bboyle1234 / NTDFileReader

Reads the ticks from a NinjaTrader .ntd historical tick data file.

NTDFileReader

NinjaTrader 8

To read ticks from a NinjaTrader 8 .ncd file

// 1. Get a stream for reading the tick file
using var tickFileStream = File.Open("pathToTickDataFile.ncd");
// 2. Enumerate through each tick
foreach(NCDTick tick in NCDUtility.ReadTicks(tickFileStream)) { 
  // do something
}

To read minute bars from a NinjaTrader 8 .ncd file

// 1. Get a stream for reading the tick file
using var minuteFileStream = File.Open("pathToMInuteDataFile.ncd");
// 2. Enumerate through each tick
foreach(NCDMinute tick in NCDUtility.ReadTicks(minuteFileStream)) { 
  // do something
}

NinjaTrader 7

// To read ticks from the NinjaTrader 7 .ntd file
// 1. Get a stream for reading the tick file
using var stream = File.Open("pathToTickDataFile.ntd");
// 2. Enumerate through each tick
foreach(NTDTick tick in NTDUtility.ReadTicks(stream)) { 
  // do something
}

Nuget

Install-Package NTDFileReader

Thanks

https://www.bigmiketrading.com/ninjatrader-programming/7396-ntd-file-specification.html

https://www.bigmiketrading.com/elite-circle/6802-gomrecorder-2-a-37.html#post112912

https://github.com/jrstokka/NinjaTraderNCDFiles/blob/master/NCDFile.cs