Tickstory

Hi,

I am a new user of TickStory, and have tried to export the S&P500 index data (USA500.IDX) from 18 Jan 2021 to 29 Jan 2021, in 1 min bars.

However, when i inspected the data, the volume is constantly of either 0 or 1, which i think is not correct. Some screenshots are attached below.

My intention is to import such data into ninjatrader 8 under the future /ES for backtesting purposes.

Kindly advise if this is an issue or bug which can be resolved or i am doing some steps wrongly ? thanks so much !!


Regards
Ling

Hi Ling,

You might notice that there the format for the Ninjatrader export format looks like this:
Note the "{Volume:F0}" tag on the end, which specifies that volume needs to be expressed as an non-fractional amount with zero digits after the decimal place (i.e. "F0"). This was added since at the time, Ninjatrader wasn't supporting fractional volumes at the time. If you want to show the fractional volumes just specify a custom output format like so:
Note that this might cause Ninjatrader to reject your import file due to the unexpected fractional digits. If you like, you can "massage" the exported file further in Excel to express the volume in whole numbers.

You can read more about Customising your export format in our manual.

Thanks.