[Q] Indicator-to-External App comms - NinjaTrader Programming | futures io social day trading
futures io futures trading


[Q] Indicator-to-External App comms
Updated: Views / Replies:1,715 / 8
Created: by Traderji Attachments:1

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

[Q] Indicator-to-External App comms

  #1 (permalink)
Elite Member
Australia
 
Futures Experience: Advanced
Platform: NinjaTrader, Multicharts
Favorite Futures: Spot Forex, Gold, Silver
 
Posts: 176 since Oct 2010
Thanks: 114 given, 114 received

[Q] Indicator-to-External App comms

I would like to send realtime Market Depth data from Ninjatrader to an external program. I looked at the Ninjatrader.Client.dll option but it is very poorly documented and completely unsupported by NT. Besides VS Intellisense does not show a OnMarketDepth() function to call.

Any suggestions on the best method to do this?

Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
 Vendor: www.tools4trading.de 
Erfurt Germany
 
Futures Experience: Master
Platform: rtMagic, NinjaTrader
Broker/Data: AMP/CQG, IAB
Favorite Futures: ES, 6E, FDAX, FGBL
 
Posts: 338 since Aug 2011
Thanks: 54 given, 460 received



Traderji View Post
I would like to send realtime Market Depth data from Ninjatrader to an external program. I looked at the Ninjatrader.Client.dll option but it is very poorly documented and completely unsupported by NT. Besides VS Intellisense does not show a OnMarketDepth() function to call.

Any suggestions on the best method to do this?


..."Ninjatrader.Client.dll"... you thiink to complex

- start with a simple indicator without any function
- search in the (elite) download section for a sample of live market profile oder live stats,... with a included OnMarketDepth() event function as calling sample and remove the functional code
- write own startup / terminate functions for create and dispose your needed classes

- now create a named pipe, a socket or look for window handle in your startup function
- in your OnMarketDepth() fill a structure with all needed informations and transmit this as binary record or as serialized record per WM_COPYDATA or write to pipe/socket
- write the cleanup code in your termiantion function

For all this you can use any C# sources and samples (google, microsoft...)
Write your own external receive app and make a first test. Add a good NON BLOCKING error handling in the NT7 code (connection break, reconnect,...) or better implement a additional threaded ring buffer logic in your indicator for 100% secure non blocking OnMarketDepth() work and realize the transmit code thread based.

This is all, no magic, only a little bit logic work and search for copy&paste

Reply With Quote
The following 2 users say Thank You to TimeTrade for this post:
 
  #4 (permalink)
Elite Member
Australia
 
Futures Experience: Advanced
Platform: NinjaTrader, Multicharts
Favorite Futures: Spot Forex, Gold, Silver
 
Posts: 176 since Oct 2010
Thanks: 114 given, 114 received


TimeTrade View Post
..."Ninjatrader.Client.dll"... you thiink to complex

.
.
.

This is all, no magic, only a little bit logic work and search for copy&paste


Thank you for a more comprehensive answer than I could have reasonably hoped for

Reply With Quote
 
  #5 (permalink)
 Vendor: www.tools4trading.de 
Erfurt Germany
 
Futures Experience: Master
Platform: rtMagic, NinjaTrader
Broker/Data: AMP/CQG, IAB
Favorite Futures: ES, 6E, FDAX, FGBL
 
Posts: 338 since Aug 2011
Thanks: 54 given, 460 received


Traderji View Post
Thank you for a more comprehensive answer than I could have reasonably hoped for

I hope, you well publish your version of the NT7 code part for this "problem"... up to this time no other version can be find... you the first publisher and its no "top secret" logic/work

Reply With Quote
 
  #6 (permalink)
Elite Member
Australia
 
Futures Experience: Advanced
Platform: NinjaTrader, Multicharts
Favorite Futures: Spot Forex, Gold, Silver
 
Posts: 176 since Oct 2010
Thanks: 114 given, 114 received


TimeTrade View Post
I hope, you well publish your version of the NT7 code part for this "problem"... up to this time no other version can be find... you the first publisher and its no "top secret" logic/work


Generally I post on futures.io (formerly BMT) any indicators that I written. But since this one will be orders of magnitude more complex than the previous ones I have written, so as long as no one laughs at my spaghetti code I'll be happy to share

Reply With Quote
 
  #7 (permalink)
Elite Member
Atkinson, NH USA
 
Futures Experience: Intermediate
Platform: NinjaTrader 8/TensorFlow
Broker/Data: NinjaTrader Brokerage
Favorite Futures: Futures, CL, ES, ZB
 
NJAMC's Avatar
 
Posts: 1,925 since Dec 2010
Thanks: 2,962 given, 2,294 received


Traderji View Post
Generally I post on futures.io (formerly BMT) any indicators that I written. But since this one will be orders of magnitude more complex than the previous ones I have written, so as long as no one laughs at my spaghetti code I'll be happy to share

Angel Hair code is what I develop... Just a little finer thread and more strands!

Nil per os
-NJAMC [Generic Programmer]

LOM WIKI: NT-Local-Order-Manager-LOM-Guide
Artificial Bee Colony Optimization
Reply With Quote
 
  #8 (permalink)
Elite Member
Australia
 
Futures Experience: Advanced
Platform: NinjaTrader, Multicharts
Favorite Futures: Spot Forex, Gold, Silver
 
Posts: 176 since Oct 2010
Thanks: 114 given, 114 received


NJAMC View Post
Angel Hair code is what I develop... Just a little finer thread and more strands!


Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

Reply With Quote
The following user says Thank You to Traderji for this post:
 
  #9 (permalink)
Trading Apprentice
pasadena
 
Futures Experience: Beginner
Platform: Ninja
Favorite Futures: ES
 
Posts: 6 since Feb 2013
Thanks: 3 given, 2 received

Traderji did you get your code to work?

Reply With Quote
The following user says Thank You to habibalex for this post:

Reply



futures io > > > > > [Q] Indicator-to-External App comms

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Calling external DLL from EasyLanguage Big Mike EasyLanguage Programming 11 August 6th, 2015 11:03 AM
android app meyer99 Traders Hideout 2 September 7th, 2011 02:51 PM
External data feed tutorial? JakobR NinjaTrader Programming 4 August 31st, 2011 01:50 PM
External Data Feed market replay software PeterOhlson NinjaTrader 14 July 31st, 2011 05:12 PM
External DLL from Ninjatrader ehlaban NinjaTrader Programming 11 June 13th, 2010 12:42 PM


All times are GMT -4. The time now is 07:50 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
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.
no new posts
Page generated 2017-12-15 in 0.11 seconds with 20 queries on phoenix via your IP 54.163.61.66