Exporting Volume value from Timeand Sales window to excel

[Southpaw]

Hello,
Im looking to export volume from a Time&Sales window every 30 minutes during the day session hours to an excel spreadsheet. Any help is greatly appreciated. Ive never programmed anything against NinjaTrader. But do have a background in VB script. Replies tailored to a new guy in this arena is appreciated.
Thanks

[NinjaTrader_Jesse]

Hello,

Thank you for the question.

There is not a way to directly export data from the Time and Sales window at a specified interval as it does not directly support NinjaScript.

You can instead use a indicator to gather data using a chart instead though.

I will provide a simplified example of getting the data you need, there is a more advanced example which I will post the link to below.

http://www.ninjatrader.com/support/forum/showthread.php?t=3478

http://www.ninjatrader.com/support/forum/showthread.php?t=5965

You can import any of these items using the File -> Utilities -> Import NinjaScript menu.

With these examples they are by far from a beginner item, unfortunately this subject is a little more advanced so you may need to do some research on these examples to understand them completely. If you do have questions please feel free to post them and I will be happy to answer.

As far as exporting to excel goes that is something I would not be able to help with as this is not supported directly in NinjaTrader.
There are some various posts on this forum discussing different methods to use excel in NinjaScript, so you may be able to locate more information by searching the forum for this specifically.


I look forward to being of further assistance.