Does anyone use yahoo to import data into ninja trader?

Discussion in 'Data Sets and Feeds' started by allen101, Jun 17, 2009.

  1. allen101


    I'm having trouble figuring out how to import end-of-day data from yahoo finance into Ninja Trader for back testing purposes...I've read the help files in the Ninja Trader doc and it only provides the data format for importing and not "how to do so". Can anyone help me out? I'm an entry level C# developer and new to using Ninja Trader (2 days). I don't want anyone to write the code for me because I'm trying to "learn" but I would like to be pointed in the right direction as far as how to go about doing this in an automated fashion with C#/ninjascript. Thanks!!!
  2. wenzi


    Set Yahoo! up as one of your connections. NinjaTrader will import the data for you.
  3. allen101


    from my understanding thats only intra day data that accumulates during the day which then creates historical data from that point on as long as i'm running a chart and/or market analyzer for the underlying. i want to down existing historical end-of-day data e.g. (6/17/1950 - 6/17/2009) for the SP500...maybe i'm misunderstanding how this works, if so would please clarify how this works?
  4. Big AAPL

    Big AAPL

    Yahoo data is EOD only and you are limited to the amount of data that Yahoo supplies.
  5. allen101

    allen101's where I'm at: 1) i've established yahoo as one of my account connections. 2) if i go to yahoo and download data on the sp500 into excel worksheet (csv) and then save the csv file as a text file (tab demlimited) its not in the correct format for importing into ninja trader (semicolon delimited). i know i could write a macro to handle this formatting but then i get an error message indicating that the volume is too large to for ninja trader (int data type) and total volume well exceeds 2billion for total volume of all sp500 stocks. I just know that i'm doing something wrong here...theres no way that it should be this time consuming just to import hist data into ninja trader. can you please tell me exactly what i'm not understanding and doing wrong? just make sure that you don't show me any code because i'd like to figure out how to write the code myself, i just need help on the design side of this.
  6. liujs



    I asked what you asked at the NinjaTrader forum. According to the staff supporting that forum, automated importing of data and instrument is not supported by them.

    If I am not wrong, NinjaTrader stores all its data in (e.g. prices and instruments) in a Microsoft access file. I went into that file to add multiple instruments on my own. You should go look at that file, figure out what are the primary keys that Ninja Trader assigned to the instrument u want to download. And write a macro to store data into that file each time u dl the data from Yahoo Finance. As far as I know... no other way.
  7. allen101


    thanks for the advice/help! i came up a solution. as a matter of face i need to remove this thread. but anyway, thanks again!
  8. liujs


    Just before you close this thread... what is your solution? Mind sharing? Can PM me as well.