Importing Data Into Ninjatrader

General discussion about the Tickstory Lite software package.
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vincere999
Posts: 1
Joined: Thu Oct 22, 2020 6:59 am

Importing Data Into Ninjatrader

Post by vincere999 »

Hi,

After downloading the historical data for the pair EUR/USD, I export them as 1 min bars in the Ninjatrader format.

In NT8, when I want to import them, I have to select these options:
- Format: end/start of bar timestamps (I choose end, is that correct?)
- Data Type: Ask/Bid/Last (I choose Last, is that correct?)

Since I download the data from Dukascopy, I choose UTC as time zone. I read that was the correct option in some article.

It's working well, I just would like to know if my choices are correct.

Thanks
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tickstory
Posts: 4883
Joined: Sun Jan 06, 2013 12:27 am

Re: Importing Data Into Ninjatrader

Post by tickstory »

Hi Vincere999,

It's not fully clear if these NT options are for tick or bar data. From a Tickstory perspective, note that:

- If you are outputting bar data, the "{BarBeginTime:yyyyMMdd}" token on the export represents the start of the bar. Presumably this means that you need to select 'Start of bar' (check NT manual just in case). You can also refer to our manual for the meaning of token references.

- The data input for bar data is the Bid price. It's not clear what this option in NT means. If you are exporting tick data from Tickstory, then by default the NT export format contains both the {Bid} and {Ask} price.

- By default, the output timestamp is in the default time-zone for that exchange. In the case of FX pairs, these are all UTC.

Hope this helps.

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