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Using ZeroMQ within Ninjatrader 7
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Created: by Jack Larkin Attachments:0

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Using ZeroMQ within Ninjatrader 7

 
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Posts: 23 since Jan 2013
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Using ZeroMQ within Ninjatrader 7

Having a dilly of a pickle trying to use ZeroMQ from within a Ninjatrader script/indicator. I'm a python programmer and have only just started dabbling with C# and NT in general.

Where I've gotten so far:

- Taken the C# release/bindings for ZeroMQ, and placed the approperate DLL files in the NT's bin/Custom folder. This includes the main ZeroMQ.DLL file and two sub directories as part of the release folder within the download from this link:
https://github.com/zeromq/clrzmq4/releases

- Added the ZeroMQ.DLL file as a reference within Ninjatrader.

- Included a "using ZeroMQ;" line. This is accepted without error.

- Wrote in some C# ZeroMQ code into an indicator, which saves and compiles without issue. That is to say, NT seems to get the class references and namespace from the DLL file just fine.

- Added said indicator onto a chart, which starts but fails to plot anything. In NT's output window I get this error:

"""Failed to call method 'Initialize' for indicator 'MyCustomIndicator': Could not load file or assembly 'ZeroMQ, Version=4.1.0.21, Culture=neutral, PublicKeyToken=4a9630883fd6c563' or one of its dependencies. The system cannot find the file specified."""

So it appears to be failing on a dependency somewhere outside the initial DLL import.

Has anyone done this before? Where am I going wrong?

 
 
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rleplae's Avatar
 
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What .net version is the library dependant on ?

1) I believe there is a limitation, that a DLL you load into the NT7 address space, can not be more recent than .Net framework 3.5. Could that be the issue you are running into ?

2) It is possible that the DLL you have loaded in NT7, at run-time is needed a number of other DLL's (system/third party) that are not found. Two ways to find that out 1) make a small c# stub outside NT and use the same DLL 2) use a tool like filmon to see what exception it is giving when looking for a specific DLL

good luck !

 
 
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sam028's Avatar
 
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@Jack Larkin, did you build it from the source using .Net 3.5 and not 4.0 which is the default target?

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sam028 View Post
@Jack Larkin, did you build it from the source using .Net 3.5 and not 4.0 which is the default target?

Not building it at all, just taking the binary release from the package provided in that link.

Another poster in another forum mentioned that NT7 is based on .NET 3.5, yet this package is for .NET 4.. I think that might be the source of the issue and I'm digging deeper.

 
 
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rleplae's Avatar
 
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Jack Larkin View Post
Not building it at all, just taking the binary release from the package provided in that link.

Another poster in another forum mentioned that NT7 is based on .NET 3.5, yet this package is for .NET 4.. I think that might be the source of the issue and I'm digging deeper.

You will not be able to install a .NET .4 depedant package,
i am sure about that,
i have run into that issue before

Two options :
1) take the source and compile for 3.5 (provided that the source does not use specifics
that only exist in 4.0
2) find a binary that is compiled for the target platform 3.5 or lower

 
 
Trading Apprentice
Toronto Ontario
 
Futures Experience: Advanced
Platform: Firm's OMS, fxTrade, MetaTrader
Broker/Data: Equities: Through my work (firm.) Spot FX: Oanda, Pepperstone
Favorite Futures: US / Canadian Stocks, Spot FX
 
Posts: 23 since Jan 2013
Thanks: 3 given, 38 received

A user on EliteTrader got me in the right direction. It totally was the NT7 using .NET 3.5 being incompatible with the .NET 4.0 compiled ZMQ binary I was using.

I cut over to NT8, which was built using .NET 4.0, and after some minor troubleshooting I got it working as expected.

Details here:
http://www.elitetrader.com/et/index.php?threads/using-zeromq-from-within-ninjatrader-assistance-bitte.299842/

(If linking to another trading forum is a no-no, mods feel free to delete the link.. just posting what worked and how I resolved it.)


 



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