Hello, I am Christian from traders.fi and I am going to show you how to import data in NinjaTrader. Just follow these steps.

I had some issues importing data into NinjaTrader the other day. The problem was very simple: the filename contained unsupported characters (-1 in my case). I thought I'd write this guide for anyone who has run into the same issue.

First of all, you will need data for backtesting. In this example I use 1-minute intraday DAX data downloaded from BacktestMarket and converted to NinjaTrader format with the BTM Converter tool.

Step 1 — Rename the Data File if Needed

Before importing, check the filename. NinjaTrader does not support certain characters — in particular -1 or other special characters in the file name. Rename the file to remove them if present.

Step 1: rename the historical data file — Step 1 — Make sure the filename contains no unsupported characters

Step 2 — Open the Historical Data Import

Inside NinjaTrader, navigate to:

Tools → Import → Historical Data

Step 2: open Import Historical Data in NinjaTrader — Step 2 — Go to Tools → Import → Historical Data

Step 3 — Enable Day Bar Generation

In the import dialog, check the option "Generate Day bars from imported tick or minute data", then click the Import button to proceed.

Step 3: enable generate day bars and click Import — Step 3 — Check Generate Day bars then click Import

Step 4 — Browse to the Data File

Click the folder icon to browse to the location where you downloaded and extracted the dataset. Select the data file and click Open.

Step 4: browse and select the DAX intraday data file — Step 4 — Navigate to the extracted data file and select it

Step 5 — Verify the Import

After a successful import, NinjaTrader will display a notification showing the number of records imported. Confirm the count looks correct for the instrument and timeframe you loaded.

Step 5: import success notification in NinjaTrader — Step 5 — Confirmation message with number of imported records

NinjaTrader historical data successfully imported — The imported data is now available for strategy backtesting

Disclaimer

BacktestMarket is an independent data provider and has no affiliation with NinjaTrader LLC. The data and guides provided are for educational and research purposes only and do not constitute investment advice or trading recommendations.

How to Import Data in NinjaTrader