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Re: Importing tickdata into 2000i



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Hello Shawn,
Because the ES tick data is so large you have to modify it in a
database program like Access (Excel can only do 65000 lines and that
only gets you to 8:30am on the first day)
I find it easier to convert it to 1 minute data, each line has it's
own time.
regards
SC

sec> Hello all...
sec>    Would anyone have any experience regarding importing tick-by-
sec> tick data into 2000i? I would like to export a few months of SP emini 
sec> tick data from my NinjaTrader to an ascii text file, and then have 
sec> 2000i read that and chart it (for later backtesting). 
sec>     Ninja exports the data in this form:

sec> 20090528 115907;894;3
sec> 20090528 115907;894;15
sec> 20090528 115907;894;8

sec> ... as it is there, 2000i can't read it. Just playing with it a bit on a 
sec> small sample of it, I saw that I *could* make a 2000i chart of it IF I 
sec> modified the data to look like this:

sec> "Date","Time","Close","Vol"
sec> 20090528,1159,894,3
sec> 20090528,1159,894,15
sec> 20090528,1159,894,8

sec> ... through trial and error, I discovered a number of changes had to 
sec> be made:

sec> (1) Replace all semi colons with commas
sec> (2) Replace the space between the date and the time with a comma
sec> (3) Get rid of the last 2 digits (the seconds) of the time field.
sec> (4) Needed to put a "header" line in there to specify the field format.

sec> I was able to then chart this modified ascii data. I'm assuming the 
sec> last 2 seconds of the time field aren't important when it comes to 
sec> charting tick data?
sec>    It looks like I'm going to have to make a little program to 
sec> "massage" this data after it comes out of Ninja in order for it to be 
sec> readable by 2000i. Or does anyone know of a slicker way?

sec> Thanks!
sec>    Shawn