how to export tick-by-tick data

[tucciotrader]

Hi,

I am new to NT and was wondering it was possible to export last couple of trading days tick-by-tick (I think it depens on the data vendors though) as an ascii file...

Can it actually be done thru ZenFire?

thanks

[NinjaTrader_Chip]

Hello tucciotrader,

Thank you for your post.

Yes – if your data provider supports tick data then you can export this data using the Export utility in NinjaTrader.

For how to use this feature & the proper format for historical data, see the following:

http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?Export

Please let me know if I can answer any additional questions.

[igor.lavrenenko]

Tick data

In what format tick data must be? EXS or CSV?

[NinjaTrader_Jason]

Hello igor.lavrenenko

Please see the link below under 'Understanding import file and data formats' for the format that is required for text files to import historical tick data.

http://ninjatrader.com/support/helpGuides/nt7/importing.htm

Tick Format
Each tick must be on its own line and fields must be separated by semicolon (.

The format is:
yyyyMMdd HHmmss;price;volume

Sample data:
20061107 000431;1383.00;1
20061107 000456;1383.25;25
20061107 000456;1383.25;36
20061107 000537;1383.25;14

[igor.lavrenenko]

Great! Thanks for a sample. I'll build file for it.

[Srgtroy]

20061107 000431;1383.00;1

I am having a problem with the above format because there is no semi-colon between the date and time. Is this intentional or a bug?

[NinjaTrader_Brandon]

Hello Srgtroy,
Thanks for your post.
I was able to import the data in the format you provided without error

[Samantha Owens]

Fantastic!