I brought them into excel and cannot see how the volume for the bid or the ask is presented.
There seem to be 3 sets of prices and 2 columns with zeros to the far right in the txt file I am looking at.
Following the first price column, I see numbers that appear to be volume, with a column to the right with what appears to be a cumulative volume count.
Then the 3rd last column is a large number that does not seem to correspond to any other column...while the 2 columns to the left of this large number appear to be price, but the spread betweem these price prints seems much too large for the ES.
I have viewed the video Mike posted for NT users that use the NT reader, but the data is not lining up the same it seems when trying to view it in simple txt or csv format.
I am looking at ES 09-11 (a txt file) from the thread herein...
I need historical bid/ask tick data that has corresponding volume at the bid and the ask for every tick...trying to do some research.
I am new at this process, can someone help please?
I believe your question is what the format of QCollector output is?
That video I made shows the columns from the program itself. If it doesn't line up, then I'm afraid I can't help further as I don't use the data -- am just providing it to Elite members.
@gomi might know, as he wrote the program to convert the data to NinjaTrader.
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