Denver, Colorado United States
Experience: Intermediate
Platform: NT8 + Custom
Broker: NT Brokerage, Kinetick, IQFeed, Interactive Brokers
Trading: ES
Posts: 159 since Dec 2014
Thanks Given: 40
Thanks Received: 166
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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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