Converting Historical Data

Discussion in 'Data Sets and Feeds' started by traderTX, Jan 17, 2009.

  1. I am sure this question has been asked before but I couldn't find it on here after searching. I use Ninja Trader for backtesting a few automated intraday strategies, but I use a TT feed, so not much historical data. I currently buy historical 1min bar data and import it, but a new my question is this: is there a place to get data that is formatted to either tick, range or volume bar data (i.e 512 tick, 16 range, 25K volume)?? If not then what is the best way to go about capturing this data? Exporting the TT data every 3 days?? That seems rather time consuming and I was hoping to avoid it. Any suggestions are welcomed and much appreciated!

    TX