45 lines
1.8 KiB
Markdown
45 lines
1.8 KiB
Markdown
# Poor Man's Guide to Historical Tick Data for NinjaTrader
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This guide covers how to import historical tick data from Sierra Chart into NinjaTrader for cheap.
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A 1-month subscription to Sierra Chart, which is sufficient for the purpose of this guide, is ~$40.
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Services such as Portara CQG cost ~$800 per instrument (e.g., S&P 500 E-Mini Futures).
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Depending on how much data you require, this could save you thousands of dollars.
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## Exporting Data from Sierra Chart
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1. Go to Global Settings > Data / Trade Service Settings.
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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).
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3. Apply All changes.
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4. Connect to the data feed if not already (File > Connect to Data Feed).
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5. Go to File > Find Symbol.
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6. Enter the symbol for the contract you want to download data for.
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7. Open Intraday Chart, then Close.
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8. Wait for historical data to download / chart to finish loading.
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9. Disconnect from the data feed (File > Disconnect).
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10. Go to Edit > Export to Intraday Text File.
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11. Click save and wait on the export to complete.
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12. Repeat this process for as many contracts as you desire.
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## Converting Data to NinjaTrader's Expected Format
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To be continued...
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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.
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## Importing Data into NinjaTrader
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To be continued...
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