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Tradestation historical data to be used in NinjaTrader 8


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Tradestation historical data to be used in NinjaTrader 8

  #1 (permalink)
 szayed 
Chicago, IL
 
Experience: Advanced
Platform: NinjaTrader, IB, TS
Trading: Emini Futures
Posts: 5 since Feb 2017
Thanks Given: 0
Thanks Received: 2

Hello NexusFi Community -

I've been testing my NinjaTrader 8 Strategy against various data sources such as the default Continuum, Kinetick and Interactive Brokers to test for robustness across various data sources. I am currently trying to export data from TradeStation and import it into NinjaTrader. I get an error because the data formats are different.

NT

20231106 060100;4378;4378.5;4377.75;4378.5;127
20231106 060200;4378.25;4378.25;4378;4378;42

TS (has an additional column for open interest, different datetime formats and different delimiters)

12/30/2022,07:31,3972.50,3972.50,3971.25,3971.75,123,361
12/30/2022,07:32,3971.75,3973.75,3971.50,3973.50,436,149

- Is there any obvious way to export the data from TradeStation to seamlessly use with NinjaTrader?

- This post regarding the same issue from 2015, makes mention of EL script that deals with import/export between these two platforms. I can't seem to find this EL script that is mentioned

Thanks for any help anyone can offer!

-Sam

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  #2 (permalink)
 
guizera's Avatar
 guizera 
Monforf-les-Bains/Luxembourg
 
Experience: Intermediate
Platform: NinjaTrader
Broker: NinjaTrader Brokerage
Trading: Futures: E-Mini ES, Crude CL
Posts: 11 since Sep 2016
Thanks Given: 6
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szayed View Post
Hello NexusFi Community -

I've been testing my NinjaTrader 8 Strategy against various data sources such as the default Continuum, Kinetick and Interactive Brokers to test for robustness across various data sources. I am currently trying to export data from TradeStation and import it into NinjaTrader. I get an error because the data formats are different.

NT

20231106 060100;4378;4378.5;4377.75;4378.5;127
20231106 060200;4378.25;4378.25;4378;4378;42

TS (has an additional column for open interest, different datetime formats and different delimiters)

12/30/2022,07:31,3972.50,3972.50,3971.25,3971.75,123,361
12/30/2022,07:32,3971.75,3973.75,3971.50,3973.50,436,149

- Is there any obvious way to export the data from TradeStation to seamlessly use with NinjaTrader?

- This post regarding the same issue from 2015, makes mention of EL script that deals with import/export between these two platforms. I can't seem to find this EL script that is mentioned

Thanks for any help anyone can offer!

-Sam

Hello Sam!

I'm not familiar with Tradestation's features. However, with a Python script, this conversion appears to be straightforward. I'm currently playing with some NinjaTrader strategies as well, and some data would be for good help. If you're interested in collaborating, I can write some scripts to convert them.

Let me know if this could be interesting for you.
Cheers.
Gui

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  #3 (permalink)
 szayed 
Chicago, IL
 
Experience: Advanced
Platform: NinjaTrader, IB, TS
Trading: Emini Futures
Posts: 5 since Feb 2017
Thanks Given: 0
Thanks Received: 2


Hi - I am no longer pursuing data conversion between the two platforms. However, someone on the Ninja Trader forum posted some Python code that you might find helpful. I don't think it's perfect, but probably a good start https://forum.ninjatrader.com/forum/ninjatrader-8/strategy-development/1252519-trade-station-vs-ninja-trader

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