Lsgo / NTDlib

Open NinjaTrader data files with Python

NTDlib

Open NinjaTrader data files with Python

Usage

• Minute data:

filename = "/path/to/file.Last.ntd"
df = NTDLib.read_ntd(filename, kind="minute")

• Tick data:

filename = "/path/to/file.Last.ntd"
df = NTDLib.read_ntd(filename, kind="tick")

If kind argument is not passed into the function read_ntd, this function will try to auto-detect the kind from the structer of the filepath. So if the filepath has a structure like Ninjatrader 7/db/(minute/kind)/symbol, then read_ntd will auto-detect and the kind argument is optional.

TODO

• Nice consistency check: check that the record_count variable matches the number of records that can be read before throwing StopIteration