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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
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