NCD file format

[vindiou]

Hi,

The current NT8 historical data .txt importation algorithm is VERY SLOW, no multithreading, moreover it apparently doesn't use streams.
I believe I can write my own, a much faster one in C++ ou C#.

Can I please get the .NCD file format ?

Thank you.

[NinjaTrader_ChelseaB]

Hello vindiou,

Unfortunately, how historical data files are used by NinjaTrader is internal core code to NinjaTrader that is not available to the public.

You can write custom Import Type scripts for importing historical text files. I would recommend viewing the TextImportType script included with NInjaTrader 8 as an example.
https://ninjatrader.com/support/help...mport_type.htm

[vindiou]

Hi,

I believe NinjaTrader should make it open to the public by just adding a copyright like MetaTrader does :

https://www.metatrader4.com/en/trading-platform/help/autotrading/tester/tester_fxt

The NT8 .txt importation tool is a slowness nightmare.

Thanks

[jrstokka]

Hi,

The current NT8 historical data .txt importation algorithm is VERY SLOW, no multithreading, moreover it apparently doesn't use streams.
I believe I can write my own, a much faster one in C++ ou C#.

Can I please get the .NCD file format ?

Thank you.

I've spent the last couple of days decoding the binary .NCD file format and creating my own binary reader for it, because I wanted to produce my own charts out of my own historical data outside of NT. If anyone would like the details, PM me or hit me up on skype 'jrstokka', I will be glad to share them.

Here is a link to a public Git repository if you would like to read the files directly. Enjoy.

https://github.com/jrstokka/NinjaTraderNCDFiles

[Klaus Hengher]

I've spent the last couple of days decoding the binary .NCD file format and creating my own binary reader for it, because I wanted to produce my own charts out of my own historical data outside of NT. If anyone would like the details, PM me or hit me up on skype 'jrstokka', I will be glad to share them.

Here is a link to a public Git repository if you would like to read the files directly. Enjoy.

https://github.com/jrstokka/NinjaTraderNCDFiles

Hi jrstokka

Is it also possible to read ncd files for daily data (subfolder db\day )?

Thanks
Klaus

[aviat72]

I've spent the last couple of days decoding the binary .NCD file format and creating my own binary reader for it, because I wanted to produce my own charts out of my own historical data outside of NT. If anyone would like the details, PM me or hit me up on skype 'jrstokka', I will be glad to share them.

Here is a link to a public Git repository if you would like to read the files directly. Enjoy.

https://github.com/jrstokka/NinjaTraderNCDFiles

Great to see this effort. Will try it out.
I do want to build systems around historical data analysis which can use more sophisticated tools than what NT systems easily offer.
However I did not want to create a separate database for that.
I will use NT as the permanent DB and use your program to feed into others.

By any chance do you have code to traverse how the files are organized in the NT folder?