Export in a real-time

[vladko]

1. I save tick data by "File.AppendAllText(path, ohlc)"
2. Connection with server lost.

3. After 5 minutes - connection is restored.
4. How do I add to the file tick data for these 5 minutes?

Sorry my google-english...

[NinjaTrader_JoshP]

vladko,

Unfortunately you will not be able to unless you have some algorithm that knows exactly how much time you've missed and how many bars back to go to retrieve. It becomes a mess. Instead why don't you try using the Tools->Historical Data->Export tool to export your tick data?

[vladko]

I need real-time export...

Suppose I have an algorithm that knows exactly how much time has passed. How to I get value of hicstorical tick?

[NinjaTrader_JoshP]

You only can if you are on a 1tick chart. Otherwise you cannot. Even if you are on a 1tick chart. You still need to reload your historical data to retrieve missing data. You then need to check your written out file to ensure you don't write duplicate entries. You can easily see how this gets messy. Unfortunately I cannot provide much more support for this. Good luck.

[vladko]

Thanks......

[dosh1965]

vladko,

Unfortunately you will not be able to unless you have some algorithm that knows exactly how much time you've missed and how many bars back to go to retrieve. It becomes a mess. Instead why don't you try using the Tools->Historical Data->Export tool to export your tick data?

Is it possible to include ask & bid fields in exporting tick data? The default format doesn't seem to include that info.

Thanks.

D.

[NinjaTrader_JoshP]

D,

Unfortunately not. Thank you for the suggestion. I have forwarded it to development.

[dosh1965]

D,

Unfortunately not. Thank you for the suggestion. I have forwarded it to development.

Thank you, Josh. A sample output format that can work may look like this:

Symbol, Date, Time, TickPrice, TickVolume, BidPrice, AskPrice
---------------------------------------------------------------------
ESM9,20090324,13:30:00,803.25000,57, 803.25000, 803.25000

D.