Import/Export

tom_c · January 11th, 2010, 06:50 PM

Hi,

Not sure if this is the place to ask the following question or not but here it goes: I want to know if there is anyway of importing NT tick data into MS Excel or not?

Any help on this would be much appreciated.

Thanks

Eloy · January 16th, 2010, 04:12 PM

For import historical ticks:
NT - Control Center - Tools - Historical Data - Export - result will be in txt format file wich you can open from Excel.

For import realtime ticks:
There is no standart functionality but maybe somebody can write an indicator or a strategy wich can export realtime tick value into an Excel application. Or you can write a macro in Excel to receive tick data throw NT COM API.

tom_c · January 17th, 2010, 10:43 AM

Thanks for the reply and input. Yeah, I was in a trading room a while ago and remember someone mentioning that they were able to import real time tick data from ninja into excel. i think he wrote an api for it.

anyway, thanks for the feedback. i'm sure one of these days someone is going to be generous enough to share their code with the rest of the community

stay sharp

sam028 · January 18th, 2010, 04:44 PM

I'm not sure it can help, but you can the code inside this indicator.

Eloy · January 19th, 2010, 02:25 PM

This VBA code works! Open a code module in the workbook in which you want to use the function then go to Tools > References to open the References dialog where you will see a list of all the libraries and other objects to which you can set a reference. Select NinjaTrader Client and press the "OK" button.
Then inset a new module and copy a code below.

Code

                            
Public Function GetTick(instrument As String) As Double
    'Declare and instantiate object
    Dim myClient As NinjaTrader_Client.Client
    Dim result As Long
    Set myClient = New NinjaTrader_Client.Client 'GetObject("NinjaTrader_Client", "IClient")
    result = myClient.SubscribeMarketData(instrument)
    If result = 0 Then
        GetTick = myClient.MarketData(instrument, 0)
    End If
    result = myClient.UnsubscribeMarketData(instrument)
    Set myClient = Nothing
End Function

Using example: in formula field type: "=GetTick("ES 03-10")".

wh · January 19th, 2010, 03:46 PM

Eloy

This VBA code works! Open a code module in the workbook in which you want to use the function then go to Tools > References to open the References dialog where you will see a list of all the libraries and other objects to which you can set a reference. Select NinjaTrader Client and press the "OK" button.
Then inset a new module and copy a code below.

Code

                            
Public Function GetTick(instrument As String) As Double
    'Declare and instantiate object
    Dim myClient As NinjaTrader_Client.Client
    Dim result As Long
    Set myClient = New NinjaTrader_Client.Client 'GetObject("NinjaTrader_Client", "IClient")
    result = myClient.SubscribeMarketData(instrument)
    If result = 0 Then
        GetTick = myClient.MarketData(instrument, 0)
    End If
    result = myClient.UnsubscribeMarketData(instrument)
    Set myClient = Nothing
End Function

Using example: in formula field type: "=GetTick("ES 03-10")".

please can you downgrate to 2003. i can not import and vba is long time ago.
thanx and best regards

Eloy · January 19th, 2010, 04:16 PM

MS Excel 2003 format. It's just an example. I think one can write something more useful)

Eloy · January 21st, 2010, 01:58 PM

Here is a new dynamic version. (Excel 2003 format)

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Import/Export

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