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Own data provider.
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Own data provider.

  #1 (permalink)
Trading Apprentice
Barcelona
 
Futures Experience: Advanced
Platform: NinjaTrader
Favorite Futures: Si
 
Posts: 8 since Dec 2015
Thanks: 3 given, 1 received

Own data provider.

Hello.
I want to write my own data provider with datafeed and order routing.
In NinjaTrader.Hosted.dll file i see
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But i cant see how many (and what kind of) arguments i need to create Adapter. How can i do this?
And what i need to do that my *.dll appera in provider list?
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Thank you.

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  #2 (permalink)
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  #3 (permalink)
Elite Member
Omer עומר / Israel י
 
Futures Experience: Master
Platform: NinjaTrader, Proprietary,
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rleplae's Avatar
 
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I worked on this as well.. but it's not documented and not supported by NT.
Reverse engineering the provider API is probably very difficult and not a future proof path.

I'll give you a possible solution in 2 roads :

1. Data provider.

What i was able to do at the end was to create a proxy module (in/out) for one of the existing (documented) providers. NT talks to my proxy process and my proxy process talks to the provider. My proxy process also talks to my own data provider that creates data feed that is not available. From an NT point of view this is transparent.

The module is multi-threaded and listens on a tcp/ip socket. It serves both NT and my own modules.

2. Trading.

The easiest way is probably the FIX protocol. NT does support FIX, although it is not 100% the standard. you can find the xml schema in the binary folder. You can download the fix protocol from the standards website. I was able to create a small demo, i think i even posted it here on futues.io last year.

Have fun..

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  #4 (permalink)
Trading Apprentice
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rleplae View Post
I was able to create a small demo, i think i even posted it here on futues.io last year.
Have fun..

I was read many of your posts, but i am not find demo. Can you give me some link? Thank you.

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  #5 (permalink)
Elite Member
Omer עומר / Israel י
 
Futures Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
 
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Dzam View Post
I was read many of your posts, but i am not find demo. Can you give me some link? Thank you.

It has been a while since I played with this.

Attached is something i archived, there is a small c# module that listens on a socket
and can take in an order request in the FIX protocol

there is a connector in NT that talk trading technologie format
and you can define the ip/port to point it to this module

have fun...

Attached Files
Register to download File Type: zip QuickFix.zip (18.67 MB, 21 views)
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  #6 (permalink)
Trading Apprentice
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rleplae View Post
It has been a while since I played with this.

there is a connector in NT that talk trading technologie format
and you can define the ip/port to point it to this module

have fun...

I am not understand, how NT7 connect to Executor...

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  #7 (permalink)
Elite Member
Omer עומר / Israel י
 
Futures Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
 
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Posts: 2,501 since Sep 2013
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Dzam View Post
I am not understand, how NT7 connect to Executor...

NT will connect through TCP/IP connection

In NT define a new broker : Tools -> account Connection
Choose Trading Technologies
Fill in the IP address and port of where you have the module running

When you enter an order, the module will receive it

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  #8 (permalink)
Elite Member
Omer עומר / Israel י
 
Futures Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
 
rleplae's Avatar
 
Posts: 2,501 since Sep 2013
Thanks: 1,706 given, 3,708 received
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make sure you are on version 1000.31 of Nt7
you screen shot does not show TT

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  #9 (permalink)
Trading Apprentice
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rleplae View Post
make sure you are on version 1000.31 of Nt7
you screen shot does not show TT

I have 7.0.1000.31 version of NT, but my providers list have no TT.
Licensed providers: Collective2
IQFeed
ESignal
External
Barchart.com
Google
Kinetick
Replay
Simulator
Yahoo
Gain
InteractiveBrokers
MBTrading
Vision Financial Markets
CQG
FXCM
Continuum
Clear Corretora
Rithmic
NinjaTrader Continuum
Rithmic for NinjaTrader Brokerage
NinjaTrader FXCM
TD AMERITRADE

I am trying to resolv this problem...
Thank you.

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  #10 (permalink)
Elite Member
Omer עומר / Israel י
 
Futures Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
 
rleplae's Avatar
 
Posts: 2,501 since Sep 2013
Thanks: 1,706 given, 3,708 received
Forum Reputation: Legendary



Dzam View Post
I have 7.0.1000.31 version of NT, but my providers list have no TT.
Licensed providers: Collective2
IQFeed
ESignal
External
Barchart.com
Google
Kinetick
Replay
Simulator
Yahoo
Gain
InteractiveBrokers
MBTrading
Vision Financial Markets
CQG
FXCM
Continuum
Clear Corretora
Rithmic
NinjaTrader Continuum
Rithmic for NinjaTrader Brokerage
NinjaTrader FXCM
TD AMERITRADE

I am trying to resolv this problem...
Thank you.

What type of license are you supposed to have ?
For your info : I have an unlimited/lifetime license.

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