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Format of Exported Historical MNQ Data

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  • Pope_Finance_II
    replied
    I am exporting on interval minute data. This checks out though. Thanks so much! I appreciate the link as well.

    Leave a comment:


  • NinjaTrader_ChristopherJ
    replied
    Hello Pope_Finance_II,

    Thank you for posting.

    Are you exporting Daily data? If so the following format is used:
    • yyyyMMdd;open price;high price;low price;close price;volume
    More information on data formats can be found at the link below:Let me know if I may be of further assistance.

    Leave a comment:


  • Pope_Finance_II
    started a topic Format of Exported Historical MNQ Data

    Format of Exported Historical MNQ Data

    I am exporting historical data from MNQ into a .csv file. What I'm wondering is what each # is referring to? I've attached a .jpg of what I am looking at.

    I've figured it goes yyyyMMdd ? ; Last ; Bid ; Ask ; ? ; Volume

    Just need help figuring out what the format is and what each number represents. Thanks!​

    Click image for larger version  Name:	data shot.jpg Views:	1 Size:	62.5 KB ID:	1342837

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