Understands NT Format
Our parser handles NinjaTrader's multi-fill export format. Partial entries and exits are reconstructed into complete, accurate trade records.
Recommended Software · Desktop Execution
The desktop Imperial Analytics is built around.
Trade on NinjaTrader, journal it in Imperial. Direct broker sync is in active build — trade reconstruction, behavioral pattern detection, and the same dark UI you trade on, all powered by your NinjaTrader fills.
Pictured · NinjaTrader desktop with Imperial AI insight overlay
AI Insight
Pattern detected: +$4,820 in ES profit concentrated in 09:48–10:22 ET entries.
Trades #4471 · #4488 · #4501
Built for NinjaTrader power users
Millisecond Precision
NinjaTrader exports exact timestamps for every fill. We preserve that precision, enabling accurate holding time and bar-count analysis.
Multi-Contract Support
Trade ES, NQ, CL, GC, options, and more. Imperial Analytics' instrument database covers all CME futures and most equity symbols.
Intelligent trade reconstruction
NinjaTrader records each fill as a separate line item. For a typical entry with multiple partial fills and a staggered exit, that's six or more raw rows for a single trade idea. Imperial Analytics reconstructs the complete trade sequence:
Entry 1: ES 100 contracts @ 4500.00
Entry 2: ES 50 contracts @ 4501.25 (2 min later)
Exit 1: ES 75 contracts @ 4503.50 (30 min hold)
Exit 2: ES 75 contracts @ 4504.00 (35 min hold)
Imperial Reconstruction:
✓ Complete Trade: 150 ES entered, 150 ES exited
✓ Accurate Avg Entry: 4500.83 (weighted)
✓ Accurate Avg Exit: 4503.83 (weighted)
✓ Trade Duration: 35 minutes (first entry to last exit)
✓ Net P&L: $1,500 (before commissions)
FIFO Accounting
Imperial uses First-In-First-Out accounting, matching your earliest fills to your earliest exits. This aligns with tax compliance and industry standards.
CME Trading Days
Sunday evening trades correctly appear on Monday. Saturday sessions are locked. Your calendar aligns with actual market hours, not UTC midnight.
What data is imported from NinjaTrader
Raw Trade Data
- Instrument symbol (ES, NQ, CL, etc.)
- Entry price and quantity
- Exit price(s) and fill quantities
- Entry and exit timestamps (millisecond precision)
- Commission per contract
- Broker identifier
Calculated During Import
- Net position (FIFO reconstruction)
- Total P&L (gross and net of commissions)
- Holding duration and bar count
- Win/loss classification
- Risk-to-reward ratio
- Strategy attribution (you tag post-import)
Advanced NinjaTrader features
Multi-Account Consolidation
Trade multiple NinjaTrader accounts? Import from each separately. Imperial tracks them independently while offering portfolio-level dashboards across all accounts.
Strategy Layering and Tagging
Tag each trade with the strategy used (scalp, swing, momentum, counter-trend, etc.). Build independent performance profiles per strategy over time. See which strategies have edge.
Live Broker API (In active build)
Direct API sync with NinjaTrader. Trades will sync automatically in real-time as they fill — no manual step. Tradovate ships first, NinjaTrader second.
Frequently asked questions
Can I import historical NinjaTrader data from months or years ago?
Yes. NinjaTrader's export tool lets you select any historical date range. You can import your entire trading history as far back as NinjaTrader has data. Each import deduplicates, so re-importing overlapping dates won't create duplicates.
What if I traded options in NinjaTrader?
Futures options are supported. The import captures contract specifications and P&L. A dedicated options module with multi-leg attribution is coming in 2026.
Does NinjaTrader's simulator mode get imported?
No. Imperial Analytics is designed for live or prop firm account data. Simulator trades are excluded to keep your analytics focused on real capital decisions.
If I switch brokers, can I re-import under a new account?
Yes. You can import NinjaTrader trades under one Imperial account, and other broker trades under separate accounts. You can also consolidate imports under a single account for portfolio-level metrics.
Start analyzing your NinjaTrader trades
Open a NinjaTrader account through our affiliate link and start a $30/mo subscription to Imperial Analytics. The AI behavioral pipeline runs against every trade — and live broker sync is in active build.