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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.Tags: None
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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.
Post #128 has a solution for NinjaTrader 8.
JasonNinjaTrader Customer Service
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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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