Data import from Dukascopy to NinjaTrader

Are you using Ninja Trader? Did you know you can import Dukascopy tick data directly into the platform? We invite you to a guest post by Jerzy Kozak from ForexChartist.

I recently discovered that the source of blog entries is one of the threads in the Navigator forum. There was an issue of importing tick data from Dukascopy to the NinjaTrader platform. This is a treat, especially for those who want a solid and fairly large NinjaTrader tick database (it can be useful for testing). IN Dukascopy regardless of the type of account (demo or real), we have access to forex quotes dated from March 1, 2007 in the form of ticks (if I'm not mistaken, there were some 140 million ticks for EUR / USD!).

How to go about it?

First you need to download data from Dukascopy. To do this, we need to run JForex and enter Historical Tester:

From the Tools menu, choose Historical Tester.

The next step will be downloading the data. This is a task for the patient, because the ticks history for one pair can download several to several hours.

It looks more or less like the above. So we choose the instrument (s) and the period of data to be downloaded. I would like to remind you that the date of the tick data start in Dukascopy is 2007.03.01. We want ticks without interpolation. After making the selection, click 'Get Data' (it is in this place where the 'Cancel' button is in the picture above) If it is evening, we go to sleep - nothing is here for us If it is early, it is worth taking care of something, observing the download process is not If the download is complete, click 'Save Data' (and of course remember where you saved the quotation file).

The data is not compatible

Now you need to use the Dukascopy to NT data converter. Download the converter file by clicking HERE. There is a zipped converter file in .zip. Before you start replacing the data, however, there is a small step to be done. Well, the converter uses the system settings of the data separator used in the notation of numbers. In Poland, we use a comma if the number has a decimal expansion, while the converter needs a dot to work properly (I do not know why, I support the source: Forex Factory). The change in other systems may look a bit different. In Windows 7 I went to Control Panel -> Clock, language and region -> Change date, time or numbers format -> and here on the Formats tab I went to Additional settings, where at the top you can change the comma to a period. At Forex Factory, they also recommend changing the regional settings to English. Of course, the old settings can be restored afterwards.

In the downloaded package you have a converter, just run it and the program window will appear:

Click 'Input File' and select the data file downloaded from Dukascopy. Enter the name of the instrument and click 'Convert'. This operation should be shorter than the quotation itself, nevertheless you can go for small shopping or go for a walk with your dog at the end.

Our files are also ready for import to NinjaTrader. In NT, select 'Historical Data Manager' from the 'Tools' menu.

We choose what price we want to import (from the 2 we have the Bid and Ask files). We can also ask for the creation of minute bars based on imported ticks. The operation is carried out for Bid and Ask. It's also good to do an import by setting the Last price in NT and load the Bid file there.

How does it look in NinjaTrader?

If everything went well, we enjoy accurate quotes with a history over 4 years! Finally, a few more comments:

1. If something did not work and the charts do not want to be displayed immediately, after importing turn off and turn on NinjaTrader again.
2. Dukascopy quotes are of good quality, but remember that the appropriate quotes are the quotes of your broker.
3. In training on the NinjaTrader service on forex, I suggested connecting the platform to MB Trading. Such a solution is good, but the history of tick data will be a short one, so importing historical quotes can be helpful.

Finally, you can enjoy long-range graphs.