Hi, does anyone know a solution with which you can tunnel ninjatrader connection on locations where ninjatrader's required ports are blocked?

Thank you!

Only if you are able to VPN towards a server outside your network perimeter.

You could use a free service like tunnel bear
https://www.tunnelbear.com/

The problem is that you will tunnel all your data exchange, including your datafeed and you may need
to upgrade to a paid version if too much data, but at least you could validate the concept...

Old topic but for people who would be searching on the topic, a great free tool i came across is zeebede. It has vpn (tunnel), encryption and compression. Works great, PM if you need any help to configure it. It also supports a reverse tunnel.

https://www.winton.org.uk/zebedee/

While the last update is a bit old, i run it without any issue on Windows 10.

softether is the reference now, better than OpenVPN which was the reference.