Pull 1 second real-time data from NQ

[amourp]

Is there an api or something I can use to get 1 second, real-time data from NQ and have it saved into a csv? I'm looking to get date, timestamp, open, high, low, close, and volume every second.

[NinjaTrader_Manfred]

Hello amourp,

Thank you very much for your post.

Based on the platform itself, I am not aware of a method that would produce 1-second-based data, as the platform uses historical tick data to build second-based bars.

This means it would only be possible to export either historical tick or minute data, as these are the methods provided by the provider and/or brokerage, but not consolidated data.

Please don't hesitate to let me know, should you have any further questions!