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Hello.
I want to write my own data provider with datafeed and order routing.
In NinjaTrader.Hosted.dll file i see
But i cant see how many (and what kind of) arguments i need to create Adapter. How can i do this?
And what i need to do that my *.dll appera in provider list?
Thank you.
Can you help answer these questions from other members on NexusFi?
I worked on this as well.. but it's not documented and not supported by NT. Reverse engineering the provider API is probably very difficult and not a future proof path.
I'll give you a possible solution in 2 roads :
1. Data provider.
What i was able to do at the end was to create a proxy module (in/out) for one of the existing (documented) providers. NT talks to my proxy process and my proxy process talks to the provider. My proxy process also talks to my own data provider that creates data feed that is not available. From an NT point of view this is transparent.
The module is multi-threaded and listens on a tcp/ip socket. It serves both NT and my own modules.
2. Trading.
The easiest way is probably the FIX protocol. NT does support FIX, although it is not 100% the standard. you can find the xml schema in the binary folder. You can download the fix protocol from the standards website. I was able to create a small demo, i think i even posted it here on futues.io last year.
In NT define a new broker : Tools -> account Connection
Choose Trading Technologies
Fill in the IP address and port of where you have the module running
When you enter an order, the module will receive it
I have 7.0.1000.31 version of NT, but my providers list have no TT.
Licensed providers: Collective2
IQFeed
ESignal
External
Barchart.com
Google
Kinetick
Replay
Simulator
Yahoo
Gain
InteractiveBrokers
MBTrading
Vision Financial Markets CQG
FXCM
Continuum
Clear Corretora
Rithmic NinjaTrader Continuum
Rithmic for NinjaTrader Brokerage
NinjaTrader FXCM
TD AMERITRADE