I am looking to create an application to extract market data from Ninjatrader and feed to another application (wave59).

Any examples of this sort of implementation around?
What would be the best place to start?

Much appreciate any help.

Why would you want to extract it from NT and not from your data connection ?

Can you explain a bit more in detail what you want to achieve ?

I have don both things :
- make an indicator that runs in NT and write 'bars' with the indicator value for back-testing
- read the datafeed directly and write it to a file

All depends of the problem you are trying to solve