loading intraday data into ninjatrader

[rajeshkapadia]

hi,

Can anyone help loading intraday nifty data from here (http://www.geocities.com/equityonsms/) into ninjatrader? I can load this into fcharts, but unable to load this into ninjatrader. is there any tool that can convert this data into ninjatrader format?

Thanks

 

[kshdas]

1. Download EOD data from any web site like- http://in.finance.yahoo.com/, http://www.nseindia.com/content/equities/eq_scriphistdata.htm

2. Open the downloaded file in Excel so that each data should display in it's respective column only.
Ex:
20020812 128 131.85 127.85 130.6 2183000
20020813 133.5 134.15 131.4 133.1 2361500
20020814 132.25 133.5 130.65 131.9 1360400
20020815 131.9 131.9 131.9 131.9 0
20020816 134.8 134.8 132.5 133.15 1130600
20020819 133.9 133.95 131.7 132.25 1199100
20020820 133 135 132.05 134.75 1633800
20020821 134.9 136.4 133.2 134.4 1830400

3. Convert date field into "YYYYMMDD" format, ex: 20100325 (for 25Mar2010)

4. Arrange columns in this sequence: data(YYYYMMDD);open;high;low;close;volume

5. Sort rows as per date in ascending order, older date on top of newer.

6. Insert columns having semicolon between each data column, this will act as delimiter.
Ex:
20020812 ; 128 ; 131.85 ; 127.85 ; 130.6 ; 2183000
20020813 ; 133.5 ; 134.15 ; 131.4 ; 133.1 ; 2361500
20020814 ; 132.25 ; 133.5 ; 130.65 ; 131.9 ; 1360400
20020815 ; 131.9 ; 131.9 ; 131.9 ; 131.9 ; 0
20020816 ; 134.8 ; 134.8 ; 132.5 ; 133.15 ; 1130600
20020819 ; 133.9 ; 133.95 ; 131.7 ; 132.25 ; 1199100
20020820 ; 133 ; 135 ; 132.05 ; 134.75 ; 1633800
20020821 ; 134.9 ; 136.4 ; 133.2 ; 134.4 ; 1830400

7. Copy/paste the Excel content in a text file, remove all TAB and SPACE characters. Save the file in .txt extension, TATAMOTORS.txt
Ex:
20020812;128;131.85;127.85;130.6;2183000
20020813;133.5;134.15;131.4;133.1;2361500
20020814;132.25;133.5;130.65;131.9;1360400
20020815;131.9;131.9;131.9;131.9;0
20020816;134.8;134.8;132.5;133.15;1130600
20020819;133.9;133.95;131.7;132.25;1199100
20020820;133;135;132.05;134.75;1633800
20020821;134.9;136.4;133.2;134.4;1830400


8. Open NinjaTrader, in main-menu->Tools->Historical Data->Import->TATAMOTORS.txt

9. In main-menu->File->New->Chart->Format Data Series->OK (non need to change any settings)

10. Chart window will open: In the upper-left most option drop-down->Instrument->type TATAMOTORS<CR>

11. In the right of upper-left most drop-down option->Select: Daily

12. EOD chart will display

 

[kshdas]

How to use Ninjatrader
Help on NinjaTrader
NinjaTrader steps
NinjaTrader for beginners

1. Download EOD data from any web site like- http://in.finance.yahoo.com/, http://www.nseindia.com/content/equities/eq_scriphistdata.htm

2. Open the downloaded file in Excel so that each data should display in it's respective column only.
Ex:
20020812 128 131.85 127.85 130.6 2183000
20020813 133.5 134.15 131.4 133.1 2361500
20020814 132.25 133.5 130.65 131.9 1360400
20020815 131.9 131.9 131.9 131.9 0
20020816 134.8 134.8 132.5 133.15 1130600
20020819 133.9 133.95 131.7 132.25 1199100
20020820 133 135 132.05 134.75 1633800
20020821 134.9 136.4 133.2 134.4 1830400

3. Convert date field into "YYYYMMDD" format, ex: 20100325 (for 25Mar2010)

4. Arrange columns in this sequence: data(YYYYMMDD);open;high;low;close;volume

5. Sort rows as per date in ascending order, older date on top of newer.

6. Insert columns having semicolon between each data column, this will act as delimiter.
Ex:
20020812 ; 128 ; 131.85 ; 127.85 ; 130.6 ; 2183000
20020813 ; 133.5 ; 134.15 ; 131.4 ; 133.1 ; 2361500
20020814 ; 132.25 ; 133.5 ; 130.65 ; 131.9 ; 1360400
20020815 ; 131.9 ; 131.9 ; 131.9 ; 131.9 ; 0
20020816 ; 134.8 ; 134.8 ; 132.5 ; 133.15 ; 1130600
20020819 ; 133.9 ; 133.95 ; 131.7 ; 132.25 ; 1199100
20020820 ; 133 ; 135 ; 132.05 ; 134.75 ; 1633800
20020821 ; 134.9 ; 136.4 ; 133.2 ; 134.4 ; 1830400

7. Copy/paste the Excel content in a text file, remove all TAB and SPACE characters. Save the file in .txt extension, TATAMOTORS.txt
Ex:
20020812;128;131.85;127.85;130.6;2183000
20020813;133.5;134.15;131.4;133.1;2361500
20020814;132.25;133.5;130.65;131.9;1360400
20020815;131.9;131.9;131.9;131.9;0
20020816;134.8;134.8;132.5;133.15;1130600
20020819;133.9;133.95;131.7;132.25;1199100
20020820;133;135;132.05;134.75;1633800
20020821;134.9;136.4;133.2;134.4;1830400


8. Open NinjaTrader, in main-menu->Tools->Historical Data->Import->TATAMOTORS.txt

9. In main-menu->File->New->Chart->Format Data Series->OK (non need to change any settings)

10. Chart window will open: In the upper-left most option drop-down->Instrument->type TATAMOTORS<CR>

11. In the right of upper-left most drop-down option->Select: Daily

12. EOD chart will display

Koushik Das