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March 31st, 2017, 11:04 AM
Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 2,997 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863
33rdvirus
And sir where can I find rithmics spec's or IB spec's? and by specs do you mean the protocol?
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
Can you help answer these questions from other members on NexusFi?
Best Threads (Most Thanked) in the last 7 days on NexusFi
April 5th, 2017, 07:37 AM
navi mumbai
Posts: 7 since Nov 2016
Thanks Given: 0
Thanks Received: 0
rleplae
1. Rithmic you will need a supporting broker
2. IB it is on their website, follow this link :
thank you for all that.
April 5th, 2017, 07:49 AM
Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 2,997 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863
33rdvirus
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 supported by NT, it's also not clear what version this is using
as the code is 3 years old, you may need to update it a bit
good luck !
April 5th, 2017, 07:55 AM
navi mumbai
Posts: 7 since Nov 2016
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Thanks Received: 0
rleplae
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 -> {rithmic or IB} <-- you bridge app --> {your broker rest APIs}
you bridge app would then be responsible for parsing and mapping back and forward.
that belongs to the kind of 'heavy' lifting category, not easy but not impossible.
If I use that, would I still need to use the same method [ NT-> rithmic or IB <-- bridge app --> (broker rest APIs) ]
My question might sound a bit silly, my apologies. I am going to take help of a coder after I get some clear understanding of this.
April 5th, 2017, 08:23 AM
Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 2,997 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863
33rdvirus
If I use that, would I still need to use the same method [ NT-> rithmic or IB <-- bridge app --> (broker rest APIs) ]
My question might sound a bit silly, my apologies. I am going to take help of a coder after I get some clear understanding of this.
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.
October 29th, 2017, 01:08 PM
Toronto/Canada
Posts: 3 since Oct 2017
Thanks Given: 0
Thanks Received: 0
Dear sir,
Thanks rleplae for sharing these information.
I am on the same boat as 33rdvirus.
May I ask what language (C++ etc.) did you use for writing your "IQfeed bridge" ?
And question for 33rdvirus,
Any success on developing this "bridge" program ?
If yes, may I ask which data feed are you emulated ? IQfeed, IB or FIX etc ? What programming language did you use ?
Thanks in advance.
Blueboxster
October 29th, 2017, 01:34 PM
Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 2,997 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863
c#
but could have c++ or java or python
does not matter, tcp/ip connection is independent from
programming language
blueboxster
Dear sir,
Thanks rleplae for sharing these information.
I am on the same boat as 33rdvirus.
May I ask what language (C++ etc.) did you use for writing your "IQfeed bridge" ?
And question for 33rdvirus,
Any success on developing this "bridge" program ?
If yes, may I ask which data feed are you emulated ? IQfeed, IB or FIX etc ? What programming language did you use ?
Thanks in advance.
Blueboxster
October 29th, 2017, 02:24 PM
Toronto/Canada
Posts: 3 since Oct 2017
Thanks Given: 0
Thanks Received: 0
Hi rleplae,
Thanks for the prompt reply.
I am not a programmer myself and trying to gather as much info as I can before meeting the coder.
Just wondering if the IQfeed to Ninjatrader connection protocol is available to public ?
The exchange which I want to connect is using REST API, if IQfeed is perfect for this type of connection?
Best regards
Blueboxster
October 29th, 2017, 02:49 PM
Toronto/Canada
Posts: 3 since Oct 2017
Thanks Given: 0
Thanks Received: 0
Hi rleplae,
I was trying to pm you but system refused cos I am new
will try again after 5 posts
Blueboxster
Last Updated on March 7, 2020