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Ninja 8 integrated market data feed connector?


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Ninja 8 integrated market data feed connector?

  #1 (permalink)
 hyperscalper 
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This is a request for some help.

Who's coded up a Ninja 8 feed connector in C# ? They provide a connector for their Kinetick feed; but I need to code up a connector which functions in exactly the same way, can be imported into their connections list, and uses the Rithmic market data only feed.

I looked at Kinetick, and they offer only 10 DOM levels; but Rithmic allows at least 40 DOM levels from my direct experience, using it before I came to NinjaTrader brokerage.

Can anybody help or simply point me in the right direction? I've been asking Ninja, and it's an "open architecture" but nobody is yet forthcoming with the information I'll need to code up the feed.

Of course I want the data to integrate within the Indicators, Strategies, etc. frameworks; and not just have some ad hoc way to get the data. Ad hoc, I could do; but it wouldn't be a "snap in" connection which I know is possible.

hyperscalper

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  #2 (permalink)
 
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 sam028 
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It's not clear: there's already a Rithmic connector, so what more than this do you need?

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  #3 (permalink)
 hyperscalper 
boise idaho
 
Experience: Advanced
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sam028 View Post
It's not clear: there's already a Rithmic connector, so what more than this do you need?

NinjaTrader brokerage "bundles" Rithmic's Order Routing (brokerage) functions together with its incoming Feed options. To have one, you have to take the other in their implementation.

But their clearing FCM assigns higher risks to Rithmic's brokerage; whereas Ninja's default CQG routing does not. So I want CQG routing, but Rithmic market data; and that's not a supported "out of the box" NinjaTrader 8 feature set.

Therefore, to get a "pure" incoming feed; as would be the case, for example, by using their pure Kinetick incoming feed option; in the case of Rithmic, I'll have to write my own feed.

Hope that helps it to make more sense !
hyperscalper

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hyperscalper View Post
NinjaTrader brokerage "bundles" Rithmic's Order Routing (brokerage) functions together with its incoming Feed options. To have one, you have to take the other in their implementation.

But their clearing FCM assigns higher risks to Rithmic's brokerage; whereas Ninja's default CQG routing does not. So I want CQG routing, but Rithmic market data; and that's not a supported "out of the box" NinjaTrader 8 feature set.

Therefore, to get a "pure" incoming feed; as would be the case, for example, by using their pure Kinetick incoming feed option; in the case of Rithmic, I'll have to write my own feed.

Hope that helps it to make more sense !
hyperscalper

Sure this is supported through a Multi-Broker license. Just connect to Rithmic and CQG simultaneously. You can set Rithmic (under Tools > Options) to be your preferred connection for market data.

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.
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  #5 (permalink)
 hyperscalper 
boise idaho
 
Experience: Advanced
Platform: NinjaTrader C# Custom
Broker: NinjaTrader LeeLoo Rithmic
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NinjaTrader View Post
Sure this is supported through a Multi-Broker license. Just connect to Rithmic and CQG simultaneously. You can set Rithmic (under Tools > Options) to be your preferred connection for market data.

What is a "Multi-Broker" license? I don't want to route orders through Rithmic but,
rather, through CQG. I don't think you could blame me much for being confused
about what is being proposed.

[EDIT] I am about to pull the trigger on a Rithmic API license.
If NinjaTrader has a solution I can work with; then I won't have to do that.
I've been waiting for a response from Ninja on this issue; and, so far, I just
can't get any clarity. Because of that, I'm inclined to go it alone and
implement a feed. If this "multi-broker license" doesn't involve too much
expense and complexity, then I might be OK with it. So the clock is ticking
before I have to made a decision which way I go; that's why I may have
an air of impatience, but I do want the right solution.

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hyperscalper View Post
What is a "Multi-Broker" license? I don't want to route orders through Rithmic but,
rather, through CQG. I don't think you could blame me much for being confused
about what is being proposed.

[EDIT] I am about to pull the trigger on a Rithmic API license.
If NinjaTrader has a solution I can work with; then I won't have to do that.
I've been waiting for a response from Ninja on this issue; and, so far, I just
can't get any clarity. Because of that, I'm inclined to go it alone and
implement a feed. If this "multi-broker license" doesn't involve too much
expense and complexity, then I might be OK with it. So the clock is ticking
before I have to made a decision which way I go; that's why I may have
an air of impatience, but I do want the right solution.

Understood. If I understand correctly, you want to use Rithmic feed while routing orders through CQG. If this is correct, then you can purchase a Multi-Broker license (this is a option available in the drop down menu on our platform purchase page of our website) which provides out of the box support for connecting to Rithmic and CQG. Technically, you can connect to both of of these simultaneously. You can configure NinjaTrader to make Rithmic the connection to steam market data from. Then when you trade, you would simply route the order to the account that is configured through your CQG connection. That said, you would need to check with NinjaTrader Brokerage to make sure that they can configure a customer to have access to both. I can help facilitate an answer on this if you PM me your contact information and whom (if anyone) you have spoken to at NinjaTrader Brokerage.

Related but separate from above, while NinjaTrader development environment is an open framework, developing what we call "adapters" to market data feeds or brokerages is not officially supported.

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.
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  #7 (permalink)
 hyperscalper 
boise idaho
 
Experience: Advanced
Platform: NinjaTrader C# Custom
Broker: NinjaTrader LeeLoo Rithmic
Trading: Nasdaq Futures NQ/MNQ
Posts: 314 since Apr 2020
Thanks Given: 15
Thanks Received: 522


NinjaTrader View Post
Understood. If I understand correctly, you want to use Rithmic feed while routing orders through CQG. If this is correct, then you can purchase a Multi-Broker license (this is a option available in the drop down menu on our platform purchase page of our website) which provides out of the box support for connecting to Rithmic and CQG. Technically, you can connect to both of of these simultaneously. You can configure NinjaTrader to make Rithmic the connection to steam market data from. Then when you trade, you would simply route the order to the account that is configured through your CQG connection. That said, you would need to check with NinjaTrader Brokerage to make sure that they can configure a customer to have access to both. I can help facilitate an answer on this if you PM me your contact information and whom (if anyone) you have spoken to at NinjaTrader Brokerage.

Related but separate from above, while NinjaTrader development environment is an open framework, developing what we call "adapters" to market data feeds or brokerages is not officially supported.

I'm speaking with NinjaTrader Brokerage right now; and they are scratching their
heads about this. But it looks like I'll have to open a separate sub-account through
the FCM and maintain some funds; plus fees for Rithmic, so this is way more complicated
than if I were to be able to use a Non-Routing, feed only connection in the same way
that Kinetick is configured.

So I'll update y'all on whether this is going to be practical. On the upside, the only good
thing I see is that in the future I may want Rithmic Order Routing, and so in the end,
it might not be a terrible solution.

[RESOLUTION I'm forced to open a sub-account with the FCM and maintain a balance
there, and my Lifetime Ninja license does not need to be converted to Multi-Account.
And as soon as I can fund the additional sub-account, then I'll be able to do what
you have outlined. In the end, my preference would be to use Rithmic order routing,
and maybe to situate a machine colocated on their data center, which is a $500/month
colocation fee. But, this near term compromise will work for me; so finally I can
celebrate a solution; fingers crossed

Thanks !! hyperscalper

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Last Updated on August 7, 2020


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