.ntd file format documentation?

[gigikent]

I already have tons of forex tick data downloaded from 4 different brokers (FXCM, dbFX, Dukascopy, GAIN Capital) using their APIs. I now want to import this data into NT. The data is stored in my own compressed format. If I would convert it to the .CSV format accepted by NT, it will easily grow to 150 GB, and it will take ages to import, since all the fields will have to be parsed from text yet again.

So I'm thinking of directly converting it to .ntd files. But there is no documentation for this format yet. It seems to be RLE compressed, a daily equity bar being 10 bytes on average. I already figured out how the volume field is stored.

Could you post a quick reference of the .ntd format? Or is that information strictly classified?

[NinjaTrader_Austin]

gigikent, unfortunately this sort of information has not been made public. I don't see it being made public anytime in the near future either.

[gigikent]

I managed to reverse engineer the .nfd format for bar data.

I have a few more questions:

1. Is there a way to set default for the Data section in the Data Series dialog that appears when creating a chart? I'd like for example to have "Load data based on" set to "Bars" and "Bars to load" set to 5000 each time I want to create a chart.

2. Is there a way to change the way the time axis is labeled in minute charts, from mm/dd to dd/mm? There is an option "Date label format for daily bars", in Chart Properties, but not for "minute bars".

Also, look at the time axis labeling in the next picture. It seems to be very broken (missing values). The NT version is 7.0.0.15 64 bit.

[NinjaTrader_JoshP]

1. You can right click on the grid on the right and select Save Default to save that setting on a per period type basis.

2. Thank you for the suggestion. I have added it to our feedback list.

For your screenshot, can you please save that chart as a chart template and attach the template here? You can find it located in Documents\NinjaTrader 7\templates\Chart as a .xml file. Thank you.

[gigikent]

1. You can right click on the grid on the right and select Save Default to save that setting on a per period type basis.

This doesn't seem to work. If I close the chart, and create it again, the default is still "Load data based on days" and "365".

I attached the chart template below. My Windows "Regional and Language" format is set to "Romanian (Romania)" in case that helps.

[NinjaTrader_JoshP]

gigikent,

Closing and reopening a chart would not help. You need to actually right click in the grid and select "Save as Default for ____ Period Type".

[gigikent]

Thanks. When you said to click in the grid I assumed you mean clicking in the chart area.

[NinjaTrader_JoshP]

Sorry for the confusion. Glad we could get it resolved.