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Showing results 1 to 23 of 23
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Posts Made By:
rleplae
Forum:
NinjaTrader
November 22nd, 2018, 09:19 AM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
the zips with the source code seem empty only...
the zips with the source code seem empty
only pictures
Forum:
NinjaTrader
November 22nd, 2018, 08:56 AM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
Explain in a bit more detail what it is that you...
Explain in a bit more detail what it is that you want to do ?
Forum:
NinjaTrader
November 22nd, 2018, 08:48 AM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
I think i tried quickfixn in the past, but it's a...
I think i tried quickfixn in the past, but it's a few years ago and it was on NT7
you'll have to reverse engineer it a bit or try to have the documentation of
the implementation and mimic it
Forum:
NinjaTrader
November 14th, 2017, 02:35 AM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
Both NT and IQfeed will read the configured ports...
Both NT and IQfeed will read the configured ports from the registry.
The way around this is as follows :
- start your proxy module
- read the registry
- update the registry with new ports...
Forum:
NinjaTrader
October 30th, 2017, 06:17 AM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
IQfeed api is subject to a yearly developper...
IQfeed api is subject to a yearly developper license,
if you are not already using IQfeed, that is probably not a good route...
if you also want to connect to an exchange for sending orders...
Forum:
NinjaTrader
October 29th, 2017, 01:34 PM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
c# but could have c++ or java or python ...
c#
but could have c++ or java or python
does not matter, tcp/ip connection is independent from
programming language
Forum:
NinjaTrader
April 5th, 2017, 08:23 AM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
NO, this is the structure to 'extend'...
NO,
this is the structure to 'extend' Ninjatrader with a new type of connector.
you then no longer need a proxy, it would be 'built-in' as the other connectors.
Forum:
NinjaTrader
April 5th, 2017, 07:49 AM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
Yes, this is a connector skeleton to extend...
Yes,
this is a connector skeleton to extend ninjatrader
it's a bit poor on the documentation side, but if your skills are advanced,
you can edit/modify and go with this.
this is not...
Forum:
NinjaTrader
March 31st, 2017, 11:04 AM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
1. Rithmic you will need a supporting broker 2....
1. Rithmic you will need a supporting broker
2. IB it is on their website, follow this link : https://www.interactivebrokers.com/en/index.php?f=1325
Forum:
NinjaTrader
March 31st, 2017, 10:39 AM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
OK Then you don't only need a datafeed, but...
OK
Then you don't only need a datafeed, but also a broker (order) connection.
You could take the rithmic spec's or the IB spec's and make a bridge.
This would look like this :
NT ->...
Forum:
NinjaTrader
March 31st, 2017, 08:07 AM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
There are many ways you can skin this cat. ...
There are many ways you can skin this cat.
1. You can create a FIX server and connect NT to your own FIX server.
FIX specifications are open and free
Tech / Specs - FIX Trading Community...
Forum:
NinjaTrader
December 3rd, 2016, 11:03 AM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
With a true data provider interface, you can make...
With a true data provider interface, you can make various charts, any bar, tick, 1 min, 5 min, 1 hour,
daily, etc and any other type of chars, as NT will request the data that it needs through the...
Forum:
NinjaTrader
December 3rd, 2016, 10:57 AM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
This is the ATI interface, this not the native...
This is the ATI interface, this not the native external data feed.
You can also call the NTdirect.dll function (which inside will do the socket thing as sam028 explains)
The DLL Interface...
Forum:
NinjaTrader
December 3rd, 2016, 04:16 AM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
you don't need another machine, but you need to...
you don't need another machine, but you need to create a program that will deliver
the datafeed, in case of your own symbols. on the diagram it is the red box called
new data provider. it is a...
Forum:
NinjaTrader
December 2nd, 2016, 01:31 PM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
It is a program that listens on a TCP/IP port for...
It is a program that listens on a TCP/IP port for an incoming request from NT.
It analyses that message and decides to forward that request to the left or to the right.
The answer that is received...
Forum:
NinjaTrader
August 10th, 2016, 01:36 AM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
You are right, the proxymodule, pretends to be...
You are right, the proxymodule, pretends to be iQfeed and then goes out to the real IQfeed for the normal symbols, or to my data server for my private symbols.
...
Forum:
NinjaTrader
August 9th, 2016, 07:39 PM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
I am using the IQfeed connector that is built-in...
I am using the IQfeed connector that is built-in to NinjaTrader.
Forum:
NinjaTrader
December 13th, 2015, 06:55 AM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
6 weeks later... I was able to create my own...
6 weeks later...
I was able to create my own synthetic data server and it provides now both historical and streaming data to Ninjatrader and my own trading engines. I have it also working on...
Forum:
NinjaTrader
October 17th, 2015, 08:59 AM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
What a bummer.... I was able to create a...
What a bummer....
I was able to create a small FIX server and bring the connection up.
(Logon message working and heartbeat message working...)
When i connect to IQfeed and then to the FIX...
Forum:
NinjaTrader
October 16th, 2015, 04:54 PM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
I was progressing in that direction... I had...
I was progressing in that direction...
I had created the instrument like you mentioned...
I have been looking at the connections...
I found 3 that have a configurable ip address....
The IB...
Forum:
NinjaTrader
October 16th, 2015, 01:57 PM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
Probably sam028 knows this... If NT is...
Probably sam028 knows this...
If NT is running with 2 data feed connections, what decides when I open a chart with an instrument (which is supposed to be a stream of synthetic data i will...
Forum:
NinjaTrader
October 11th, 2015, 11:43 AM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
I think your suggestion is the way forward... ...
I think your suggestion is the way forward...
It makes sense
Forum:
NinjaTrader
October 11th, 2015, 08:38 AM
Replies:
55
Creating a data feed connection provider for NT
Views:
29,495
Posted By
rleplae
Creating a data feed connection provider for NT
I was wondering if anybody has created a data connection provider for NT
What i want to do, is to inject real time synthetic data (data that i have calculated outside NT,
as a result of...
Showing results 1 to 23 of 23
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