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OCHL for RT session

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    OCHL for RT session

    Hi. I am wondering if there is a quick and simple way to get daily OCHL and Volume data for just the RTH session of an equity futures contract. I already have the GLOBEX (ETH) session daily OCHL and Volume data using Daily Historical Data. I am looking to do a comparative analysis of GLOBEX vs RTH session for range, volume, etc.


    Hello ralett,

    Thank you for your post.

    While you wouldn't be able to alter the data points of Daily data to exclusively show these values for the RTH session, you would be able to achieve the same result by creating a 1440 Minute chart and applying the appropriate RTH trading hours template to that chart. For example, if I wanted to open this type of chart for ES, I'd use the 'CME US Index Futures RTH' trading hours template. More information about trading hours templates may be found at the link below;

    Please let us know if we may assist you any further.

    Zachary S.NinjaTrader Customer Service


      I already have a 1440 minute chart showing the RTH session daily candles. What I am looking for is a way to get the OCHL and volume data from those candles into an excel spreadsheet. I can export the full session historical data easy enough. Is there way to get the data as shown on the RTH chart?


        Hello ralett,

        Thank you for your inquiry.

        While I cannot think of a way to export these values without using a custom script, I do know that there is an 'Export to Excel' utility available as an indicator on our User App Share website.

        This indicator is publicly available on our NinjaTrader Ecosystem website:Here is a basic guideline of how to import NinjaScript add-ons in NinjaTrader 8:

        Note — To import NinjaScripts you will need the original .zip file.

        To Import:
        1. Download the NinjaScripts to your desktop, keep them in the compressed .zip file.
        2. From the Control Center window select the menu Tools > Import > NinjaScript Add-on...
        3. Select the downloaded .zip file
        4. NinjaTrader will then confirm if the import has been successful.

        Critical - Specifically for some NinjaScripts, it will prompt that you are running newer versions of @SMA, @EMA, etc. and ask if you want to replace, press 'No'

        Once installed, you may add the indicator to a chart by:
        • Right-click your chart > Indicators... > Select the Indicator from the 'Available' list on the left > Add > OK

        Here is a short video demonstration of the import process:As far as how to use this indicator goes; after adding to your chart, you will want to define the full file path of an existing Excel spreadsheet from the 'ExcelFile' property, definite the name of an existing sheet in that Excel file under the 'ExcelSheetName' property and ensure that 'ES 03-21 (1440 Minute)' is selected under the 'Input Series' property.

        Please let me know if we may be of further assistance.

        The NinjaTrader Ecosystem website is for educational and informational purposes only and should not be considered a solicitation to buy or sell a futures contract or make any other type of investment decision. The add-ons listed on this website are not to be considered a recommendation and it is the reader's responsibility to evaluate any product, service, or company. NinjaTrader Ecosystem LLC is not responsible for the accuracy or content of any product, service or company linked to on this website.

        Zachary S.NinjaTrader Customer Service


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