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A NinjaTrader Add On can subscribe to an account’s ExecutionUpdate event and write execution data to a CSV file for a Python program to read. That describes the intended handoff—not what any particular 177-line implementation actually records or how its Python script transforms the data. Without those source files, its CSV columns, correction handling, and downstream results cannot be verified.
What “listening for fills” means in NinjaTrader
NinjaTrader’s Add On documentation shows an account-level pattern: select an account, attach a handler to its ExecutionUpdate event, read details from the execution, and detach the handler during cleanup. The event is not limited to a simple stream of new fills. NinjaTrader documents notifications for new executions, amendments, and removals, so a CSV listener needs an explicit policy for each case. NinjaTrader’s ExecutionUpdate reference demonstrates the subscription lifecycle.
The phrase “only listens” is useful as a design boundary: an event listener can observe account activity and persist it without itself submitting or managing orders. But that description does not prove what a particular add-on does. Confirm its event handler and any other code paths before treating it as passive.
Executions are not the same as orders or completed trades
NinjaTrader defines an execution as a fill. One order may produce multiple executions when it fills in parts. Consequently, a CSV row for each execution is an execution log, not automatically one row per order or a completed-trade ledger. NinjaTrader’s OnExecutionUpdate() documentation describes partial fills and the callback’s execution-related values.
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- Execution-level record: represents an individual fill event. Multiple records can relate to one order.
- Order-level record: combines or summarizes executions associated with an order; that requires grouping logic.
- Trade-level record: groups activity into an entry and exit or another completed-trade definition; that requires further interpretation.
If Python groups partial fills or calculates trade statistics, those are transformations beyond simply reading the file. An execution export alone does not establish commissions, realized profit and loss, completed-trade grouping, or strategy attribution.
Account Add On versus strategy callback
For monitoring an account’s executions through an Add On, the relevant documented pattern is the account’s ExecutionUpdate event. The strategy method OnExecutionUpdate() is different: NinjaTrader documents it for executions of orders submitted and managed by that strategy. A strategy callback should not be presented as account-wide monitoring. The account event example and the strategy callback reference cover these distinct scopes.
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What the CSV-to-Python handoff establishes—and what it does not
CSV is a plain file boundary between the NinjaTrader process and a separate Python program. Python’s standard-library csv module provides tools to read and write CSV data, and pathlib provides object-oriented filesystem paths. These primitives make a file handoff feasible; they do not reveal the behavior of a specific local script. See the Python csv documentation and Python pathlib documentation.
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Event timing and corrections need an explicit policy
Event timing is not necessarily identical across playback, simulation, and live connections. NinjaTrader documents immediate triggering in Playback and simulated random delay in Sim101. Its strategy guidance also notes event-order caveats for Rithmic and Interactive Brokers. Do not assume a test setup and a live connection produce identical timing or ordering. NinjaTrader’s callback guidance describes these qualifications.
For a durable export, the handler’s behavior should be clear when an execution is amended or removed. Possible designs include recording a correction event, revising an earlier record, or ignoring non-new events; none can be attributed to the 177-line add-on without seeing its code. NinjaTrader’s example also removes the event subscription in Cleanup(). Matching that lifecycle prevents a handler from remaining attached after the add-on UI or service ends. The official event example includes cleanup.
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