You can export historical data in ".txt" format via the Tools-->Historical Data-->Export menu.

Export Folder

Exports files are written to the folder "My Documents\<NinjaTrader Folder>\db\export"

Where User is the name of the Windows user account such as "Admin" or any user account you created and are logged into.

Tick Format

Each tick written on its own line and fields are separated by semicolon (;).

The format is:

yyyyMMdd HHmmss;price;volume

Sample data:

20061107 000431;1383.00;1

20061107 000456;1383.25;25

20061107 000456;1383.25;36

20061107 000537;1383.25;14

Minute Bars Format

Each bar is written on its own line and fields are separated by semicolon (;).

The format is:

yyyyMMdd HHmmss;open price;high price;low price;close price;volume

Sample data:

20061023 004400;1377.25;1377.25;1377.25;1377.25;86

20061023 004500;1377.25;1377.25;1377.25;1377.25;27

20061023 004600;1377.25;1377.25;1377.25;1377.25;24

20061023 004700;1377.50;1377.50;1377.25;1377.25;82

Daily Bars Format

Each bar is written on its own line and fields are separated by semicolon (;).

The format is:

yyyyMMdd;open price;high price;low price;close price;volume

Sample data:

20061023;1377.25;1377.25;1377.25;1377.25;86

20061024;1377.25;1377.25;1377.25;1377.25;27

20061025;1377.25;1377.25;1377.25;1377.25;24

20061026;1377.50;1377.50;1377.25;1377.25;82