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?
Broker: NT Brokerage, Kinetick, IQFeed, Interactive Brokers
Trading: ES
Posts: 126 since Dec 2014
Thanks: 37 given,
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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.
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Broker: NT Brokerage, Kinetick, IQFeed, Interactive Brokers
Trading: ES
Posts: 126 since Dec 2014
Thanks: 37 given,
121
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.
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