I have been looking into https://ninjatrader.com/support/help...?exporting.htm to understand data formats specifically for exporting. I learned here in the forum that NT will always export tick data in the "Tick Replay Format" (please let me know if that is not the case). In this case, we have the format "yyyyMMdd HHmmss;last price;bid price;ask price;volume" for Last, Ask, and Bid data files.
Now, I am a little confused here with the format. So if I want to look at the bid price for instance at some given tick, would I go to the "Bid" data file, and look up "bid price" and not "last price?" Since all files have "last price;bid price;ask price," I am not sure what file and what columns to look at. Thank you.
Pedro
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