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Forums>StrategyQuant>Application Support>Trouble importing historical data from Ninjatrader

  • #268096 |
    2 Posts

    I just exported a set of TICK data from Ninjatrader, and the code looks like below:


    20200609 080001 2540000;15.95;15.9;15.95;100
    20200609 080006 7420000;15.9;15.21;15.95;200
    20200609 080006 7420000;15.9;15.21;15.95;200
    20200609 080204 4670000;15.95;15.21;15.95;135


    It doesn’t seem like SQ has an option to import data in this format. Does anyone know how?




    1827 Posts


    the import is possible if you slightly modify the format. NT8 uses format “20200609 080001 2540000;15.95;15.9;15.95;100″ where the bold part represents the millisecond fraction but it should rather be 0000254. Their format is not compatible with what Java expects

    If you can, use Excel to modify the millisecond fraction and then you will be able to import using this format into SQX

    yyyyMMdd HHmmss SSSSSSS

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