off
Pingbacks are On
Refbacks are On


Composite Edge

All times are GMT +5.5. The time now is 01:03 AM.


vBulletin Copyright by vBulletin

Content Relevant URLs by vBSEO 3.3.2