Viewing NT8 L1 and L2 Replay data in .CSV form?

[Matheyas5]

Hi NT8,

Do you have any suggestions on how i'd go about viewing your L1 and L2 Replay data in .CSV form? I'm guessing I'd have to write a custom indicator to export this data to a .CSV file? If thats the case, is there any documentation you can send me that explains how to do this?

The reason I'm looking to do this is that I'm trying to make a custom indicator (which I'd make available for sale to other users) that plots L1 and L2 data on the chart in a very specific way during a Replay (and live trading).
Its tricky for me to test to see if I've coded this indicator right without being able to compare its results to a tick by tick .CSV file of the Replay's L1 and L2 data.

Thanks

[NinjaTrader_PaulH]

Hello Matheyas5,

Thanks for your post.

There are a couple of references that I think will assist.

Exporting to text file: http://ninjatrader.com/support/forum...ead.php?t=3475

Level 2 book: http://ninjatrader.com/support/forum...ead.php?t=5965

[Matheyas5]

Hi Paul,

Thanks for your response.

Two other questions related it this.

1. Do you have any code examples that show how to add multiple Data Series to an NT8 indicator (such as the NT8 indicator in this example you posted http://ninjatrader.com/support/forum...ead.php?t=3475)? I found this example http://ninjatrader.com/support/forum...ead.php?t=5787 which shows how to add multiple dataseries to an NT8 Strategy, but not an NT8 indicator.

2. Do you have any NT8 code examples that show how to get the exact time (with millisecond resolution) of the Bar's Open to be included in the .CSV generated by this example you sent http://ninjatrader.com/support/forum...ead.php?t=3475 ?
I'm guesing I'd have to add something to code line 62 from the example, which is

sw.WriteLine(ToDay(Time[0]) + " " + Open[0] + " " + High[0] + " " + Low[0] + " " + Close[0]);

However, I've been having trouble figuring out what to add.

Thanks!

[NinjaTrader_PaulH]

Hello Matheyas5,

Thanks for your reply.

The helpguide provides the best reference in terms of multitimeframe programming which includes examples of how to add dataseries: http://ninjatrader.com/support/helpG...nstruments.htm

Using Time[0] will get the bar timestamp. To see the milliseconds you would need to use a format that would allow it to be seen:
Here is an example: Print ("time: "+Time[0].ToString("hh:mm:ss:fff"));
time: 12:30:02:842
time: 12:30:02:870
time: 12:30:03:081
time: 12:30:04:993
time: 12:30:06:574
Here is a link to C# on how to: Display Milliseconds in Date and Time Values: https://msdn.microsoft.com/en-us/lib...v=vs.110).aspx