Program to convert CQG data for use in NinjaTrader

Discussion in 'Data Sets and Feeds' started by bluelou, Sep 12, 2008.

  1. bluelou


    How To Use NT File Generator:

    1) NT File Generator is a utility that will convert CQG DataFactory's [] futures Time & Sales data from comma-delimited format into NinjaTrader's (NT) semi-colon delimited format.
    2) Usage: I use the program so I can have historical futures tick data for use in backtesting in addition to my live IQFeed tick data. I've found the CQG data to be an excellent match to IQFeed's tick data and it's affordable at $12/contract/month.
    3) The .zip file contains the C# .sln file and all source code. You will have to compile the code yourself. If you don't have MS Visual Studio you can probably use the free Visual C# 2008 Express Edition.
    4) I'm not affiliated w/CQG or any other service provider. I won't be supporting the program.

    Best of luck!
  2. NinjaTrader_Ray

    NinjaTrader_Ray ET Sponsor

    Thanks for sharing and posting it here!
  3. bluelou


    You're welcome. Hopefully this might spur more NT users to share their non-proprietary apps w/others.

    The HowTo file must be clear enough since people are downloading the program. Have you tried using the program yet? If so, we're you able to get it to run properly? Is there anything about the instructions that is unclear?

    Best regards,