Import NinjaTrader Web Orders

NinjaTrader Web Orders contains fills rather than completed trade rows. It is different from the NinjaTrader Desktop Trade Performance → Trades report.

Export the correct file

1. Open Reports from the side menu

   In the right sidebar, open the hamburger menu and select Reports. The path is identical in NinjaTrader Web and Tradovate Web.

   

2. Set Report Type to Orders

   Choose Orders. Fills, Performance, daily statements and monthly statements are different reports and are not accepted here.

3. Filter one account and a flat range

   Filter one source account. Choose a range that starts flat and ends after every included position is flat again. Keep Account, Order ID, B/S, Contract, avgPrice or Avg Fill Price, filledQty or Filled Qty, Fill Time, Status and Notional Value.

4. Download the CSV

   Click GO, then download CSV. Do not download PDF. This source accepts the Orders CSV only.

5. Match the report clock

   The CSV has no reliable UTC offset. Compare Fill Time with a known execution. Choose America - Chicago only when the time matches Central Time; otherwise use the platform or computer timezone. Historical-data export in UTC is a different file.

Format and data limitations

Orders does not provide commissions, so fees are stored as zero and P&L is gross. A position still open at the end of the file is not imported. Starting in the middle of a position can reconstruct the wrong direction. Files with no source account or more than one account are rejected.

Import it into TDLab

1. Open the trading account that should receive the trades.
2. Open Add trades and select File / Report.
3. Select this exact platform/source and the timezone used by the file timestamps.
4. Upload the file and compare the time preview with a known execution.
5. Confirm the import, then check imported and skipped rows in Import History.

Return to the file import overview to compare all supported sources.