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Creating a data feed connection provider for NT
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Creating a data feed connection provider for NT

  #31 (permalink)
Elite Member
Omer עומר / Israel י
 
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33rdvirus View Post
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

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  #32 (permalink)
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navi mumbai
 
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rleplae View Post
1. Rithmic you will need a supporting broker
2. IB it is on their website, follow this link :

thank you for all that.

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  #33 (permalink)
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rleplae View Post
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?

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  #34 (permalink)
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33rdvirus View Post
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 !

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  #35 (permalink)
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rleplae View Post
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.

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  #36 (permalink)
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33rdvirus View Post
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.

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  #37 (permalink)
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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


Last edited by blueboxster; October 29th, 2017 at 02:18 PM. Reason: press send accidentally... :-)
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  #38 (permalink)
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Omer עומר / Israel י
 
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c#

but could have c++ or java or python
does not matter, tcp/ip connection is independent from
programming language


blueboxster View Post
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


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  #39 (permalink)
Trading Apprentice
Toronto/Canada
 
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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


Last edited by blueboxster; October 29th, 2017 at 03:37 PM.
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  #40 (permalink)
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Hi rleplae,

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

will try again after 5 posts


Blueboxster

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