Planned

Format for Data export from Velocity 2.0

On the introduction of Velocity 2.0 and faciity to export data, it was brought to your notice that exported data was not compatible with Ninjatrader.

Although you have modified the data format since then, it still can't be imported into Ninjatrader. It may be worth remembering that there is no flexibility in import data format for ninjatrader unlike amibroker where the format can be modified as per the data fields available.

Here are the formats exported from Velocity and the one required for import into Ninjatrader.

Tick Data:

Velocity exported data;

01/04/2016;09:15:01;17050.35;30

mm/dd/yyyy;hh:mm:ss;close;volume

Ninjatrader format;

20160104 091501;17050.35;30

yyyymmhh hhmmss; close; volume

1 Minute Data:

Velocity exported data;

01/04/2016;09:15:00;17050.35;17050.35;16966.00;17002.55;2162;71610;0.00;0.00

mm/dd/yyyy;hh:mm:ss;open;high;low;close;volume;oi;??;??

Ninjatrader format;

20160104 091500;17050.35;17050.35;16966.00;17002.55;2162;71610

yyyymmdd hhmmss;open;high;low;close;volume

Daily Data:

Velocity exported data;

01/04/2016;17:30:00;17050.35;17050.35;16650.55;16676.60;105270;85350;0.00;0.00

mm/dd/yyyy;hh:mm:ss;open;high;low;close;volume;oi;??;??

Ninjatrader format;

20160104;17050.35;17050.35;16650.55;16676.60;105270

yyyymmdd;open;high;low;close;volume

>> Is it possible to provide options to export data in two formats, amibroker and ninjatrader so that data can be imported straight into NT?

Thanks for your prompt response (which I am sure will be forthcoming) :)

Comments (1)

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Thank you so much for this idea once again. This is an awesome idea & we will try to implement this.