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Shawn,
Did you check this in Globalserver? To the best of my knowledge TS2ki
only supports ascii import for EOD bars. Your example would result in a
daily bar with volume 26, but no 1 minute bars, let alone ticks.
www.traderssoft.com sells historycentre which will make xpo files for
you to import.
http://www.hypertrader.it/ has hypertools which will do the same. They
used to give it away, but no longer. If you are interested, you would
have to email them, as their website hasn't been updated in years and is
not current.
Steve
On Mon, 2009-06-01 at 15:56 -0300, smh1@xxxxxxxxxxx wrote:
> 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
>
>
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