How to download tick data

[morrnel]

Hello,
I'd like to develop a tool capable of downloading daily tick data. Can you direct me toward an example? Thanks.

[NinjaTrader_Jim]

Hello morrnel,

Thanks for your post.

Data can be downloaded without any programming by using the Historical Data Window. (Control Center > Tools > Historical Data > Load Tab)

Historical Data Window - https://ninjatrader.com/support/help...ta_manager.htm

If you want to download data programmatically, you could consider using BarsRequests

BarsRequests (example code herein) - https://ninjatrader.com/support/help...arsrequest.htm

A downloadable example that implements a BarsRequest can be found here - https://ninjatrader.com/support/help...t_overview.htm

We look forward to assisting.

[morrnel]

This is also intended to be a learning exercise, not just use what someone else has created.
Is BarsRequests going to give me the tick data and will it access historical data?

[NinjaTrader_Jim]

Hello morrnel,

A BarsRequest can be made for single tick data, and you can use a LookupPolicy of Provider to have the data request always pull from the data provider and saved in the Documents\NinjaTrader 8\db folder. If you use a LookupPolicy of Repository, only the historical data in the Documents\NinjaTrader 8\db\ folder will be pulled.

Please let us know if you have any additional questions.

[morrnel]

After significant research, I need to develop a tool using Python to read market replay data. Please point me toward documentation describing the contents of the files. Thanks.

[NinjaTrader_Jim]

Hello morrnel,

NinjaScript is C# based and Python is not supported with NinjaTrader out of box. The format for Market Replay data is also proprietary. We would not have additional information to share on Market Replay data NRD files.

You may find helpful information external to NinjaTrader. If you look up "Convert Market Replay(NRD) to CSV and Import ticks format" you may find some external forums that look into these formats.

We look forward to assisting.