How to import Futures historical data into NinjaTrader

Our futures data is compatible with NinjaTrader, but you may experience problems when trying to import data for certain contracts.

Instruments list feature in NinjaTrader

The issue is not with our data but in the way the import tool works and how futures contracts are defined in the software. By default, only a limited number of contracts are defined in NinjaTrader software. You will need to define the missing contracts in NinjaTrader or add missing individual contracts to contracts that already exist.

Also, we use different symbols for some of the contracts which also needs to be corrected manually. For example, we use C symbol for corn contract while NinjaTrader uses ZC.

Unfortunately, there is no import/export tool for their instrument list which would allow you to avoid manually entering each contract's details and use predifined list of symbols.

Getting more details about futures contracts

You can get the list of all our contracts from this text file:
Futures_intraday.txt

You will be able to find the exchange name, month and year for each individual contract on the list.

Importing individual Ehanol contract from CBOT

For example, the Ehanol contract from CBOT is not defined in NinjaTrader and if you try to import its data, the program will return the "Instrument is not supported by repository" error message.

First, select Tools/Instruments from the menu and click on the "add" button on the bottom of the "Instruments" window:

You can find the contract's details on its exchange's web site. For AC:
Ethanol Futures Contract Specs

Please note that this is only an example and a workaround for data import into NinjaTrader and in no way a 100% correct definition. This is how you can define the AC contract in order to import its historical data:

You can use Globex as an exchange and add all individual contracts manually by clicking on the field next to the "Contract months" label:

Here, enter "09-09" for the first contract month, "01/01/2009" as the first Rollover date and click on the "add" button enough times in order to have enough individual contracts defined to support importing all the files.

NinjaTrader requires a different file naming standard. You will be able to get the full description for each contract including expiration month and year from our list of contracts. You will need to rename "ACF11.txt" file to "AC 01-11.txt" and then use the Import tool in NinjaTrader to successfully import the contract. Here is the screenshot: