How do I view what's inside Ninja's market replay NRD file? - futures io
futures io futures trading



How do I view what's inside Ninja's market replay NRD file?


Discussion in NinjaTrader

Updated
    1. trending_up 652 views
    2. thumb_up 3 thanks given
    3. group 3 followers
    1. forum 3 posts
    2. attach_file 0 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 125,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

How do I view what's inside Ninja's market replay NRD file?

(login for full post details)
  #1 (permalink)
Portage, MI
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Tradovate
Trading: (M)ES & (M)NQ
 
awesomizer's Avatar
 
Posts: 57 since Nov 2020
Thanks: 170 given, 31 received

Anyone know how to open Ninja's historical NRD files to view the contents? I've tried notepad and wordpad and they don't work. Is it possible to view inside the files to see the tick data or are they proprietary or something?

Started this thread Reply With Quote

Journal Challenge February 2021 results (so far):
Competing for $1500 in prizes from Topstep
looks_oneSBtrader82 's Trading Journalby SBtrader82
(167 thanks from 31 posts)
looks_twoJust BEING a Trader: Letting Go!!by iqgod
(116 thanks from 33 posts)
looks_3Wisdom is Emptinessby Mtype
(68 thanks from 25 posts)
looks_4Deetee’s DAX Trading Journal (time based)by Deetee
(31 thanks from 17 posts)
looks_5Journal for peanuts1956by peanuts1956
(23 thanks from 13 posts)
 
 
(login for full post details)
  #2 (permalink)
Site Moderator
London UK
 
Experience: Beginner
Platform: CQG
Broker: S5
Trading: Futures
 
xplorer's Avatar
 
Posts: 5,294 since Sep 2015
Thanks: 13,326 given, 12,596 received


awesomizer View Post
Anyone know how to open Ninja's historical NRD files to view the contents? I've tried notepad and wordpad and they don't work. Is it possible to view inside the files to see the tick data or are they proprietary or something?

Most likely proprietary.

Reply With Quote
The following user says Thank You to xplorer for this post:
 
(login for full post details)
  #3 (permalink)
Jacksonville, Florida United States
 
Experience: Intermediate
Platform: NT8 + Custom
Broker: NT Brokerage, Kinetick, IQFeed, Interactive Brokers
Trading: ES
 
Jasonnator's Avatar
 
Posts: 126 since Dec 2014
Thanks: 37 given, 119 received


It is a proprietary binary format. Others have had the proverbial finger shaken at them for attempting to reverse engineer it. I'd steer clear/ quiet.

The legal way to circumvent this proprietary format is to code your own L1 or L2 exporter and write the information out to your own format (CSV, binary, JSON, etc) then do you analysis from there. NT8 even listed a full order book exporter at one time on their forum.

Reply With Quote
The following user says Thank You to Jasonnator for this post:
 
(login for full post details)
  #4 (permalink)
Jacksonville, Florida United States
 
Experience: Intermediate
Platform: NT8 + Custom
Broker: NT Brokerage, Kinetick, IQFeed, Interactive Brokers
Trading: ES
 
Jasonnator's Avatar
 
Posts: 126 since Dec 2014
Thanks: 37 given, 119 received

Just as a data point for anyone wanting to do full L2 order book exporting, the typical day session (1.2ish million contracts traded) ES is about 8GBs unless you use some clever compression or other tricks.

Reply With Quote
The following user says Thank You to Jasonnator for this post:


futures io Trading Community Platforms and Indicators NinjaTrader > How do I view what's inside Ninja's market replay NRD file?


Last Updated on January 9, 2021


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing
 

Journal Challenge w/$1500 prizes from Topstep!

February
 

Battlestations! Show us your trading desk - $1,500 in prizes!

March
 

Call Option Buying: The New Pain Trade? w/Carley Garner

Elite only
     



Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts