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ES futures Time and Sales Data

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    ES futures Time and Sales Data

    Hello, if anyone could help me here that would be appreciated. I can't seem to figure out how to export specifically time and sales data into a CSV or any file really. I can only get market replay, or OHLC, or ask/bid/last/volume. I want to obtain just time and sales data with time,volume,and buy or sell. If possible I'd also like within that data it show if the trade was above ask/below bid. Thanks for any help provided.

    #2
    Hello Endlessweek122,

    Unfortunately this is not supported by default. However there is a workaround listed at the forum thread below which allows you to send data from NinjaTrader to Excel. The first 4 posts includes instructions for NinjaTrader 7.
    http://ninjatrader.com/support/forum...t=36938&page=8

    Post #128 has a solution for NinjaTrader 8.
    https://ninjatrader.com/support/foru...664#post835664
    JasonNinjaTrader Customer Service

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      #3
      Thanks for the guide it works great, I dont need OHLC or anything, just time and sales data and volume with the trade direction. Where can I look for more info to do this, thank you.

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        #4
        Unfortunately I'm not aware of more information on this.
        JasonNinjaTrader Customer Service

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