Creating a data feed connection provider for NT

March 31st, 2017, 11:04 AM

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

April 5th, 2017, 07:37 AM

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, 07:37 AM

rleplae

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

https://github.com/ValYouW/pxNetAdapter/tree/master/pxNetAdapter

Sir, is this something I can use?? I mean edit and rebuild?

April 5th, 2017, 07:49 AM

33rdvirus

https://github.com/ValYouW/pxNetAdapter/tree/master/pxNetAdapter

Sir, is this something I can use?? I mean edit and rebuild?

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

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

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

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

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

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

Hi rleplae,

I was trying to pm you but system refused cos I am new

will try again after 5 posts

Blueboxster

Creating a data feed connection provider for NT

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Creating a data feed connection provider for NT