On Pitrading website they say its data is compatible with Ninjatrader but when I bought the data and tried to import, I found out Pitrading's historical data format was not the same as NT's. Any1 encountered this problem? What did you do?
You should contact Pitrading and let them know your issue. Please let us know how you get on with them too.
ASCII will work with almost anything, however Ninjatrader uses a unique ascii format so no standard ascii data will work with them. I don't know why Ninja doesn't fix this, but something with Ninja's date field. In any case, see this thread on ET: http://www.elitetrader.com/vb/showthread.php?s=&threadid=195727&perpage=6&highlight=ninjatrader&pagenumber=3 Download the Pi/Ninja utility and the Pi Trading data will work with Ninja: http://pitrading.com/ascii2nt