Would like to get data on times of highest and lowest price on NQ contract

[infraredxray]

Hello,

I am wondering how I would go about collecting data on the times of the highest and lowest price from each day on NQ between 9:25 A.M. and 4:59 P.M. EST so that I can sort it by mean, median, and mode. Any help is appreciated!

[NinjaTrader_Spencer]

Hello infraredxray,

Thank you for your note.

To visually view the highs and lows within the specified times you may use the 'CurrentDay OHL' indicator from the default indicator list.

You may then adjust the time frame of the data by adjusting the 'Trading Hours Template' option within the Data Series window.

You may adjust the definitions of these templates or create your own by using the Trading Hours window under Tools > Trading Hours.

However, if you wish to view raw data you may export the data from NinjaTrader using the Historical Data Window (Tools > Historical Data).

Select which data from the Historical option, right-click in the grid, and select Export. You may then export it as an Excel Sheet.

[infraredxray]

Thanks for the response Spencer. If I export the raw data would it have the exact times of the high and low? (at least based on the timeframe I'm using, so if it was a 1 minute chart, would it export the minute of the day that the high and low occurred?)

[NinjaTrader_Spencer]

Hello infraredxray,

Thank you for your post.

This would not export the high and low automatically tagged. You could compare the data you see on the chart with the mentioned indicator.

To export the raw data directly from the chart including indicator data would require a 3rd party add-on.