Help with Ninjatrader

Discussion in 'Trading Software' started by shark, Apr 7, 2010.

  1. shark


    Hiya. Posting this in the trading forum because the software forum is too illiquid lol.

    If i have tons and tons of historical data in this format


    How do I convert it into the proper format for Ninjatrader? ie- it needs to be like 20060605 for the date. It would take me many moons to do it manually.

    Much obliged.
  2. if you just edit it in notepad you can use the backspace button to fix a good portion of it
  3. shark


    Right but i'm going to have about 10 years of 1-minute data on like 1500 symbols. It's just impossible.
  4. You might try importing it into Excel (or any spreadsheet) as comma delimited.
    Then change the format of the Date column (there are custom formats selectable under "Format"). Then "Save As" into another file as Comma-Delimited (don't overwrite your original just in case!)
  5. get someone to fix it with you with some shell scripting (awk or sed or something...)
  6. shark


    Thanks, i'll definitely look into Excel for this. Along with the date, I have to add two zeroes to every line to indicate seconds, and change every comma between prices into a colon.

  7. shark


    I was hoping I could do this on my own but luckily I have a friend who's capable of this stuff.
  8. I think it also depends on how you have the data. If it is in smaller files, then Excel would be ok, though still time-consuming.

    If it is in one huge file, or even if not but you know your way around a database package, importing it into a DB would be better. Then you can build the rule to manipulate the column data and write it out in any format you wanted with any changes you wanted line by line through writing a simple program.
  9. shark


    It's going to be something like 1200 txt files, each of them a different stock symbol. I don't even know what a database package is, but is it something that I can quickly learn to do this?
  10. Not sure how quickly you can learn it - that's up to your own aptitude at such things. It's not as simple as using Excel, but Excel would not be best for that kind or work because it isn't really the tool for this kind of thing on a large scale.

    A C++ or C# program would be even better doing file read/writes, but the hurdle might be higher just from learning the programming.

    So a DB would be a good intermediate tool between the two. Plus you can manipulate the data any way you like once you have it imported and indexed.

    Oracle would be a good DB. The Microsoft one in Office may work, but you might want to try importing everything in there first (Indexed by Symbol) to see if it can handle so much data.

    Good luck.
    #10     Apr 7, 2010