Make sure you have imported the NinjaTrader.ELD. If not, instructions are found here.

To download historical data from TradeStation for import into NinjaTrader, open a chart in TradeStation and open the Format Symbol window.

Futures Note: If  you want to download historical futures data, use the TradeStation continuous contract such as "@ES". Once imported into NinjaTrader, it will be mapped to the closest individual contract. If the current month is November, 2006, data would be mapped to the December contract which is "ES 12-06".

This import procedure will allow you to construct charts in NinjaTrader that use minute bars. Tick or daily bars can not be constructed from this procedure.

1. Set the symbol

2. Set the interval to 1 Minute bars (do not set to any other interval)

3. Last date should be today's date

4. First date should be set to the first data you wish to download historical data for

5. Set the time zone to "Local"

6. Press the "OK" button

7. Right mouse button click in your TradeStation chart and select "Insert Strategies"

8. Select the "NTDataDownload" strategy

9. Press the "OK" button

10. Press the "CLOSE" button

11. The NTDataDownload strategy is now creating a file that contains historical data that can be imported into NinjaTrader

12. Start NinjaTrader

13. Select the menu Tools-->Historical Data-->Import to import the downloaded historical data which will be visible in the File Dialog window