PureBytes Links
Trading Reference Links
|
Hello all...
Would anyone have any experience regarding importing tick-by-
tick data into 2000i? I would like to export a few months of SP emini
tick data from my NinjaTrader to an ascii text file, and then have
2000i read that and chart it (for later backtesting).
Ninja exports the data in this form:
20090528 115907;894;3
20090528 115907;894;15
20090528 115907;894;8
... as it is there, 2000i can't read it. Just playing with it a bit on a
small sample of it, I saw that I *could* make a 2000i chart of it IF I
modified the data to look like this:
"Date","Time","Close","Vol"
20090528,1159,894,3
20090528,1159,894,15
20090528,1159,894,8
... through trial and error, I discovered a number of changes had to
be made:
(1) Replace all semi colons with commas
(2) Replace the space between the date and the time with a comma
(3) Get rid of the last 2 digits (the seconds) of the time field.
(4) Needed to put a "header" line in there to specify the field format.
I was able to then chart this modified ascii data. I'm assuming the
last 2 seconds of the time field aren't important when it comes to
charting tick data?
It looks like I'm going to have to make a little program to
"massage" this data after it comes out of Ninja in order for it to be
readable by 2000i. Or does anyone know of a slicker way?
Thanks!
Shawn
|