2014-05-17 Ntd Files - Structure and Illustration of Content

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Nicolas11 @ BMT

May 17 , 2014 (v1)

Understanding of the structure of a daily .ntd file created by NinjaTrader

Illustration with the ea!"le o# $$%& in 2014 This is #ully 'ase on the wor one 'y @mrjoe, @gomi an @dalebru who ecoe *nt# #ile structure in htt"s+//www*'i!ietrain*co!/nin-atraer."rora!!in/7.nt.#ile.s"eci#ication*ht!l Thans to the! 3n !y co!"uter, Nin-aTraer stores the 2014 uotes o# $$%& in the #ollowin #ile+ 5+6sers6Nicolas68ocu!ents6Nin-aTraer 76'6ay6AAPL6201.Last.ntd The 'einnin o# the #ile is the #ollowin+ 7' 14 ae 47 e1 7a 94 '# 02 00 00 00 :' 00 00 00  0a 7 a 70 : 91 40 0a 7 a 70  9 91 40 :c 9# c2 #: 29 40 91 40 7 a 70  0a 4 91 40 00 90  ' 4 : 0 09 0 29 90 00 00 00 00 00 79 1 e e :4 04 ' 7 00  4 12 7 a2 0  #' 0 a7 01 91 04 0 00 e1 4e 1 79 1 79 1 42 a# a4 02 90 4 00 a 2 :2 79 2   02 a 0c 01  00 9 01 7' 79 1 4 1# 0 04 7 7: 00 9 1  79 1  47 1 0 9 '7 00 a : a9 7 2 0 c 20 04 e' 0 02 4 00 ce c7 ' 79 2 4 # 0 : 9 0  00 ' 9 c: 79 2 4: #a 02 c 'a 02 a 00  a7  79 2 40 9a c 01 42 01 01 00 7 47 0e 79 1 e aa ' 04 9 $s #urther e"laine 'elow+ the reen "art corres"ons "art corres"ons to the #irst 'ar o# the year • • the re "art corres"ons "art corres"ons to the secon 'ar the violet "art corres"ons "art corres"ons to the thir 'ar • an so on; • 8etaile structure o# the aily *nt #ile is as #ollows+ !e"adecimal se#uences

$ield

Nb of byte%s&

'ndian( ness %1&

Ty)e

*alue %2&

$irst record+ (its structure is i##erent #ro! the su'seuent ones) 7' 14 ae 47 e1 7a 94 '# 02 00 00 00 :' 00 00 00  0a 7 a 70 : 91 40

tic, si-e

&<

I<<<7:4 ou'le "recision 4.'it

0'#947ae147ae147' = (0.01

4

&<

unsine inteer

0:' = 1

9

&<

I<<<7:4 ou'le "recision 4.'it

04091:70a70a = ///.

(its o""osite)

9

(si""e) nb of records

4

o)en

1/4

!e"adecimal se#uences

0a 7 a 70  9 91 40 :c 9# c2 #: 29 40 91 40 7 a 70  0a 4 91 40

Nb of byte%s&

'ndian( ness %1&

high

9

&<

lo4

9

&<

close

9

&<

$ield

Ty)e

*alue %2&

I<<<7:4 ou'le "recision 4.'it I<<<7:4 ou'le "recision 4.'it I<<<7:4 ou'le "recision 4.'it

04091970a70a = //.03 040914029#:c29#:c = //2.02 0409140a70a7 = //3.13

date5

00 90  ' 4 : 0 09

0 29 90 00 00 00 00 00

e"resse as 10 !illionth o# a secon since >an* st 1 , 0001

7olume

9

&<

unsine inteer

0090:4'9000 = :24217000000000 nd = 6an. 2 5 201

9

&<

unsine inteer

0000000000090290 = 535/1

8econd record+ (su'seuent recors have the sa!e structure) 79 = 0 111 10 00 ()

mas, 1

1

9eaning of mas, 1 (a#ter conversion to 'inary)+

Bit 1 (?0) is inore* Bits 2 to 4 (?111) s"eci#y the nu!'er o# 'ytes use to store 7olume+ 001+ 1 'yte • 011+ 1 'yte, 'ut volu!e to 'e !ulti"lie 'y 100 • 011+ 1 'yte, 'ut volu!e to 'e !ulti"lie 'y :00 • 101+ 1 'yte, 'ut volu!e to 'e !ulti"lie 'y 1000 • 110+ 2 'ytes • • 111+ 4 'ytes 010+ 9 'ytes • Bits : an  (?10) s"eci#y the nu!'er o# 'ytes use to store the o)en "rice+ 00+ 0 'yte (no #iel) • 01+ 1 'ytes • 10+ 2 'ytes • • 11+ 4 'ytes Bits 7 an 9 (?00) s"eci#y the nu!'er o# 'ytes use to store the delta time+ 00 + 0 'yte (no #iel) • 01+ 1 'yte • • 10+ 2 'ytes 11+ 4 'ytes •

2/4

!e"adecimal se#uences

1 = 10 01 00 01 ()

$ield mas, 2

Nb of byte%s&

'ndian( ness %1&

Ty)e

*alue %2&

1

9eaning of mas, 2 (a#ter conversion to 'inary)+

Bits 1 an 2 (?10) s"eci#y the nu!'er o# 'ytes use to store the lo4+ 01+ 1 'yte • • 10+ 2 'ytes 11+ 4 'ytes • Bits  an 4 (?01) s"eci#y the nu!'er o# 'ytes use to store the high+ 01+ 1 'yte • • 10+ 2 'ytes 11+ 4 'ytes • Bits : an  are not use Bits 7 an 9 (?01) s"eci#y the nu!'er o# 'ytes use to store the close+ 01+ 1 'yte • • 10+ 2 'ytes 11+ 4 'ytes • delta time

(voi)

e e

= nu!'er o# ays since "revious recor (voi=1 ay)

(s"eci. #ie 'y !as 1)

o)en delta

(s"eci. #ie 'y !as 1)

B<

B<

unsine inteer

date : the day after )re7ious record

unsine inteer

0ee = 1102 #ro! which we can calculate the o)en

The #ollowin nu!'er shall 'e su'tracte #ro! o"en elta+ i# store on 1 'yte+ 090 = 129 • i# store on 2 'ytes+ 04000 = 194 • • i# store on 4 'ytes+ 'ytes+ 040000000 = 107741924 The result is the i##erence in tics 'etween the o"en an the o"en o# the ay 'e#ore* high delta 0:4 = 94 (s"eci.

:4

= n' o# tics 'etween hih an o"en

#ie 'y !as 2)

B<

unsine inteer

lo4 delta

04 '

= n' o# tics 'etween low an o"en

(s"eci. #ie 'y !as 2)

B<

unsine inteer

#ro! which we can calculate the high

004' = 124 #ro! which we can calculate the lo4

/4

!e"adecimal se#uences

$ield close delta

7

00  4 12

= n' o# tics 'etween low an close

7olume

Nb of byte%s&

'ndian( ness %1&

Ty)e

*alue %2&

(s"eci. #ie 'y !as 2)

B<

unsine inteer

07 = :: #ro! which we can calculate the close

(s"eci. #ie 'y !as 1)

B<

unsine inteer

000412 = 1503510

Third record+ (sa!e structure as secon recor) 7;

Notes+ (1) Ae#er to htt"+//#r*wii"eia*or/wii/
4/4