As there are distinct "Type" categories indicating aggressive buying and selling, it can be inferred that the data represents active buying and selling. In the context of Order Flow Volumetric Bars, this corresponds to "Sell Volume per each price level seen in the bar" and "Buy Volume per each price level seen in the bar."
However, the data format does not comply with NinjaTrader's import format (one of NinjaTrader's import formats is: yyyyMMdd HHmmss fffffff;last price; bid price; ask price; volume). Could you please guide me on how to import this set of data into NinjaTrader to generate Order Flow Volumetric Bars?
LocalDate LocalTime Type Price Quantity Orders
20200127 180000124 TRADE AGRESSOR ON BUY 3247.25 1 2
20200127 180000128 TRADE AGRESSOR ON BUY 3247.25 1 2
20200127 180000246 TRADE AGRESSOR ON SELL 3247 11 10
20200127 180000247 TRADE AGRESSOR ON SELL 3247 3 3
20200127 180000247 TRADE AGRESSOR ON SELL 3247 1 2
20200127 180000247 TRADE AGRESSOR ON SELL 3247 1 2
20200127 180000247 TRADE AGRESSOR ON SELL 3247 1 2
20200127 180000247 TRADE AGRESSOR ON SELL 3247 1 2
20200127 180000247 TRADE AGRESSOR ON SELL 3247 1 2
20200127 180000247 TRADE AGRESSOR ON BUY 3247 3 4
20200127 180000580 TRADE AGRESSOR ON BUY 3247.25 1 2
20200127 180000735 TRADE AGRESSOR ON BUY 3247.25 1 2
20200127 180001204 TRADE AGRESSOR ON SELL 3247 1 2
20200127 180002525 TRADE AGRESSOR ON BUY 3247.25 1 2
20200127 180003091 TRADE AGRESSOR ON BUY 3247.25 1 2
20200127 180003122 TRADE AGRESSOR ON BUY 3247.25 1 2
20200127 180003669 TRADE AGRESSOR ON BUY 3247.25 1 2
20200127 180003703 TRADE AGRESSOR ON BUY 3247.25 1 2
20200127 180003868 TRADE AGRESSOR ON BUY 3247.25 1 2
20200127 180003933 TRADE AGRESSOR ON SELL 3247 1 2
20200127 180003945 TRADE AGRESSOR ON BUY 3247.25 1 2
20200127 180003946 TRADE AGRESSOR ON BUY 3247.25 2 3
20200127 180003947 TRADE AGRESSOR ON BUY 3247.25 2 3
20200127 180005395 TRADE AGRESSOR ON SELL 3247 3 3
20200127 180005395 TRADE AGRESSOR ON SELL 3247 1 2
20200127 180005395 TRADE AGRESSOR ON SELL 3247 1 2
20200127 180005395 TRADE AGRESSOR ON SELL 3247 2 2
20200127 180005395 TRADE AGRESSOR ON SELL 3247 3 2
20200127 180005395 TRADE AGRESSOR ON SELL 3247 5 4
20200127 180005396 TRADE AGRESSOR ON BUY 3247 1 2
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