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NinjaTrader
Data Export
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Hello spriteork,
You can use the continuous contract instead. Please go to Control Center-->Tools-->Instrument Manager, highlight the FGBL. Set 'Expiry' to ##-## and click the arrow pointing to the left.
Create a new chart for the FGBL ##-## for the amount of historical data you like to export.
Subsequently export historical data for the FGBL ##-##.
If you like to export historical data for individual expiries, unfortunately there is no faster way. You will need to export data for each expiry.
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That's nice thing,
but can I export data more massively?
I want to get an End-Of-Day data, but for much years.
For example, I tried to get a data for FGBL future,
so Ninjatrader loaded me "FGBL 03-05", "FGBL 06-05", "FGBL 09-05", ..., and so one to "FGBL 03-14" contracts.
But can I export all quotes from this contract list(or sequence) "just in some clicks"...?
In one file or in multiple files (named by something template).
It's necessary for me to export all days from each contract, cause I need to calculate a "costs of rolling to next contract" in my backtesting.
Now I view only one way for this:
Open Historical Data Manager, Export tab
choose "FGBL 03-05", "Day", EXPORT (FGBL 03-05.Last.txt)
choose "FGBL 06-05", "Day", EXPORT (FGBL 06-05.Last.txt)
...
choose "FGBL 03-14", "Day", EXPORT (FGBL 03-14.Last.txt)
Tedious job...Last edited by spriteork; 02-07-2014, 05:25 AM.
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Hello,
You can export your chart data by going Tools--> Historical Data Manager--> export
This will create a txt file the underlying chart data.
Please see our Help Guide on exporting data for more information:
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Data Export
Hello guys,
i was wondering is it possible to export data from Ninja Trader into txt or csv file? Can u direct me where i can read something about this?
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