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Export Tick Data Format

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    Export Tick Data Format

    I exported tick data and I'm not sure what the format is. Here's an example:

    20180422 220000 0740000;2683;2683;2683;1
    20180422 220000 0740000;2683;2683;2683;1
    20180422 220000 0740000;2683;2683;2683;400
    20180422 220000 0740000;2683;2683;2683;1
    20180422 220002 9150000;2683;2683;2683.25;1
    20180422 220002 9290000;2683.25;2683;2683.25;1
    20180422 220002 9480000;2683.25;2683;2683.25;1
    20180422 220003 0390000;2683.25;2683;2683.25;1
    20180422 220003 0670000;2683;2683;2683.25;3
    20180422 220003 0670000;2683;2683;2683.25;1
    20180422 220003 0670000;2683;2683;2683.25;1

    If I'm not mistaken it's Date(yyyy/mm/dd), time(hh/mm/ss), ??????, ask, bid, last, volume. I just wasn't sure if that's correct, but any clarification would be awesome. Thanks!

    #2
    Hello Lumbeezl,

    Thanks for writing in.

    Tick data when exported from NinjaTrader will follow the tick replay sub second granularity format outlined in the helpguide here:
    https://ninjatrader.com/support/help...AndDataFormats

    The format is:

    yyyyMMdd HHmmss fffffff;last price; bid price; ask price;volume

    Please let me know if I may be of any further assistance.
    Alan S.NinjaTrader Customer Service

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