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