Downloading Hi, Low, VAH, VAL, Closing Prices to a File for the Last 3 Years

[artvandelay123]

Hi,

I was wondering if it's possible to download market data such as the High and Low price of a session, the value area high and low (from the Order Flow Volume Profile indicator), and the closing price of the session to a text or Excel file for e.g., the last 3 years. I would like to do this for several instruments starting with CL. I use MergeBackAdjusted for my contracts, so the prices would presumably be continuous then.

I use Continuum for my data provider.

Is this possible?

Thanks.

[NinjaTrader_ChelseaB]

Hello artvandelay123,

It would be possible to write the High and Low from the CurrentDayOHL() indicator to a file with StreamWriter in a custom coded NinjaScript. Let me know if you would like this thread moved to the General Development section of the forums for more information about how to do this in a coded NinjaScript.


I would not know of a way this would be possible to write values for the Order Flow Volume Profile indicator.

The Order Flow Volume Profile indicator is not supported to be called from NinjaScript, so a script could not be created to write this to a text file with StreamWriter.