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Is there a tutorial for making a external data feed for NinjaTrader? I'm having immense trouble finding quotes for my exchange so I'm considering making my own data feed. The only provider I have found is quotemedia.com and it isn't supported by Ninjatrader ...
Can you help answer these questions from other members on NexusFi?
We expose a very basic interface to push ask/bid/last events to NinjaTrader through the External Data Feed connection. This interface is designed to only push a few symbols of data, any more and you likely will run into performance issues. There is no tutorial however, it is done using our DLL based Automated Trading Interface. It will only allow you to push through real time data and not historical data.
In particular, look at the functions ASK, BID and Last.
Our TradeStation interface is driven through this approach, if you have TradeStation, you can open up the ELD file to see how it is implemented. More information on this is found here.
