ninjatrader-to-parquet

What it is

A Python script that reads NinjaTrader 8 tick and minute history files and writes Parquet or compressed CSV without the trading platform running. It scans the local database folder, records a manifest so a later run exports only days that changed, and can join contracts into a continuous file using a volume or calendar roll. Futures researchers who backtest in pandas, polars, or their own code can copy that folder to another machine and convert it there. An encoding the decoder has not already verified stops with a named error instead of a guess, and the continuous files are not back-adjusted.