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Converting csv to work in NT


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  #1 (permalink)
TITrader123
Tallinn + Estonia
 
Posts: 3 since Apr 2019
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Anybody have an idea how to convert csv tick to work in NT8?

Thanks
TI


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  #2 (permalink)
 
rleplae's Avatar
 rleplae 
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you can create a small stand alone program that reads and parses the CSV file
and then calls the functions from the NinjaTrader.client library

something along the lines of this :

 
Code
else if (string.Compare(line.Substring(0, 1), "H") == 0)
                        {
                            // Console.WriteLine(line);
                            // handle the line
                            IqFeedData record = Parser.ParseLineHisto(line);

                            if (record.Instrument.Contains(symbol))
                            {
                                // yes it is a quote update for the symbol
                                if (record.Bid < 0.9M * record.Trade || record.Ask > 1.1M * record.Trade)
                                {

                                }
                                else
                                {
                                    //BOalgo.Update(record);
                                    double bid = (double)record.Bid;
                                    if (bid != 0 && bid != oldbid)
                                    {
                                        String TimeStamp = record.Date + record.Time.Substring(0, 2) + record.Time.Substring(3, 2) + record.Time.Substring(6, 2);
                                        // Convert TimeStamp oto EU timezone
                                        TimeStamp = convertNYtoCET(TimeStamp);
                                        int retw = NTClient.BidPlayback("AEXT ##-##", bid, record.BidSize, TimeStamp);
                                        oldbid = bid;
                                    }
                                    double ask = (double)record.Ask;
                                    if (ask != 0 && ask != oldask)
                                    {
                                        String TimeStamp = record.Date + record.Time.Substring(0, 2) + record.Time.Substring(3, 2) + record.Time.Substring(6, 2);
                                        // Convert TimeStamp oto EU timezone
                                        TimeStamp = convertNYtoCET(TimeStamp);
                                        int retw = NTClient.AskPlayback("AEXT ##-##", ask, record.AskSize, TimeStamp);
                                        oldask = ask;
                                    }
                                    double trade = (double)record.Trade;
                                    if (trade > cutoff)
                                    {
                                        String TimeStamp = record.Date + record.Time.Substring(0, 2) + record.Time.Substring(3, 2) + record.Time.Substring(6, 2);
                                        // Convert TimeStamp oto EU timezone
                                        TimeStamp = convertNYtoCET(TimeStamp);
                                        int retw = NTClient.LastPlayback("AEXT ##-##", trade, record.TradeSize, TimeStamp);
                                        if (oldtrade != trade)
                                        {
                                            //System.Threading.Thread.Sleep(1);
                                            oldtrade = trade;
                                        }

                                    }

                                }
                                int a = 1;
                                System.Threading.Thread.Sleep(1);

                            }


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