Many people found it difficult to import the data(datafeed files) into NinjaTrader trading software. Below, the video shows some simple steps about how to import data-feed files into NinjaTrader(similar steps needed for version 7 or version 8)
https://youtu.be/NwNpQBCr2NU
p.s. To download EXAMPLE Intra-day data, visit this link – downloading intra-day files, where you will find the instruction and some notes too.