Forum: NinjaTrader
January 9th, 2021, 11:56 PM
|
Replies: 3
Views: 1,378
Just as a data point for anyone wanting to do...
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...
|
Forum: NinjaTrader
January 9th, 2021, 11:26 PM
|
Replies: 3
Views: 1,378
It is a proprietary binary format. Others have...
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...
|