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How to Export DataSeries from NT to Excel?
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How to Export DataSeries from NT to Excel?

  #1 (permalink)
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How to Export DataSeries from NT to Excel?

My goal is to export entire DataSeries from NinjaTrader to Excel, because I want to do further analysis, basically correlation and distribution analysis.

Searching this and the NinjaTrader forum, I found two potential solutions. I would like to know, whether anybody a bit more advanced in coding than myself has tested this and found it useful. Also I am a bit reluctant to install any unknown DLL's, so would like to hear your comments.


NinjaTrader DDE


(1) There is a NinjaTrader DDE in the download section from bukkan. Has anybody tested this? How do I install it and how can I use it to export DataSeries?

NinjaTrader DDE Connection


CarlosAg Excel XML Writer Library

(2) There is a solution called CarlosAg Excel Xml Writer Library, which was published in 2005.

CarlosAg Excel Xml Writer Library

The library can be addressed by a simple NinjaTrader indicator. This was tested by Roonius in 2009, and it seems to work, although there may be issues with memory leakage and country settings. Files attached below.


Other solutions

I have come across code snippets that either use XML or OLEDB. I s there anybody out there who could give me some detailed hints to follow. I am not an expert, just trying to retrieve the data I need.


Attached Files
Register to download File Type: zip CarlosAg.ExcelXmlWriter.Signed.zip (34.9 KB, 155 views)
Register to download File Type: cs SimpleExcelWriter.cs (5.4 KB, 178 views)
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  #3 (permalink)
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Try this. More importantly, help make it better! I use it with R but as it does OHLC CSVs its easy to import into Excel, and as it is a Stratgey you can use it on a basket of instruments.

I think it is in non-Elite NT7 downloads on this site.

EDIT: Its here : https://futures.io/free_downloads/ninjatrader-7/misc/339-download.html?view

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Register to download File Type: cs ExportData.cs (6.4 KB, 271 views)
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MXASJ View Post
Try this. More importantly, help make it better! I use it with R but as it does OHLC CSVs its easy to import into Excel, and as it is a Stratgey you can use it on a basket of instruments.

I think it is in non-Elite NT7 downloads on this site.

EDIT: Its here : https://futures.io/free_downloads/ninjatrader-7/misc/339-download.html?view


Thank you, but my intention was not to use R, which I have never used, but to directly export data into Excel workbooks.

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  #5 (permalink)
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If it is not for live data than a CSV file is a CSV file. I use it for Excel as well. If you need live data then one thing to keep in mind is that DDE has been deprecated.


Last edited by MXASJ; September 12th, 2010 at 10:10 PM. Reason: Spelling: Depricated vs. depreciated. My word for the day!
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MXASJ View Post
If it is not for live data than a CSV file is a CSV file. I use it for Excel as well. If you need live data then one thing to keep in mind is that DDE has been depreciated.

No, I do not need it for live data. Basically, I want to run an indicator on a chart during the week-end, and export the results to an excel file, so I can further use the results for analysis.

If you use it for Excel as well, how is this done?

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Here is DBA Daily. Not that exciting as-is but when you think it is a part of Ninja Instrument List I apply the Strategy to... one can get creative. Any Instrument List you can create in Ninja, any time frame (down to the tick if you are paying for that data)>Stratgey Enable/Disable and you have a CSV file (if you chose @"," as a seperator) that you can open in Excel, R, Matlab, or whatever and play with.

The programming isn't brilliant (I wrote it six months ago ) and there is room to make it better, but it does what it does well.

If you have a particular Instrument/Timeframe you want Excel OHLC data for let me know (I'm on IQFeed). Its only a few mouse clicks away.

EDIT: I coded it for OHLCV

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Register to download File Type: xls DBA_1_Day.xls (28.0 KB, 231 views)
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Fat Tails View Post
No, I do not need it for live data. Basically, I want to run an indicator on a chart during the week-end, and export the results to an excel file, so I can further use the results for analysis.

If you use it for Excel as well, how is this done?


Excel can open .csv files directly. Since the solution creates .csv files, you simply open these files with excel. Then you can save them in native .xls format.

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currently the ninjascript make a dde connection and is designed to pass double value to the client application (like excel). for example Close[0] or SMA(14)[0] etc.

but i suppose theoretically the entire data series (i.e. Close or SMA(14) etc) too can be exported but for that one has to edit the dll. though i have not done that so cant say for sure.

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MXASJ View Post
Here is DBA Daily. Not that exciting as-is but when you think it is a part of Ninja Instrument List I apply the Strategy to... one can get creative. Any Instrument List you can create in Ninja, any time frame (down to the tick if you are paying for that data)>Stratgey Enable/Disable and you have a CSV file (if you chose @"," as a seperator) that you can open in Excel, R, Matlab, or whatever and play with.

The programming isn't brilliant (I wrote it six months ago ) and there is room to make it better, but it does what it does well.

If you have a particular Instrument/Timeframe you want Excel OHLC data for let me know (I'm on IQFeed). Its only a few mouse clicks away.

EDIT: I coded it for OHLCV

I have imported the indicator ExportChartData, replaced the path with my folder own documents, and these are the error messages, which I get when running the indicator on a 15 min ES chart:


Quoting 
2010-09-12 19:14:34:500 ERROR: You cannot write and read from the same file at the same time. Please remove SampleStreamReader.
2010-09-12 19:14:34:500 ERROR: Error on calling 'OnBarUpdate' method for indicator 'ExportChartData' on bar 0: A part of the path"C:\Dokumente_und_Einstellungen\...\Eigene_Dateien\ES_12_10Minute15.txt" could not be found.


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