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

  #1 (permalink)
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Omer עומר / Israel י
 
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Creating a data feed connection provider for NT

I was wondering if anybody has created a data connection provider for NT

What i want to do, is to inject real time synthetic data (data that i have calculated outside NT,
as a result of different processes) back into NT, like a normal instrument.

Preferably in parallel with my existing IQfeed connection.

Is that possible ?
Anybody done any research on this ?

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  #2 (permalink)
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  #3 (permalink)
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rleplae View Post
I was wondering if anybody has created a data connection provider for NT

What i want to do, is to inject real time synthetic data (data that i have calculated outside NT,
as a result of different processes) back into NT, like a normal instrument.

Preferably in parallel with my existing IQfeed connection.

Is that possible ?
Anybody done any research on this ?

You can do this using the External connector, but it won't allow another regular data feed.
If you want a custom data feed to run in parallel with a regular one an option would be create a fake IB connector for example, instead of using the external connector. As the IB API is well documented I assume it won't be too painful to create a service/daemon which will reply to NT requests in a coherent format.

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  #4 (permalink)
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sam028 View Post
You can do this using the External connector, but it won't allow another regular data feed.
If you want a custom data feed to run in parallel with a regular one an option would be create a fake IB connector for example, instead of using the external connector. As the IB API is well documented I assume it won't be too painful to create a service/daemon which will reply to NT requests in a coherent format.

I think your suggestion is the way forward...
It makes sense

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sam028 View Post
You can do this using the External connector, but it won't allow another regular data feed.
If you want a custom data feed to run in parallel with a regular one an option would be create a fake IB connector for example, instead of using the external connector. As the IB API is well documented I assume it won't be too painful to create a service/daemon which will reply to NT requests in a coherent format.

Are you sure this is still possible with NT8? For some reason I had it in my mind they removed that, I thought I saw a post about it maybe a year ago or so.

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Big Mike View Post
Are you sure this is still possible with NT8? For some reason I had it in my mind they removed that, I thought I saw a post about it maybe a year ago or so.

Mike

Yes, it still working with NT8, I'm using this feature for my custom market replay tool.

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  #7 (permalink)
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Probably @sam028 knows this...

If NT is running with 2 data feed connections, what decides when I open a chart with an instrument (which is supposed to be a stream of synthetic data i will calculate myself), on what connection the data will be requested ?

1. My plan is to have my broker connection
2. My IQ feed connection for my normal data feed
3. and to have a second data feed connection to my own server (that will clone one of the supported formats)

I create an instrument for my synthetic data, and then NT should request that live data from point 3.
all other things should keep working.

How is that mechanism working?

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  #8 (permalink)
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rleplae View Post
Probably @sam028 knows this...

If NT is running with 2 data feed connections, what decides when I open a chart with an instrument (which is supposed to be a stream of synthetic data i will calculate myself), on what connection the data will be requested ?

1. My plan is to have my broker connection
2. My IQ feed connection for my normal data feed
3. and to have a second data feed connection to my own server (that will clone one of the supported formats)

I create an instrument for my synthetic data, and then NT should request that live data from point 3.
all other things should keep working.

How is that mechanism working?

I didn't tested it but in theory:
- you create a synthetic instrument only mapped to your fake data server, let's say using IB API, and not mapped to IQFeed
- you then connect to your broker 1st, then IQFeed, then your fake IB server
- as your custom instrument won't be known by 1. and 2. NT should receive data for this symbol from 3.

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  #9 (permalink)
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sam028 View Post
I didn't tested it but in theory:
- you create a synthetic instrument only mapped to your fake data server, let's say using IB API, and not mapped to IQFeed
- you then connect to your broker 1st, then IQFeed, then your fake IB server
- as your custom instrument won't be known by 1. and 2. NT should receive data for this symbol from 3.

I was progressing in that direction...

I had created the instrument like you mentioned...

I have been looking at the connections...
I found 3 that have a configurable ip address....

The IB is the only running in 64 bit
But i read NT 8 has them all in 64 bit...

My plan is to install NT8 tomorrow
And try to build a small prototype using opensource FIX protocol
I only need history..... So,logon, heartbeat, history, logof...

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I think it would be easier mimicking IB data feed than a FIX server, but it's up to you!

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