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Update README to include instructions on converting the exported tick data to the format expected by NT

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moshferatu 2024-08-16 13:38:27 -07:00
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utilities/TickDataConversion/README.md
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@ -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 ## 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 ## Importing Data into NinjaTrader