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Historical Market Depth

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    Historical Market Depth

    Hello,

    Is there a way to get historical market depth data for Futures and save it to CSV, etc?

    #2
    Hello pbylina,

    Unfortunately this is not supported. You can export historical data in .txt files as per the information in the help guide.


    Please click Desktop Help Guides-->Operations-->Historical Data-->Exporting

    The historical data consists of OHLC values and volume. There is no function to include market depth data in the .txt files.
    Last edited by NinjaTrader_Jason; 02-07-2024, 05:12 AM.
    JasonNinjaTrader Customer Service

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