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Exporting Data
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Exporting Data
I've connected NT7 to my MBT account to get historical data. I've only been successful in exporting minute and daily data, is there a way to export other intervals (ex 5 min, hourly, 4 hour)? ThanksTags: None
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Hello jsharick426,
NinjaTrader uses three data types: daily, minute and tick. These three types are subdivided in Last, Bid and Ask. Unfortunately you cannot specify the data type value when exporting historical data. Tick data will be exported per tick, minute data per minute and daily data per day. Please see the link below for more information.
You can find an example of the data that is exported (or how it needs to be imported) at the link below under 'Understanding import file and data formats'.
JasonNinjaTrader Customer Service
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Accessing Historical Data Manager
Can you access the historical data manager from C#? In other words, in my indicator I would like to plot the historical bid/ask/vol, is it crazy to think that accessing the Historical Data Manager to pull that data would be a viable solution? Since the OnMarketData() is only real time, and when you F5 the chart, the data is gone. Has anyone successfully been able to store the bid/ask data? If so, please give me a hint on where to begin. I've tried writing to a file, storing in db, there must be some easier way to solve this. Anyone suggestions would be greatly appreciated.
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Funk101, I would suggest you check into the Gom Recorder threads here on the forum for a solution that has been establishing from the kind contributions of the community.
In NT7 you could add dedicated bid / ask series for access as well in a MultiSeries instrument but historical timestamp resolution will be down to 1 second unfortunately only.
Improving this area in on our product development list of future consideration.BertrandNinjaTrader Customer Service
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