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[User Discussion] - Tick data import from NinjaTrader export

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[2020-10-10 17:01:43] #1 [Go To First Post]
User696768 - Posts: 4
I'm using NT8 with CQG data. I've exported tick data from MES and it doesn't appear to match any of your import formats (see below for sample data). AFAICT, the fields are: 1 YYYYMMDD HHMMSS MSS 2 ask 3 bid 4 trade 5 number of trades And they use semicolon as delimiter. I guess I'll have to do some major processing to get this to fit. It looks like the closest import format to this would be: Date, Time, Unused, Ask, Bid, Close, Volume, Number of Trades, Bid Volume, Ask Volume (Header is required. Intraday data only. "Unused" values need to be set to 0 and be present.) Is this the best format to massage the data into? sample data ----------- 20200906 220000 0520000;3405;3405;3405;4 20200906 220000 0760000;3408.5;3407;3408.5;1 20200906 220000 1040000;3411;3407;3411;3 20200906 220001 6040000;3410;3406;3410;1 20200906 220013 9680000;3412;3409.75;3412;5 20200906 220013 9680000;3412;3409.75;3412;1 20200906 220104 7680000;3408.25;3408.25;3410;3 20200906 220104 7720000;3408;3408;3409;3 20200906 220118 7720000;3407;3407;3408;3 20200906 220137 3800000;3399.5;3399.5;3401.75;1 20200906 220137 6040000;3399;3399;3401.5;1 20200906 220147 2360000;3397;3397;3398;1 20200906 220150 0560000;3395;3395;3396;1 20200906 220150 7640000;3392.25;3392.25;3394.5;3 20200906 220150 7640000;3392.25;3392.25;3394.5;5 20200906 220150 7640000;3392;3392;3394.5;5 20200906 220150 7640000;3392;3392;3394.5;3 20200906 220154 7040000;3393.5;3393.5;3395.75;5 20200906 220154 7040000;3393.25;3393.25;3395.75;5 20200906 220154 7080000;3393;3393;3395;3 20200906 220154 9200000;3396;3394;3396;3 20200906 220154 9240000;3396.25;3394;3396.25;3 20200906 220154 9400000;3395.5;3395.5;3397;3 20200906 220202 3560000;3396.5;3394.25;3396.5;1 20200906 220209 1800000;3397;3397;3397.75;1 20200906 220306 7080000;3398.25;3397;3398.25;2 20200906 220306 8840000;3397;3397;3398.25;2 20200906 220340 1640000;3400;3398.75;3400;1 20200906 220355 3640000;3397.75;3397.25;3397.75;1

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