Importing data to Ninjatrader – by Deepak S

1. Open Ninjatrader

2. Goto Tools-> Instruments

3. Click ’add’ at the bottom of the window

4. Put the same name as the historical name file. In this example, we are adding Nifty Aug 2017 and the
name in the historical data file is ‘NIFTY817.Last.txt. So we will input the master instrument as
‘NIFTY817’ without quotes

Instrument type = stock

Currency = Indian rupee

Exchange = NSE (we have selected nse from the dropdown but it is hsown as ‘1 exchnage. We have
selected NSE)
Trading hours = NSE

Tick size = 0.05

Symbol map = we can input the name anywhere but we will input against barchart.com – NIFTY817

Finally click Apply and then ‘Ok’. Close the next window
5. Click Tools-> Import data -> Historical data

6. Select timezone as UTC+5:30

Check ‘Generate day bars from imported tick or minute data’

and then click ‘Import’

7. A new window will open to select the historical data file. Select ‘NIFTY817.Last.txt’ and click Open
8. We will see data imported successfully with the number of record imported displayed. Click OK. And
close the next window. Now we should be back to original NT window.
9. Click New->Chart
10. In the next window, type NIFTY817(recently imported instrument) in the instrument search box and
enter. The ‘data series’ window should appear.
11. In the data series window, change the minutes value to anything you want(I have selected 5 to
display 5 minutes chart)

Days to load = if I want to see previous 60 days from the last day of expiry (You can opt for your
convenient number of days)

End date = last of the month in use. It is 31 Aug 2017 (here we have added Nifty aug 2017
instrument.So, chart will show 60 days of worth of bars from last day of august 2017 going backwards.
As calculating expiry date of every contract is a bit of an issue, I select the last day of the month and put
60 days there. Anyways, we would need only to see last 30-35 days before expiry. We have inputted 60
days).

Click OK
12. Click ‘Show data box’ to get details of every bar. See 2nd picture. This is how data box looks
13. To get cross hair

Right click on the chart and click cross hair-Local

Please explore all the buttons of Ninjatrader.

As all the instruments are separate month-month data, we need to repeat this process for every
instrument to import. Once you import it, it will be there whenever you want (unless you change OS or
uninstall Ninjatrader)

Kindly let me know if you have more questions.

Sincerely

Deepak