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Import/Export

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  #1 (permalink)
Los Angeles
 
 
Posts: 23 since Dec 2009
Thanks: 0 given, 14 received

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

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  #2 (permalink)
Moscow
 
 
Posts: 12 since Jan 2010
Thanks: 1 given, 8 received

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.

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  #3 (permalink)
Los Angeles
 
 
Posts: 23 since Dec 2009
Thanks: 0 given, 14 received


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

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  #4 (permalink)
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Posts: 3,665 since Jun 2009
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I'm not sure it can help, but you can the code inside this indicator.

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  #5 (permalink)
Moscow
 
 
Posts: 12 since Jan 2010
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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(instrument0)
    
End If
    
result myClient.UnsubscribeMarketData(instrument)
    
Set myClient Nothing
End 
Function 
Using example: in formula field type: "=GetTick("ES 03-10")".

Attached Files
Register to download File Type: zip NTTick.zip (12.5 KB, 22 views)
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  #6 (permalink)
Neubrandenburg, Germany
 
Experience: Advanced
Platform: R
Trading: Stocks
 
wh's Avatar
 
Posts: 538 since Jun 2009
Thanks: 298 given, 504 received


Eloy View Post
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(instrument0)
    
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

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  #7 (permalink)
Moscow
 
 
Posts: 12 since Jan 2010
Thanks: 1 given, 8 received

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

Attached Files
Register to download File Type: zip NTTick2003.zip (9.5 KB, 21 views)
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  #8 (permalink)
Moscow
 
 
Posts: 12 since Jan 2010
Thanks: 1 given, 8 received

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

Attached Files
Register to download File Type: zip NTTick.zip (20.2 KB, 37 views)
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