ninjatrader/utilities/TickDataConversion/README.md

# Poor Man's Guide to Historical Tick Data for NinjaTrader

This guide covers how to import historical tick data from Sierra Chart into NinjaTrader for cheap.

A 1-month subscription to Sierra Chart, which is sufficient for the purpose of this guide, is ~$40.

Services such as Portara CQG cost ~$800 per instrument (e.g., S&P 500 E-Mini Futures).

Depending on how much data you require, this could save you thousands of dollars.

## Exporting Data from Sierra Chart

1. Go to Global Settings > Data / Trade Service Settings.
2. Make sure Intraday Data Storage Time Unit is set to 1 Tick and that the Maximum Historical Intraday Days to Download for 1-Tick Data is set to a period long enough to download all the data in the contract (doesn't have to be 730 days as shown in the screenshot, 45-60 days should be more than enough).
3. Apply All changes.

![Data / Trade Service Settings](./images/data_trade_service_settings.png)

4. Connect to the data feed if not already.
5. Go to File > Find Symbol.
6. Enter the symbol for the contract you want to download data for.

![Find Symbol](./images/find_symbol.png)

7. Open Intraday Chart, then Close. 
8. Wait for historical data to download / chart to finish loading.
9. Disconnect from the data feed.
10. Go to Edit > Export to Intraday Text File.

![Export to Intraday Text File](./images/export_to_intraday_text_file.png)

11. Click save and wait on the export to complete.
12. Repeat this process for as many contracts as you desire.

## Converting Data to NinjaTrader's Expected Format

To be continued...

Refer to [NinjaTrader's documentation](https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?importing.htm) on importing tick data for more information about the expected format.

## Importing Data into NinjaTrader

To be continued...

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