NexusFi: Find Your Edge


Home Menu

 





Creating a data feed connection provider for NT


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one rleplae with 23 posts (7 thanks)
    2. looks_two 33rdvirus with 7 posts (0 thanks)
    3. looks_3 KillerJukeBox with 6 posts (0 thanks)
    4. looks_4 sam028 with 5 posts (4 thanks)
      Best Posters
    1. looks_one NinjaTrader with 1 thanks per post
    2. looks_two Koepisch with 1 thanks per post
    3. looks_3 sam028 with 0.8 thanks per post
    4. looks_4 rleplae with 0.3 thanks per post
    1. trending_up 29,576 views
    2. thumb_up 14 thanks given
    3. group 19 followers
    1. forum 55 posts
    2. attach_file 2 attachments




 
Search this Thread

Creating a data feed connection provider for NT

  #51 (permalink)
 
KillerJukeBox's Avatar
 KillerJukeBox 
Dublin
 
Experience: Intermediate
Platform: Ninjatrader, Tastytrade
Broker: Ninjatrader Brokerage, IBKR, Tastytrade,
Trading: MNQ,MES. Stocks, Stock options
Posts: 84 since Oct 2018
Thanks Given: 13
Thanks Received: 95


rleplae View Post
the zips with the source code seem empty
only pictures

yeah I see that. I wonder if its intentional . I'l ask the devs.

The package contains two DLLs:

"Bitmexconnect.dll"

and

"Websocket-Sharp.dll"

(which is this I Would think https://github.com/sta/websocket-sharp )

Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Quantum physics & Trading dynamics
The Elite Circle
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
REcommedations for programming help
Sierra Chart
ZombieSqueeze
Platforms and Indicators
What broker to use for trading palladium futures
Commodities
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Just another trading journal: PA, Wyckoff & Trends
26 thanks
What is Markets Chat (markets.chat) real-time trading ro …
15 thanks
ApexTraderFunding.com experience and review
14 thanks
GFIs1 1 DAX trade per day journal
13 thanks
EG Indicators
11 thanks
  #52 (permalink)
 
KillerJukeBox's Avatar
 KillerJukeBox 
Dublin
 
Experience: Intermediate
Platform: Ninjatrader, Tastytrade
Broker: Ninjatrader Brokerage, IBKR, Tastytrade,
Trading: MNQ,MES. Stocks, Stock options
Posts: 84 since Oct 2018
Thanks Given: 13
Thanks Received: 95


NTDeveloper View Post
You can use this connector (https://github.com/BitMEX/ninjatrader-bitmex) and create a separate indicator/addon for trading.
You will have to implement the necessary ChartTrader functions (buttons, drag and drop orders on the chart, etc.)
1-2 months of work for the developer

hmm, sounds like a strange approach.

You know of anything implemented similarly (the indicator/addon bit) I could look at? (I'm going to take a stab at the development )

Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #53 (permalink)
 
KillerJukeBox's Avatar
 KillerJukeBox 
Dublin
 
Experience: Intermediate
Platform: Ninjatrader, Tastytrade
Broker: Ninjatrader Brokerage, IBKR, Tastytrade,
Trading: MNQ,MES. Stocks, Stock options
Posts: 84 since Oct 2018
Thanks Given: 13
Thanks Received: 95


Thanks a bunch!

Can't wait to get home and get started.

Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #54 (permalink)
ludvig
russia kaliningrad
 
Posts: 19 since Jan 2011
Thanks Given: 0
Thanks Received: 21

Hi.
How i am in prosess developing such tool using ib tcp/ip api and have a problem with implementation of historical tick data support. I have a question to expiriensed NT users, is it possible to forse NT make a request for "High Resolution Historical Data" from ib api? Accordind to ib docs, this is IBApi::EClient::reqHistoricalTicks method call.
When trying to open new chart with one-tick resolution for any period, NT send only request for real-time tick data.

Also, this code:

 
Code
void TestCppClient::historicalTicksLast(int reqId, const std::vector<HistoricalTickLast>& ticks, bool done) 
{
    for (HistoricalTickLast tick : ticks)
 {
    std::time_t t = tick.time;
        std::cout << "Historical tick last. ReqId: " << reqId << ", time: " << ctime(&t) << ", price: "<< tick.price <<
            ", size: " << tick.size << ", exchange: " << tick.exchange << ", special conditions: " << tick.specialConditions <<
            ", unreported: " << tick.tickAttribLast.unreported << ", pastLimit: " << tick.tickAttribLast.pastLimit << std::endl;
    }
}
not implemented in ib TestCppClient, so i cant not find definition of HistoricalTickLast data structure. If anybody know where to go, help please.

This project(c++), ib proxy example, will be hosted on github.


Reply With Quote
  #55 (permalink)
 Koepisch 
@ Germany
 
Experience: Beginner
Platform: NinjaTrader
Broker: Mirus Futures/Zen-Fire
Trading: FDAX
Posts: 569 since Nov 2011
Thanks Given: 440
Thanks Received: 518

Hi,

how is the current state to develop a new connectivity provider for NT8? The workarounds with AT interface and emulating IB or IQFeed server are also a lot of work. How could Bitmex write such an Addon without the official API? Only with reverse engineering?

I wanted to go with TT Fix, because i can manage order routing too with that solution. But it seems it was dropped. @rleplae extension with using the IQFeed protocol is quite good, but i think a new "Connectivity" provider isn't much harder, if NT opens the specs for us. I need the orders from NT to, so the IQFeed proxy solutions don't fit my needs. I think i could implement the IB/CQG connections with an proxy to feed NT with data and get the orders back.

@NinjaTrader: Is there a chance that we can write a connectivity provider in an official way without the hassle?

Thanks,
Koepisch

Reply With Quote
Thanked by:
  #56 (permalink)
 
NinjaTrader's Avatar
 NinjaTrader  NinjaTrader is an official Site Sponsor
Site Sponsor

Web: NinjaTrader
AMA: Ask Me Anything
Webinars: NinjaTrader Webinars
Elite offer: Click here
 
Posts: 1,714 since May 2010
Thanks Given: 203
Thanks Received: 2,686


Koepisch View Post
Hi,

how is the current state to develop a new connectivity provider for NT8? The workarounds with AT interface and emulating IB or IQFeed server are also a lot of work. How could Bitmex write such an Addon without the official API? Only with reverse engineering?

I wanted to go with TT Fix, because i can manage order routing too with that solution. But it seems it was dropped. @rleplae extension with using the IQFeed protocol is quite good, but i think a new "Connectivity" provider isn't much harder, if NT opens the specs for us. I need the orders from NT to, so the IQFeed proxy solutions don't fit my needs. I think i could implement the IB/CQG connections with an proxy to feed NT with data and get the orders back.

@NinjaTrader: Is there a chance that we can write a connectivity provider in an official way without the hassle?

Thanks,
Koepisch

Thanks for writing. We have no plans to provide an API to allow 3rd parties to write a brokerage interface at the present time.

Disclosure: This communication is sent to you by NinjaTrader, LLC, a software development company which owns and supports all proprietary technology relating to and including the NinjaTrader trading platform.
Follow me on Twitter Reply With Quote
Thanked by:




Last Updated on March 7, 2020


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts