ES futures Time and Sales Data

[Endlessweek122]

Hello, if anyone could help me here that would be appreciated. I can't seem to figure out how to export specifically time and sales data into a CSV or any file really. I can only get market replay, or OHLC, or ask/bid/last/volume. I want to obtain just time and sales data with time,volume,and buy or sell. If possible I'd also like within that data it show if the trade was above ask/below bid. Thanks for any help provided.

[NinjaTrader_Jason]

Hello Endlessweek122,

Unfortunately this is not supported by default. However there is a workaround listed at the forum thread below which allows you to send data from NinjaTrader to Excel. The first 4 posts includes instructions for NinjaTrader 7.

http://ninjatrader.com/support/forum/showthread.php?t=36938&page=8

Post #128 has a solution for NinjaTrader 8.

https://ninjatrader.com/support/forum/forum/ninjatrader-7/general-development/37875-dionysus-new-year-present-%C2%96-ninja-excel?p=835664#post835664

[Endlessweek122]

Thanks for the guide it works great, I dont need OHLC or anything, just time and sales data and volume with the trade direction. Where can I look for more info to do this, thank you.

[NinjaTrader_Jason]

Unfortunately I'm not aware of more information on this.