Ninja does not publish the schema for NinjaTrader.sdf, which is a SQL Server Compact 3.5 database, or support it for any other purpose than the NinjaTrader application itself.
I am wanting to extract the data daily and build my own historical reporting/analytical database.
Copying the data is easy, there being a free fully operational SQL Server available for download from Microsoft, including all the necessary tools.
What would save me time would be the SQL Join Code that assembles the data as shown on the Orders Tab of Account Performance.
(There is a reported "bug" on this tab...if you exit an ATM manually or if the ATM is completed outside of its control, the profit/loss is not reported correctly...perhaps we can improve this)
Just glancing at the schema it appears that one needs to match raw buy and sell executions and combine them into completed orders.
Anyone done this and willing to share the syntax? You can send me a private email if you wish.
If no one has done this I will be willing to send the sql code I write in a private message....(when I can get this on the to do list...)
I am wanting to extract the data daily and build my own historical reporting/analytical database.
Copying the data is easy, there being a free fully operational SQL Server available for download from Microsoft, including all the necessary tools.
What would save me time would be the SQL Join Code that assembles the data as shown on the Orders Tab of Account Performance.
(There is a reported "bug" on this tab...if you exit an ATM manually or if the ATM is completed outside of its control, the profit/loss is not reported correctly...perhaps we can improve this)
Just glancing at the schema it appears that one needs to match raw buy and sell executions and combine them into completed orders.
Anyone done this and willing to share the syntax? You can send me a private email if you wish.
If no one has done this I will be willing to send the sql code I write in a private message....(when I can get this on the to do list...)
