Im trying to load intraday (ie 1 miniue) data for ES for years 2000 thru 2004. I have verified the ascii file that contains the data is properly formatted as I’m able to load data from 2005 thru 2025 without a problem, and these file have the exact same format.
In any case, for every contract starting with ES 12-03.Last.txt and every proceeding contract, I get a ‘0 data records successfully imported’ result. This occurs with other markets (ie FDAX) as well.
Is there a limit to the amount of historical data import ninja trader allows? Is there any setting I need to tweak in NT to allow such an import?
Thanks in advance
David
FWIW, I solved the issue, posting this for anyone else who might find this useful
I had to add a definition for the the futures contract that I mentioned were resulting in ‘0 data records successfully imported’
You have to add a definition for each futures contract in instruments to get ninja to recognize and hence import the data
Below is a rough navigation I did to add the ES 12-04.Last.txt contract:
Control window->Instruments->Search->Futures|ES->left click on ES row->click edit->hover over entry box for Contract months ->click on EDit rollovers…->click on add (to add new futures contract)->set contract month and rollover date in left window panel->click OK
you have to do this for EVERY old contract you want to add 
Once I did this, I was able to successfully import the intraday data for in this case ES 12-04.Last.txt
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UGH!!!
now having issue with any contracts that are prior to year 2000. I defined the ES march,june,sep,dec 1999 contracts in the instruments using the above, all good
Instruments are now defined but historical data import reporting ‘0 data records successfully imported’.
Can anyone in Ninja tech support help out here??