More info on MarketReplay.DumpMarketData/MarketReplay.DumpMarketDepth

[Lumbeezl]

Apparently these are functions that are able to export market data.

The only reference I've found of them are in this post: https://ninjatrader.com/support/foru...et-replay-data

I used MarketReplay.DumpMarketDepth and it exported over 888MB of Level 1 and Level 2 data very quickly.

Could we get more info about this function and how we can use it?

Thanks

[NinjaTrader_Jesse]

Hello Lumbeezl,

Thank you for the post.

This is not currently documented/supported so I have no other information that I can provide, I will put in a feature request for adding documentation.

Please let me know if I may be of further assistance.

[eugene.ilyin]

You can check NRDToCSV GitHub repository in case if you need to convert NRD files regularly: