columns exported in tick

[GustavoHC]

Good morning... I have downloaded Historical data in Ticks and I have exported it, I think I have identified what each column is except the one I circle in white... what is it? Is the rest correct?

[NinjaTrader_BrandonH]

Hello GustacoHC,

Thanks for your post.

The historical data is exported with End of Bar time stamps to the chosen folder as a text file in the same format specified in the "Understanding import file and data formats" section of the Importing page. The exported data will be in the UTC time zone.

If we look at the 'Understanding import file and data formats' section of the help guide linked below, you could find the different data formats.

Understanding import file and data formats: https://ninjatrader.com/support/help.../importing.htm

If we look at the white highlighted section of the screenshot and compare it to the help guide page linked above, it seems that this white highlighted section in the screenshot is millisecond (sub second) granularity also seen as fffffff in the help guide.

[GustavoHC]

If I export in DATA HISTORICAL Tick Format (Sub Second Granularity) and they are transformed into 1 minute candles, would these candles have the same O,C,H,L as if I directly exported 1 minute data? (for the same day, contract and asset ), Greetings

[NinjaTrader_BrandonH]

Hello GustacoHC,

Thanks for your notes.

If you export Historical Minute data in the Tools > Historical Data window, the format of the data will be yyyyMMdd HHmmss;open price;high price;low price;close price;volume as noted in the help guide page linked on post # 2 under the section 'Minute Bars Format'.

Exporting Historical Tick data in the Tools > Historical Data window could export in a few different formats depending on the Historical Tick data.

Tick Format (Second Granularity)
The format is:
yyyyMMdd HHmmss;price;volume

Tick Format (Sub Second Granularity)
The format is:
yyyyMMdd HHmmss fffffff;price;volume

Tick Replay Format (Sub Second Granularity)
The format is:
yyyyMMdd HHmmss fffffff;last price; bid price; ask price;volume

Tick Replay Format (Second Granularity)
The format is:
yyyyMMdd HHmmss;last price;bid price;ask price;volume

See the 'Understanding import file and data formats' section of the help guide linked in post # 2.

And, see this 'How bars are built' help guide documentation to see what data is used for building bars: https://ninjatrader.com/support/help..._are_built.htm