NRD Format

Choose NRD when the destination is NinjaTrader replay or a workflow built around native replay files.

In TickTradingData, NRD is the native tick and replay delivery option exposed as .nrd.gz.

Treat it as a destination format, not as a general parsing format.

This is not the format to pick for generic analytics, spreadsheets, or data engineering. For those cases, Parquet or CSV is the better choice.

At A Glance

What You Get

Each file represents one day for one symbol and one expiration.

SFTP path example:

data/nrd/ES/06-25/20250601.nrd.gz

The app also exposes NRD as a direct download option in Your Data.

When NRD Is The Right Call

Use it when:

• you want a NinjaTrader-oriented replay workflow
• you do not want to base that workflow on CSV conversion
• your end destination is the platform, not a general-purpose research stack

What NRD Is Not

Unlike CSV and Parquet, this is not a practical interchange format for most customer tooling.

• it is not designed for manual inspection
• it is not the best format for Python, SQL, or notebook analysis
• it is a binary replay-oriented file, not a row-oriented exchange format reference
• it is not the page where we document a field-by-field analytics schema

For those use cases, use CSV or Parquet.

Practical Notes

• delivery is daily, one file per day
• the file name uses YYYYMMDD
• the SFTP tree is grouped by format / symbol / expiration / day
• if you need the same day in a research-friendly format, download the matching CSV or Parquet file instead

Best Next Step

If you came here because you want replay inside the platform, continue with NinjaTrader.

If you only needed to choose a general raw format, NRD is usually not the answer unless NinjaTrader is the actual destination.