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tick data recording

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    tick data recording

    Hi,
    I would like to get to the tick data recorded (with actual spread) in ASCII format for school research, is that possible? I have got a nice idea to research pictures and changing current trend in matching dynamic patterns in bid/ask spread. Is there any utility that can convert me the ntm files to csv...?
    N.

    #2
    Hello nicknamed,

    Thank you for your post.

    Unfortunately, this is not supported. Not sure if historical chart data would meet your needs but the method with which to export historical chart data as a text file is described at the following link: http://www.ninjatrader-support.com/H...V6/Export.html

    Please let me know if you have any additional questions.
    KyleNinjaTrader Customer Service

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      #3
      tick

      Actually not, bid minute data are of no use since I need ask and bid together to test empirically the idea.

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        #4
        Hello nicknamed,

        Thank you for your reply.

        I see. I will forward your suggestion for the addition of this capability to my development team for further consideration.
        KyleNinjaTrader Customer Service

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          #5
          you can write an indicator for that using the streamwriter class. search the forum, there is already some work in this respect on appending the data to a mysql database.

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