You can import historical data using a text file in ".txt" format via the Tools-->Historical Data-->Import menu. Tick data is used to build tick and volume bars of all intervals, minute bars are used to create minute bars of all intervals and daily bars are used to create day bars of all intervals.

A few tips:

• If you are importing historical data for a futures or forex instrument, the instrument MUST exist in the Instrument Manager and if it does not, you must add it first
• Any data imported where the instrument does not exist in the Instrument Manager will automatically be imported as a "Stock" instrument type
• NinjaTrader bar time stamps are end of bar. This means that a 9:31 bar consists of data from 9:30:00 through 9:30:59. Please ensure that your source data time stamps are inline with this.
• Data points will be rounded to the instruments tick size as it is imported if the price is no evenly divisible by the instruments ticksize

File Name
The name of the file must be the instrument name within NinjaTrader. For example:

MSFT.txt for Microsoft

ES 12-06.txt for the S&P Emini December contract

Tick Format

Each tick must be on its own line and fields must be separated by semicolon (;).

The format is:

yyyyMMdd HHmmss;price;volume

Sample data:

20061107 000431;1383.00;1

20061107 000456;1383.25;25

20061107 000456;1383.25;36

20061107 000537;1383.25;14

Minute Bars Format

Each bar must be on its own line and fields must be separated by semicolon (;). Only 1 minute bars can be imported.

The format is:

yyyyMMdd HHmmss;open price;high price;low price;close price;volume

Sample data:

20061023 004400;1377.25;1377.25;1377.25;1377.25;86

20061023 004500;1377.25;1377.25;1377.25;1377.25;27

20061023 004600;1377.25;1377.25;1377.25;1377.25;24

20061023 004700;1377.50;1377.50;1377.25;1377.25;82

Daily Bars Format

Each bar must be on its own line and fields must be separated by semicolon (;). Only 1 day bars can be imported.

The format is:

yyyyMMdd;open price;high price;low price;close price;volume

Sample data:

20061023;1377.25;1377.25;1377.25;1377.25;86

20061024;1377.25;1377.25;1377.25;1377.25;27

20061025;1377.25;1377.25;1377.25;1377.25;24

20061026;1377.50;1377.50;1377.25;1377.25;82