Export a closed-trades grid from NinjaTrader 8
Use this workflow to preserve a clean source file, confirm that each row represents a completed trade and prepare the fields VantageGrid needs for post-trade review. NinjaTrader menus and report behavior can change, so the official help guide remains authoritative for the source export.
Keep the raw export unchanged. Save a working copy for mapping or normalization. The untouched source makes duplicate, fill, timezone and commission checks reproducible later.
1. Export the relevant Trade Performance grid
- Open NinjaTrader 8 Trade Performance and select the intended account, date range and report scope. Confirm those filters before exporting.
- Choose a grid that represents the closed trades you intend to review. Do not assume that every visible grid has one completed trade per row.
- Right-click inside the data grid and use the grid export action. NinjaTrader’s official grid documentation describes CSV and Excel export from the context menu.
- Save the CSV as your raw source file, then create a separate working copy if columns or rows need normalization.
This guide describes a deliberate file import. It does not claim a live or official NinjaTrader integration.
2. Check whether rows are trades or executions
Executions are not always completed trades. An execution-level grid can contain a separate row for each fill. A trade with two entries and three exits could therefore appear as several rows even though you intend to review one position.
Usually contain a coherent entry, exit, quantity and closed result for one reviewed trade. These are the safest starting point for direct mapping.
May require grouping before import. Reconcile partial fills, scale-ins and scale-outs, reversals and instrument changes against NinjaTrader first.
3. Preserve the fields needed for mapping
| Field | Why it matters |
|---|---|
| Instrument | Identifies the futures contract. Preserve the source symbol and contract month before introducing aliases. |
| Exit time | Anchors the completed trade. Include a consistent timezone and confirm overnight sessions. |
| Entry price | Required to reconstruct the reviewed position and calculate movement. |
| Exit price | Required to close the reviewed position. |
| Quantity | Needed for position size; verify how the source represents scale-ins and scale-outs. |
Direction, entry time, account, realized result, fees and commissions are also useful when the source provides them. Do not invent missing values merely to make a row importable.
4. Validate before interpreting performance
- partial fills: confirm whether multiple fills belong to one reviewed position;
- scale-ins and scale-outs: decide on a consistent grouping method and document it;
- commissions and fees: confirm whether they are included, separate or absent;
- timezone: keep one explicit timezone and check daylight-saving changes;
- overnight sessions: verify the trading-day label instead of relying only on the calendar date;
- duplicate rows: compare account, instrument, side, prices, quantity and close time before importing twice;
- contract rollover: preserve the actual contract and do not silently merge different expiries.
Official NinjaTrader references
Use the platform owner’s documentation to verify current menus and export behavior: