From 2189441ac4ab300de8fc79500fada042629f2722 Mon Sep 17 00:00:00 2001 From: moshferatu Date: Fri, 16 Aug 2024 13:38:27 -0700 Subject: [PATCH] Update README to include instructions on converting the exported tick data to the format expected by NT --- utilities/TickDataConversion/README.md | 18 ++++++++++++++++-- 1 file changed, 16 insertions(+), 2 deletions(-) diff --git a/utilities/TickDataConversion/README.md b/utilities/TickDataConversion/README.md index f244270..1171990 100644 --- a/utilities/TickDataConversion/README.md +++ b/utilities/TickDataConversion/README.md @@ -34,9 +34,23 @@ Depending on how much data you require, this could save you thousands of dollars ## Converting Data to NinjaTrader's Expected Format -To be continued... +The exported tick data can be converted into the format that NinjaTrader expects by running the script ```convert_tick_data.py```. -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. +The script depends on ```pandas```, so make sure the package is installed. + +Make sure to specify the file exported from Sierra Chart as the input and name the output file accordingly. + +The output file name matters, so refer to [NinjaTrader's documentation](https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?importing.htm) on importing tick data for more information. + +Important bit: + +> When using the NinjaTrader format, the name of the text file to be imported must be the NinjaTrader instrument name followed by a period and "Last", "Bid", or "Ask" depending on the data type. For example: +> +> MSFT.Last.txt for Microsoft stock last price data +> +> ES 12-09.Bid.txt for the S&P E-mini December contract bid price data +> +> EURUSD.Ask.txt for the Euro/U.S. dollar currency pair ask price data ## Importing Data into NinjaTrader