I can export historical data using Ninjatrader, minute data, or tick data, thats awesome.
But I am not using minute bars and tick data for ES are huge!
What I need is to export my chart information. For each bar I need to export what Data Box says, Open, High, Low, Close, Volume, it have also information about indicators like VWAP. It can also read indicators like Delta.
How do I do that? Exprting Data Box informations for each bar of my chart? I know that those informations are somewhere when my Bata Box can read it, I just need to run some statistics on those bars and re-calculation everything from tick data is pain.
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