Did anyone found a solution to this problem??
Ranting a bit on Friday evening, but frankly this is the problem with non-custom trading software that is available on the market today. If you are noob, the glittery marketing impresses you and pulls you in. However, as you become an advanced user and your needs increase, you realize these off-the-shelf software are missing so many standard functionality.
This example of just exporting data of multiple instruments simultaneously. It is such a basic and standard operation. Let us say you have data in excel or access or oracle, you can export a lot of excel sheets, and multiple tables in a database together. But with these softwares like Ninja, Multicharts, Tradestation, probably Sierra charts etc. - you have to find out a workaround.
Because the vendor didn't implement such a basic functionality. It gets sickening beyond a point.